證券市場技術指標百科全書檢視原始碼討論檢視歷史
《證券市場技術指標百科全書》,[美] 羅伯特·W科爾比|責編:崔人傑|譯者:... 編,出版社: 山西人民。
山西人民出版社成立於1951年11月5日,是山西省成立最早和規模最大的綜合性出版社,現隸屬於山西出版傳媒集團。出書範圍涵蓋政治、經濟、哲學、歷史、文化、古籍[1]、辭書、工具書[2]、美術等讀物以及大、中、小學教材、教參在內的廣泛領域。
作者介紹
(美)羅伯特·W.科爾比
美國大型金融服務集團公司CMT董事長兼首席投資策略師,市場技術分析師協會(MTA)成員,紐約大學和紐約金融學院的兼職教授。
在創立CMT之前,科爾比曾在幾家華爾街大公司擔任自營交易員、技術分析師和基本面分析師,然後擔任機構、私人投資者和交易員的顧問,提供技術分析報告以及為客戶量身定製的研究服務和交易系統。在此過程中,他親眼目睹了各種大肆向公眾宣傳和兜售的「買入並持有」、「資產配置再平衡」等策略的巨大失敗。
科爾比認為,投資者應該有一個更好的選擇,於是他創立了CMT,利用他經受住時間考驗的研究,幫助投資者從傳統交易模式的失敗中恢復過來,並走向輝煌——無論股市處於牛市還是熊市背景。他的客戶包括世界上非常有名的成功交易員和投資者。
多年來,科爾比撰寫了大量關於投資策略、研究方法、基本指標和圖表模式解釋的論文,發表在《福布斯》、《機構投資者》、《華爾街日報》、《投資者商業日報》等美國的幾乎所有有影響力的專業媒體上。
目錄
第一部分市場技術指標評價································1
市場技術指標簡介································2
市場技術指標的前行模擬為跨時持續盈利提供可能··················7
找到適用你的市場技術指標··························21
關於市場技術指標、模型及交易系統的其他觀點················31
第二部分市場技術指標···························39
絕對廣量指標································40
累積/派發線(AD)·····························44
累積擺動指標(ASI)···························47
自適應移動平均線(AMA)·························51
漲跌背離擺動指標(ADDO)························52
漲跌線指標(A-D線)···························52
非累積漲跌線:休斯寬度動量擺動指標·····················59
八個參數的百分比休斯寬度動量擺動指標····················65
漲跌比率指標·······························66
投資顧問情緒指標······························69
ADX(平均動向)·····························73
美國個人投資者協會調查··························73
安德魯音叉線:中線方法···························74
阿姆斯的簡易波動指標(EMV)·······················79
阿姆斯的短線交易指數(TRIN,MKDS)·················82
阿隆指標,阿隆擺動指標···························91
占星術,天文周期的金融應用·························97
占星術,長期周期·····························101
平均動向指標(ADX)··························102
平均真實波幅·······························102
黑箱系統·································103
布林線··································103
布林帶寬指標·······························109
博爾頓—特倫布萊指標···························110
括括弧,括弧,動態括弧··························111
寬度漲跌比指標:寬度衝力·························112
好友指數································117
看漲—看跌美元價值流向線(CPFL)···················119
看漲—看跌美元價值比率·························123
看漲—看跌期權費比率··························126
看漲—看跌期權成交量比率·························130
蔡金的資金流指標·····························133
錢德動量擺動指標(CMO)························134
統計顯著性卡方檢驗····························137
熔斷ꎬ每日價格限制ꎬ停牌ꎬ交易限制··················139
多重技術指標組合·····························140
交易商持倉報告······························141
商品期貨通道指標(CCI)························142
商品期貨通道指標穿越零:零值CCI···················145
商品期貨選擇指標(CSI)························149
信心指標·································153
反向意見:逆向思維投資藝術························154
估波曲線(估波指南)···························155
累計淨值線································162
累積成交量指標······························163
時間和價格周期······························163
數據時間和價格周期····························175
數據探索ꎬ數據挖掘時間和價格周期····················176
月內之日時間和價格周期··························176
周內之日·································185
十年形態ꎬ十年周期···························190
DEMA·································195
需求指標(DI)·····························195
背離停損,凱斯自適應性背離停損······················196
帝納波利點位,斐波那契盈利目標······················196
動向指標(DMI)····························199
較低的平均動向(ADX):暴風雨前的平靜··················203
背離分析·································204
唐奇安的四周規則·····························207
雙指數移動平均線(DEMA)·······················207
道氏理論·································211
鄧尼根的單向公式·····························241
鄧尼根的衝力方法·····························241
有效市場假說·······························242
艾爾德射線································242
終點移動平均線(EPMA)························243
包絡線ꎬ移動平均包絡線和交易帶·····················243
淨值下降比率·······························247
探索性數據分析······························247
指數移動平均線(EMA),指數平滑移動平均線···············247
斐波那契數列,斐波那契周期························256
強力指數·································261
傅里葉分析:快速傅里葉變換························261
基金淨申購指數······························265
CSI永久合約期貨滾動算法·······················266
期貨合約:到期月份和符號·························267
江恩角··································268
江恩九方圖································272
通用汽車充當市場領頭羊股票························274
格羅斯三一指數······························278
霍蘭指數·································279
