最佳迴歸分組
2008/10/16 14:47:59 網誌分類: 科技
從最佳迴歸分組法所選取的分組,可以給與另一角度看一隻投資工具與那組投資工具的變化同步。例如波指對東南亞小國的影響比較大。
AORD | = | FTSE | GBP | HSCE | JKSE | JPY | KS11 | N225 | SSEC | TWD |
BSESN | = | HSI | AUD | DJI | HIHKD3MD | HKD | HSCC | JKSE | KLSE | STI |
FTSE | = | HSI | AORD | DJI | HIHKD3MD | HSCC | HSCE | KLSE | SETI | SSEC |
HSCC | = | HSI | BSESN | HIHKD3MD | IXIC | KLSE | N225 | SETI | SGD | |
HSCE | = | HSI | AUD | CNY | EUR | FTSE | HIHKD3MD | HKD | JKSE | TWII |
HSI | = | AUD | BSESN | FTSE | GBP | HKD | HSCC | HSCE | SSEC | US10YT |
IXIC | = | BADI | DJI | HIHKD3MD | HSCE | JPY | KS11 | SSEC | STI | US10YT |
JKSE | = | BADI | BSESN | JPY | KLSE | SETI | SGD | TWD | TWII | XAU |
KLSE | = | HSI | BADI | BSESN | HKD | HSCC | JKSE | KS11 | SGD | SSEC |
KS11 | = | HSI | AORD | CAD | HIHKD3MD | HSCE | SSEC | TWII | VNI | XAU |
N225 | = | AORD | AUD | HIHKD3MD | HKD | HSCC | JPY | STI | TWII | XAU |
SETI | = | CLc1 | CNY | FTSE | GBP | HIHKD3MD | HKD | JKSE | TWD | TWII |
SSEC | = | HSI | AORD | AUD | CAD | CNY | HIHKD3MD | HSCE | KLSE | TWII |
STI | = | HSI | BSESN | EUR | FTSE | IXIC | JPY | KLSE | TWII | VNI |
TWII | = | BADI | FTSE | HSCE | JKSE | KS11 | SETI | SGD | SSEC | TWD |
VNI | = | BADI | BSESN | CAD | CNY | HSCE | KS11 | SSEC | TWD |
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