Kuyini simo esishubile? Kuyini simo esishubile, futhi kungani kudingeka?

Kuyini simo esishubile? Leli gama libhekisela kokuhlukana amanani. Uma ishadi ukucacisa okungenani kanye namanani esiphezulu yenkathi enikeziwe, ibanga phakathi amagugu amabili ububanzi kokuhlukana. Lona simo esishubile. Uma intengo ngokucijile kwandisa noma lehla, simo esishubile lizophakama. Uma ushintsho ububanzi izokhuphuka kwibanga ewumngcingo, bese - ongaphakeme.

Umsuka wenkulumo ethi

Igama elithi "simo esishubile" livela «oluyingozi» - Middle izwi isiFulentshi, okuyinto yena, wafika evela e-Latin «volatilis» - «okusheshayo", "oluyingozi". Kuyaphawuleka ukuthi ngo-French kukhona definition ezahlukene kwalesi simo esishubile. Leli gama ibizwa nangokuthi ukweqisa ukubaluleka.

simo esishubile theory

Lo mbono isekelwe ukuhlaziya izinguquko kunoma iyiphi izinkomba kwezomnotho: zenzalo, amanani nokunye. Lokhu kuthatha bangeniswa izinguquko akhawunti okwenzeka isikhathi eside. Icacisa ukuthi simo esishubile, Econometrics ukuhlukanisa izingxenye ezimbili eziyinhloko. Eyokuqala - lo mkhuba lapho intengo ukuguquguquka senzeka ngokuvumelana nemithetho ethile. Esesibili - simo esishubile, lapho izinguquko okungahleliwe. Ukubikezela ngokunembile isimo, kubalulekile ungacabangi nje kuphela ngokuthi inani eliyisilinganiso, kodwa futhi ukuphambuka olulindelekile kusuka esilinganisweni.

Ngokwesibonelo, e-ukuhlaziywa izibambiso emakethe kufanele inake lokuchezuka okungahleliwe izinkomba, njengoba izindleko ongakhetha isitokwe, ukwabelana kanye nezinye kwezezimali sixhomeke kakhulu izingozi. Ngaphandle kwalesi simo esishubile kwemfundiso yokuziphendukela akhiwa Economist American Robert Engle. Wanquma ukuthi ukuphambuka kusuka mkhuba zingashintsha kakhulu ngokuhamba kwesikhathi - nezikhathi kulandele izikhathi lapho ushintsho oluncane emandla. Ngaphandle kwalesi simo esishubile langempela variable, eside isikhathi zezomnotho ziye esetshenziswa ukuhlaziya, izindlela kuphela static esekelwe ukuqinisela lokhu inkomba. Robert Engle ngo-1982, iye yasungula imodeli, okusho kwenombolo ukusabalala simo esishubile, ngawo sebekwazi ukubikezela izinguquko intengo.

simo esishubile izinhlobo

Uma ucabanga ukuthi simo esishubile ezinjalo, kubalulekile ukuba uqaphele izinhlobo ezimbili: Inzuzo engokomlando kulindeleke. ukubukwa zomlando - isilinganiso elilingana kuphambuka standard of intengo instrument yezimali phezu ngesikhathi esinikeziwe, ebalwa ngesisekelo ulwazi olutholakala mayelana ukudayiswa kwayo ngemali eyifanele. Uma sikhuluma olulindelekile emakethe simo esishubile, le nkomba ibalwa okusekelwe ukubaluleka zezimali ithuluzi esekelwe ngoba kucatshangwa ukuthi intengo emakethe ibonisa izingozi ezingaba khona.

Imakethe kufanele bacabangele hhayi kuphela isiqondiso kodwa isikhathi kukhona ushintsho, njengoba kuthinta ematfuba ukuthi intengo yezimpahla idlula ukubaluleka, ethathwa njengomongo umhlanganyeli. Ukusetha irekhodi emakethe simo esishubile ngokuvamile, kubalulekile ukubala simo esishubile index isitokwe.