哈里克獲利指標······························283
高動量交易系統······························286
高低點邏輯指數······························287
興登堡凶兆································288
聖杯指標·································289
鈎形指標·································289
假設檢驗·································290
指標季節———艾爾德概念·························290
指標季節———科爾比變量·························291
指標季節———科爾比變量指標策略舉例···················291
慣性指標·································299
內部人賣出/買入比率···························299
市場間背離································306
日內交易ꎬ當日交易ꎬ日內價格行為····················306
一月份晴雨表·······························310
一月份效應································314
一月份前五日:一個「早期預警」系統···················315
卡吉圖··································317
凱恩的%K鈎形指標···························319
凱斯指標·································319
帶EMA濾波器的肯特納通道·······················320
肯特納短期趨勢規則····························323
肯特納10日移動平均線規則·······················324
關鍵反轉日································324
帶濾波器的關鍵反轉日···························325
克林格成交量擺動指標(KO)·······················328
確然指標(KST)····························329
大宗交易比率·······························336
大宗交易·································337
最小二乘法································337
線性回歸線································338
線性回歸斜率·······························341
流動性指標································344
利弗莫爾擺動系統ꎬ利弗莫爾滲透濾波器··················345
羅瑞報告·································345
盧卡斯數列································354
保證金指標································354
保證金負債量·······························354
保證金比率································359
市場輪廓·································360
市場風向·································360
瑪特的大師交易公式····························361
數學模型·································361
最大熵譜分析(MESA)ꎬ最大熵法(MEM)················363
麥克萊倫擺動指標·····························364
麥克萊倫和指標······························368
信步指標·································374
會員/零股指標······························374
會員空頭比率·······························375
蔡金的資金流指標·····························380
年內之月:顯著季節性升降趨勢·······················380
最活躍股票································388
平滑異同移動平均交易方法(MACD)···················390
移動平均濾波器和多重確認·························393
移動平均擺動指標·····························393
移動平均線斜率······························394
多重共線性································394
運用指數移動平均線交叉規則的多重時間框架分析···············395
共同基金現金/資產比率··························399
N日規則································399
負量指標(NVI)····························401
新高減新低指標······························404
新高新低差/交易股票總數量:新高/新低比率················408
新高數量/交易股票總數量·························411
新股寒暑表指標(IPO月發行總量)···················415
新低數量/交易股票總數量·························415
百分之九十之日ꎬ九比一之日·······················420
諾弗里的擁塞相系統····························429
上漲股票數量·······························429
下跌股票數量·······························432
零股平衡指標:零股賣出總量/零股買入總量·················437
零股賣空比率·······························440
奧哈馬的三維技術指標···························452
淨額成交量指標······························452
未平倉合約································453
未平倉合約之拉里·威廉姆斯變異係數····················457
未平倉合約趨勢跟蹤策略··························458
期權指標·································462
擺動指標·································463
區間外收盤的外包日····························465
超買/超賣擺動指標····························465
拋物線時間/價格交易系統·························466
位於30周及10周簡單移動平均線上方股票百分比············473
許可濾波器ꎬ許可篩選器·························479
樞軸點··································479
樞軸點轉向交易系統····························480
點數圖(P﹠F圖)···························483
極化分形效率指標(PFE)························489
正量指標(PVI)····························491
節前季節性指標······························495
總統選舉周期·······························495
價格通道交易區間突破規則·························502
價格通道交易區間突破規則———動態角度··················506
價格擺動指標:移動平均擺動指標······················506
價格趨勢通道:向上傾斜或向下傾斜·····················510
程序化交易成交量指標···························511
投射帶指標································513
投射擺動指標·······························518
專有指標·································523
心理線———心理線意向擺動指標(PI)··················523
公眾空頭比率·······························524
公眾/專家空頭比率····························528
