Contents
1
豈
2
3
4
谿瑚襭
豢語譬れ 語伎 Whipsaw song 襭 1覯 伎 れ伎 .
語伎 '' ('Whipsaw song' full version, ed seykota)
覯 譬 豢瑚 覈 れ 覲伎 譴 蟆企.
豢碁ゼ ′ 蟆曙一 豢碁ゼ 蟾讌 螻 螳 .
れ 覦 蟆曙 .
朱 願 螳 覿螳ロ 襴ろ. 蟾讌 覦壱 蠍′ 譴.
螻 螳煙覃 蠏碁 覃 . 豢語 豌壱覃 .
螳蟆 螻 渚覃 蠏豺襦 覃 .
伎り る 伎旧 豎l企.
襴 - 蟆曙
覿 螻旧
誤启Μ
豢語譬
覿豌 覿覯
襷 螳讌
60/40 誤启Μ
朱 伎 - 豕
襯 磯Μ螳 危危伎 蟆
伎手鍵
Business cycle and relative stock market performance
螳覩語 覲瑚 螳谿
覈 譯殊
蟇壱
襷企
貊ろ襴 蟇 覈
蠍襴 語
讌
S&P500 蟯(蟲蠍 碁, 覩瑚記)
(https://trends.google.co.kr/trends/explore?date=all&geo=US&q=s%26p500)
蟆所鍵讌(覓手 螳 覺 )
覩手記 - 蟆所鍵讌
(https://ko.tradingeconomics.com/south-korea/leading-economic-index)
覩瑚記 - 蟆所鍵讌
(https://ko.tradingeconomics.com/united-states/leading-economic-index)
ル蠍 蠍襴谿
10-2 ろ
(https://fred.stlouisfed.org/series/T10Y2Y)
10-3螳 ろ
(https://fred.stlouisfed.org/series/T10Y3M)
瑚 PER, PBR
(https://www.starcapital.de/en/research/stock-market-valuation)
覩瑚記 10 豈蟠給
(https://kr.investing.com/rates-bonds/u.s.-10-year-bond-yield)
PBR:
https://www.multpl.com/s-p-500-price-to-book
PER
https://www.multpl.com/s-p-500-pe-ratio
https://www.longtermtrends.net/sp500-price-earnings-shiller-pe-ratio/
Greed & Fear Index
(https://money.cnn.com/data/fear-and-greed/)
覩瑚記 S&P500 -n% 觜讌 襯
語 襷 螳讌
襴覦碁一
蠏 覲旧 誤启Μ
覈覃
譬覈螳 蟯蟯螻
UPRO-TMF EWMA 覲
FIRE襯 給
れ企 譯手 襦る
覩手記 豈 觚襴
(https://www.korea.kr/news/visualNewsList.do)
覈
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1
豈
#
轟 譯殊 碁 - 煙語
讌螳 襷襯伎 覿 - れ覈
碁煙
觜覦 - 伎 豸覦危 / 蟾煙殊
覿 蟲螻殊 - 蟾り
3 覿 豺 - 襦る / 譟一煙
譯殊 レ 17螳讌 覩語 - 貅殊 / 願唄
螻 - 襴豌 覯ろ語 / 願唄
譯殊 襴 - 蟾讌
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https://www.youtube.com/watch?v=o0ertQp1G40
譯狩蟲 覿伎(覓手, 伎 るゴ覃 )
- 譯狩螳蟆
-
- 伎
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3
#
EWMA
Change Point
Angle
Geometric mean
RTip
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4
谿瑚襭
#
snp500_data.zip
--
https://datahub.io/core/s-and-p-500#data-files
ろ 碁企 螳企
(https://www.yesstock.com/SystemTrading/Guide/Understand/SystemTrading_01_Page06_k.asp)
KRX 螻牛 譯殊 糾襭
(http://data.krx.co.kr/contents/MDC/HARD/hardController/MDCHARD008.cmd)
https://www.youtube.com/watch?v=Csi_jJa3Vm4&t=310s
蟲螻 覩瑚記 譯手讌
OECD 蟆所鍵讌 れ企(API 螻牛)
https://data-explorer.oecd.org/vis?fs[0]=Topic%2C1%7CEconomy%23ECO%23%7CLeading%20indicators%23ECO_LEA%23&pg=0&fc=Topic&bp=true&snb=1&vw=tl&df[ds]=dsDisseminateFinalDMZ&df[id]=DSD_STES%40DF_CLI&df[ag]=OECD.SDD.STES&df[vs]=4.1&pd=%2C&dq=.M.LI...AA...H&to[TIME_PERIOD]=false
https://sdmx.oecd.org/public/rest/data/OECD.SDD.STES,DSD_STES@DF_CLI,4.1/.M.LI...AA...H?startPeriod=2017-01&endPeriod=2024-05
https://snapshot.bok.or.kr/dashboard/F1
OECD G20 蟆所鍵讌
https://fred.stlouisfed.org/series/UNRATE
覩瑚記 れ襯
https://fred.stlouisfed.org/series/OECDLOLITOTRGYSAM
蟆所鍵讌
https://www.kcif.or.kr/chart/majorEconomy
--> 伎 覦 蟲 蟆曙讌
https://s-space.snu.ac.kr/
譬覿
(https://securities.miraeasset.com/hkr/hkr1002/n05.do)
覲語レ郁規
(https://www.kcmi.re.kr/)
https://www.etfscreen.com/corrsym.php?s=VTI
Simulating backtests of stock returns using Monte-Carlo and snowfall in parallel
(https://datashenanigan.wordpress.com/2015/09/23/simulating-backtests-of-stock-returns-using-monte-carlo-and-snowfall-in-parallel/)
Quantitative Stock Analysis Tutorial: Screening the Returns for Every S&P500 Stock in Less than 5 Minutes
(https://www.business-science.io/investments/2016/10/23/SP500_Analysis.html)
Monte Carlo simulation with R
(https://soichiabe.wordpress.com/2020/03/29/analyzing-stocks-using-r/)
蟆曙覓 暑 覯
(http://ecodemy.cafe24.com/index.html)
蠍牛 螻旧 覲 覲伎觜觜蟲
(https://dis.kofia.or.kr/websquare/index.jsp?w2xPath=/wq/fundann/DISFundFeeCMS.xml&divisionId=MDIS01005001000000&serviceId=SDIS01005001000)
豈 覿蟲 -- 伎 2023-05-08 05:49:45