Kanjani futhi kungani simo esishubile kukalwa

Indlela elula ukucacisa lokhu Inkomba kube inkomba yokuthi ukuphambuka okujwayelekile futhi ukusetshenziswa kweqiniso lebanga lentengo - ATR. Into yokuqala ukucacisa inani eliyisilinganiso ngoba simo esishubile yayo umbhangqwana lwemali isikhathi isikhathi eside bese ekucubunguleni Kumele udwebe ratio futhi ngokwesilinganiso simo esishubile zamanje.

Sungula ukuthi intengo simo esishubile ezinjalo, kubalulekile ukuba sihlaziye inzuzo engaba yebhangqa lwemali. Lapho izinga ushintsho amanani ezingeni eliphezulu, futhi ngaleyo ndlela ukusabalala incane, ukuze kamuva sikhulume mayelana nenzuzo ephezulu. Kuyaphawuleka ukuthi izinga eliphezulu simo esishubile elihlobene ne ingozi enkulu, njengoba oda zokuzivikela "stop ukulahleka" kubalulekile, futhi ukwandisa ukulahlekelwa ezingaba khona.

Bollinger bands

Ukuze ubone ukuthi yini simo esishubile, kufanele usebenzise uhlelo inkomba ulwazi - Bollinger bands. Ukhuluma isiteshi amanani, kakhulu ayakhukhumala lapho iba izinguquko. Uma sampuli kwibanga ewumngcingo, lokho kungase kubonise ukuthi kwakumane kuyisiqalo traffic imali eningi, kodwa kukhunjulwe kuwufanele ukuthi kaningi iloli okunjalo kungaba amanga. Lapho sichaza nenani isilinganiso Ngaphandle kwalesi simo esishubile of the lwemali ngazimbili kosuku, singakwazi ngu elakhiwe ubuncane nsuku zonke noma esiphezulu ukuthatha lesi sibalo kanye ekugcineni uthole umgomo ukuthatha inzuzo kanye ukufakwa oda "stop ukulahleka".

Ngokwesibonelo, uma acabangele ukuthi pair of usuku ngokuvamile uya ngaphakathi amaphuzu engamakhulu ke asikho isidingo ukubeka "stop ukulahleka" at ibanga ezingamakhulu amabili akunandaba mqondo ukubala baragele phambili inzuzo enkulu okwedlula isilinganiso ububanzi nsuku zonke. Uma sihlaziya ingozi intengo ezimakethe zezimali, bese, isibonelo, ukubala kufanele bacabangele simo esishubile amasheya akuyona ngokwayo ekulandelaneni amanani, kanye ukulandelana izinguquko isihlobo. Ngakho-ke uyakwazi ukufeza comparability enkulu amafa ahlukahlukene. Ngokwesibonelo, ukwaba okusha kungenzeka izikhathi eziyishumi ukwandisa futhi ephonsa izindleko, ngakho ulindele simo esishubile sezabelo, usebenzisa amagugu ngokuphelele akunakwenzeka. Ngaphezu kwalokho, ukulandelana ushintsho isihlobo sizinze kakhulu ngomqondo wokuthi inani layo asho ukuhluka kukhona umile lapho iqhathaniswa nezinkulungwane izinkomba efanayo kungukuthi ihlaziye amanani. Kunoma ikuphi, njengoba kukholelwa kanjalo ngokuvamile.

izinkomba simo esishubile

Naphezu kweqiniso lokuthi abasebenzi abaningi esebenzelana izikhungo baphikisa ngokuthi Ngaphandle kwalesi simo esishubile of the pair lwemali kubonisa inzuzo enhle kuthengiselana, ungakhohlwa ukuthi izinga eliphezulu simo esishubile - lokhu kwandisa. Ku-oluyingozi pair inhlanhla ungavula ngokushesha, futhi ukulahlekelwa kuzokhulisa kakhulu. Ukuze kuncishiswe ubungozi, kufanele ngaso sonke isikhathi usebenzise oda "stop ukulahleka", ngisho noma emakethe uya ohlangothini inzuzo, futhi alisho lutho ukulahlekelwa kungenzeka. Ezimakethe forex simo esishubile izinkomba kukhona Bollinger Bands, le CCI, izinkomba Chaikin. Futhi iyasebenza futhi ejwayelekile ukuphambuka nemingcele njengoba izinkomba.