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对证券市场进行量化研究正成为趋势。各研究机构和我们自己开发了不同模型,试图以计量手段揭示市场的波动规律。今日投资研究部经过对比测试,选取了三个测市模型供大家参考。市场趋同度:此指标显示市场内部的分化程度。当市场分化程度较低时,市场内部涨跌有序,市场风险较低,利于股市的整体向上运动;相反,
Quantitative research on the stock market is becoming a trend. Different research institutes and ourselves have developed different models in an attempt to reveal the market volatility by means of measurement. Investment Research Department today after a comparative test, selected three test city model for your reference. Market convergence degree: This indicator shows the degree of differentiation within the market. When the degree of market differentiation is relatively low, the internal changes of the market are orderly and the market risk is low, which is conducive to the overall upward movement of the stock market. On the contrary,