[] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100] [101] [102] [103] [104] [105] [106] [107] [108] [109] [110] [111] [112] [113] [114] [ 115 ] [116] [117] [118] [119] [120] [121] [122] [123] [124] [125] [126] [127] [128] [129] [130] [131] [132] [133] [134] [135] [136] [137] [138] [139] [140] [141] [142] [143] [144] [145] [146] [147] [148] [149] [150] [151] [152] [153] [154] [155] [156] [157] [158] [159] [160] [161] [162] [163] [164] [165] [166] [167] [168] [169] [170] [171] [172] [173] [174] [175] [176] [177] [178] [179] [180] [181] [182] [183] [184] [185] [186] [187] [188] [189] [190] [191] [192] [193] [194]


115

. 0-4:

- : 962 - 1987

0.000 0.001 0.002 0,003 0.004 0.005 0.006 0.007 0.006 0.009 0.010 0.011 0.012 0.013 0.014 0.015 0.018 0.021 0.027 0.042

0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009 0.010 0.011 0.012 0.013 0.014 0.015 0.018 0.021 0.027 0.042 0.738

1

3

6

12

« », «», « », «», « », «», « » .

. «» , , , . , .

1962 1987. . . 0-4 -5 (. 343-344).



. 0-5:

-

: 1962 - 1987

1

3

6

12

0.000

0.003

0.003

0.004

0.004

0.05

0.05

0.006

0.006

0.007

0.007

0.006

0.008

0.009

0.009

0.010

0.010

0.011

0.011

0.012

0.012

0.013

0.013

0.014

0.014

0.015

0.015

0.016

0.016

0.017

0.017

0.018

0.018

0.022

0.022

0.029

0.029

0.042

0.042

0.320

« », «», « », «», « », «», « » .

. 20 , . ( 1 , 3 , 6 12 ). , , (- ) ( Standard & Poors 500). .



. 0-6:

: , 0.042 1962-1986

-

S&P 500

1

3

12

6

1962

0.04

-3.80

-0.46

6.85

20.79

1962

0.06

1.89

12.98

20.45

29.21

1966

0.05

-3.75

7.89

16.88

24.04

1968

0.04

4 .70

13.66

14 .83

12.94

1970

0.04

7.07

15.05

24.97

34.44

1974

0.04

-9.19

-3.57

8.53

15.81

1985

0.04

6.91

9.51

28.54

25.34

1986

0.05

5.89

17.93

13.83

28.31

1.22

9.12

16.86

23.86

. , - . , 25 0.042 , ( S&P 500) 1.22% 1 , 9.12% 3 , 16.86% 6 23.86% 12 . . 0-6. , , 3 0.042 , .

(On Balance Volmne)

(OBV) - , , . . , « » [ New Strategy of Daily Stock Market Timing for Maximum Profit,

[] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100] [101] [102] [103] [104] [105] [106] [107] [108] [109] [110] [111] [112] [113] [114] [ 115 ] [116] [117] [118] [119] [120] [121] [122] [123] [124] [125] [126] [127] [128] [129] [130] [131] [132] [133] [134] [135] [136] [137] [138] [139] [140] [141] [142] [143] [144] [145] [146] [147] [148] [149] [150] [151] [152] [153] [154] [155] [156] [157] [158] [159] [160] [161] [162] [163] [164] [165] [166] [167] [168] [169] [170] [171] [172] [173] [174] [175] [176] [177] [178] [179] [180] [181] [182] [183] [184] [185] [186] [187] [188] [189] [190] [191] [192] [193] [194]