{"id":1042,"date":"2011-03-08T15:36:24","date_gmt":"2011-03-08T06:36:24","guid":{"rendered":"http:\/\/www.retar.jp\/?p=1042"},"modified":"2011-03-08T15:36:24","modified_gmt":"2011-03-08T06:36:24","slug":"%e3%82%b9%e3%82%ad%e3%83%a5%e3%83%bc%e6%8c%87%e6%95%b0%e3%83%bb%e6%9c%80%e6%96%b0%e3%82%a4%e3%83%b3%e3%83%87%e3%83%83%e3%82%af%e3%82%b9%e3%81%aepfskew-index-this-is-pf-of-the-latest-index","status":"publish","type":"post","link":"https:\/\/www.retar.jp\/?p=1042","title":{"rendered":"\u30b9\u30ad\u30e5\u30fc\u6307\u6570\u30fb\u6700\u65b0\u30a4\u30f3\u30c7\u30c3\u30af\u30b9\u306eP&F\/Skew Index. This is P&F of the latest index."},"content":{"rendered":"

\u672c\u65e5\u306fSKEW INDEX\uff08\u30b9\u30ad\u30e5\u30fc\u30fb\u30a4\u30f3\u30c7\u30c3\u30af\u30b9\uff09\u306e\u30dd\u30a4\u30f3\u30c8\u30a2\u30f3\u30c9\u30d5\u30a3\u30ae\u30e5\u30a2\u3092\u66f8\u3044\u3066\u307f\u307e\u3057\u305f\u3002<\/p>\n

SKEW INDEX\uff08\u30b9\u30ad\u30e5\u30fc\u30fb\u30a4\u30f3\u30c7\u30c3\u30af\u30b9\uff09\u306f\u3001S&P500\u6307\u6570\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u5e02\u5834\u3067\u6975\u7aef\u306a\u4e8b\u8c61\u304c\u767a\u751f\u3059\u308b\u30ea\u30b9\u30af\u3092\u793a\u3059\u6307\u6a19\u3067\u3059\u3002<\/p>\n

\u201cTail Risk\uff08\u30c6\u30a4\u30eb\u30fb\u30ea\u30b9\u30af\uff09\u201d\u3068\u304b \u201cBlack Swan Event\uff08\u30d6\u30e9\u30c3\u30af\u30fb\u30b9\u30ef\u30f3\u30fb\u30a4\u30d9\u30f3\u30c8\uff09\u201d\u3068\u3044\u308f\u308c\u308b\u3082\u306e\u3067\u3059\u3002<\/p>\n

\u30dd\u30a4\u30f3\u30c8\u30a2\u30f3\u30c9\u30d5\u30a3\u30ae\u30e5\u30a2\u304cSKEW INDEX\u306e\u5206\u6790\u306b\u9069\u3057\u3066\u3044\u308b\u304b\u3001\u3069\u3046\u304b\u306f\u308f\u304b\u308a\u307e\u305b\u3093\u304c\u3001\u4eca\u5f8c\u691c\u8a3c\u3092\u3059\u3059\u3081\u3066\u307e\u3044\u308a\u305f\u3044\u3068\u601d\u3044\u307e\u3059<\/p>\n

1\u30dd\u30a4\u30f3\u30c8\u30010.5\u30dd\u30a4\u30f3\u30c8\u306e\u30c1\u30e3\u30fc\u30c8\u304c\u6709\u52b9\u306b\u6a5f\u80fd\u3057\u305d\u3046\u3067\u3059\u3002<\/p>\n

Today we write the CBOE S&P 500 Skew Index of Point and Figure.<\/font><\/p>\n

The CBOE S&P 500 Skew Index is a benchmark measure of the perceived risk of extreme negative moves \u2014 often referred to as "tail risk" or a "black swan" event \u2014 in U.S. equity markets.<\/font><\/p>\n

We do not know Point and Figure is most fitting analyzing way. So we will need to analyze some way.<\/font><\/p>\n

We think 1point and 0.5 point chart may work well.<\/font><\/p>\n

1point chart<\/h4>\n

\"1\"<\/a> <\/p>\n

 <\/p>\n

0.5point chart<\/h4>\n

\"05\"<\/a> <\/p>\n

 <\/p>\n

\u76f8\u5834\u5206\u6790\u306e\u30ea\u30af\u30a8\u30b9\u30c8\u304c\u3042\u308a\u307e\u3057\u305f\u3089\u201cContact Us<\/a>\u201d\u304b\u3089\u304a\u77e5\u3089\u305b\u304f\u3060\u3055\u3044\u3002\u3054\u8981\u671b\u306b\u304a\u5fdc\u3048\u3067\u304d\u308b\u3088\u3046\u306b\u52aa\u529b\u3044\u305f\u3057\u307e\u3059\u3002<\/p>\n

\u3053\u306e\u30d6\u30ed\u30b0\u306f\u3042\u304f\u307e\u3067\u3082\u500b\u4eba\u7684\u306a\u898b\u89e3\u3067\u3042\u308a\u3001\u6295\u8cc7\u5224\u65ad\u306f\u5404\u81ea\u3067\u304a\u9858\u3044\u81f4\u3057\u307e\u3059\u3002\u5f53\u30d6\u30ed\u30b0\u306f\u4e00\u5207\u306e\u6295\u8cc7\u640d\u76ca\u306b\u5bfe\u3059\u308b\u8cac\u4efb\u3092\u8ca0\u3044\u307e\u305b\u3093\u3002<\/p>\n

\u30db\u30fc\u30e0\u30da\u30fc\u30b8\u306b\u6765\u3066\u4e0b\u3055\u3063\u3066\u3042\u308a\u304c\u3068\u3046\u3054\u3056\u3044\u307e\u3059\u3002\u660e\u65e5\u3082\u3088\u308d\u3057\u304f\u304a\u9858\u3044\u3044\u305f\u3057\u307e\u3059\u3002<\/p>\n

If you have some request to analyze, please write to \u201c<\/font>Contact Us<\/font><\/a>\u201d.<\/font><\/p>\n

We do best effort for your request.<\/font><\/p>\n

These are only personal opinions on this blog, and you need the investment judgment in each one. This blog doesn\u2019t assume the responsibility to all the investment profit and loss.<\/font><\/p>\n

Thank for watching our contents. My best regards next day.<\/font><\/p>\n","protected":false},"excerpt":{"rendered":"

\u672c\u65e5\u306fSKEW INDEX\uff08\u30b9\u30ad\u30e5\u30fc\u30fb\u30a4\u30f3\u30c7\u30c3\u30af\u30b9\uff09\u306e\u30dd\u30a4\u30f3\u30c8\u30a2\u30f3\u30c9\u30d5\u30a3\u30ae\u30e5\u30a2\u3092\u66f8\u3044\u3066\u307f\u307e\u3057\u305f\u3002 SKEW INDEX\uff08\u30b9\u30ad\u30e5\u30fc\u30fb\u30a4\u30f3\u30c7\u30c3\u30af\u30b9\uff09\u306f\u3001S&P500\u6307\u6570\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u5e02\u5834\u3067\u6975\u7aef\u306a\u4e8b\u8c61\u304c\u767a\u751f\u3059\u308b\u30ea\u30b9\u30af\u3092\u793a […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[27,3],"tags":[],"class_list":["post-1042","post","type-post","status-publish","format-standard","hentry","category-skew-index","category-report"],"_links":{"self":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/1042","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1042"}],"version-history":[{"count":0,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/1042\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1042"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1042"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1042"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}