做對再加碼 ? - 財經

By Connor
at 2009-05-11T11:34
at 2009-05-11T11:34
Table of Contents
推 softpoal:我看不懂藍線怎麼來的?? >< 05/11 08:37
拿簡單一點的例子
一數值起始值是0,下一回合後:
1/4的機率-1
2/4的機率+0
1/4的機率+1
我們可以推算下一回合的分佈會是
數值 分佈
-1 1/4
0 2/4
+1 1/4
如果要算二回後的分佈,可由第一回的數據推算
數值 (沒顏色的是分佈機率,有顏色的是第一回合的數據)
-2 = 1/4*1/4 = 1/16
-1 = 1/4*2/4 + 2/4*1/4 = 4/16
0 = 1/4*1/4 + 2/4*2/4 + 1/4*1/4 = 6/16
+1 = 2/4*1/4 + 1/4*2/4 = 4/16
+2 = + 1/4*1/4 = 1/16
以此類推第三、第四以後的回合
當然,這樣算是建立在每次移動的機率與前一回合無關的狀況下
===================================================
我先統計出大盤隔日的漲跌分佈機率(紫色的數字)
以及5日後的漲跌分佈曲線
再去把隔日分佈機率,用上面那個方法推算出5日分佈曲線
只要進行比對,就能知道「趨勢」這種東西到底影響多大
如果有比較正式的統計方式,歡迎指教
我想演算法想的很頭痛
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