看跌/看漲期權費比率···························532
看跌/看漲期權費比率跳躍策略的指標策略舉例················532
看跌/看漲比率:看跌/看漲成交量比率···················536
Q棒指標································540
R平方指標·······························546
隨機遊走假說·······························550
隨機遊走指標(RWI)···························550
靈活參數的隨機遊走指標MetaStock系統測試規則···································552
區間指標:厄普肖「跟蹤交易區間」價格投射方法(HOTR)···································555
區間指標(TRI)····························559
價格變動率指標(ROC)·························563
相對強度(比率分析)···························566
相對強弱指標(RSI)··························575
相對波動性指標(RVI)·························582
忍蔻圖(磚形圖)·····························585
阻力指標·································586
阿瑟·梅里爾阻力指標···························586
七數規則·································588
聖誕老人升浪·······························589
舒爾茨上漲股票比(A/T)·························589
第二小時指標·······························593
二次發售指標·······························593
板塊輪動指標·······························594
情緒指標·································596
夏普比率·································598
菲利普·厄蘭格個股空頭淨額指標······················598
熊市標誌·································603
簡單移動平均線(SMA):算術移動平均數··················607
簡單移動平均線指標策略··························608
速度阻力線································615
跳板指標·································616
階段分析指標·······························616
標準差指標································618
統計學指標································619
斯蒂克斯指標(STIX):短期聚合指標··················620
隨機指標(萊恩隨機指標)·························624
隨機指標流行突破:斯特克突破·······················634
股票市場價格指數·····························634
支撐和阻力指標······························637
擺動濾波器指標······························641
威爾德擺動指標······························641
擺動回撤水平·······························642
泰勒公式方法·······························643
TEMA·································644
三線反轉圖································644
移動平均線三線交叉····························646
跳動量柱狀圖·······························650
時間分割成交量指標(TSV)·······················650
時間序列預測(TSF),移動線性回歸,終點移動平均線(EPMA)······651
交易股票總量·······························652
總賣空比率································652
總盈利交易百分比,交易者勝率·······················652
陷阱:牛市陷阱,熊市陷阱·························653
跟蹤轉向交易系統·····························653
趨勢通道指標·······························653
趨勢線指標································654
三叉戟商品期貨交易系統·························656
三重交叉法································656
三重濾網交易系統·····························661
契克斯指標(TRIX,對數收盤價三重指數平滑移動平均線)···································661
真實波幅·································665
25日多元化指標的指標策略舉例:舊標準已過時··············668
雙重移動平均線交叉····························672
龜湯交易法································672
典型價格·································672
終極擺動指標·······························673
價格不變股票數量指標···························677
漲跌成交量比率·····························680
波動率簡介·······························684
蔡金波動率指標·····························685
芝加哥期權交易所市場波動率指數(VIX)·················685
波動率(VIX)指標策略舉例·······················688
波動帶指標································689
波動率與價格通道·····························689
波動率與價格通道趨勢跟蹤策略的指標策略舉例···············690
波動率擴張指標······························693
阿瑟·梅里爾的波動率指標·························694
波動比率·································695
成交量指標································697
成交量加速度·······························702
成交量收集擺動指標ꎬ成交量收集趨勢···················705
成交量:淨上漲減下跌股票累積成交量指標··················711
成交量:累積成交量比率·························712
上漲股票成交量······························712
下跌股票成交量······························715
成交量:克林格擺動指標(KO)·······················715
成交量:紐約證券交易所對比場外市場····················719
成交量:平衡成交量指標(OBV)······················719
成交量擺動指標······························725
成交量∗價格動量擺動指標(V∗PMO)··················727
成交量反轉指標······························730
上漲日成交量/下跌日成交量·······················733
成交量:威廉變異離散量(WVAD)·····················733
每周華爾街(W$W)市場技術指標···················735
加權移動平均線:移動位置加權算術平均方法·················739
差別加權技術指標·····························744
威爾德平滑································745
威廉百分比範圍指標(%R)························745
威廉變異離散量(WVAD)························745
威科夫波浪································745
MetaStock系統及羅伯特·W.科爾比提供的特別優惠·········746