{"id":1496,"date":"2011-07-21T23:52:47","date_gmt":"2011-07-21T14:52:47","guid":{"rendered":"http:\/\/www.retar.jp\/?p=1496"},"modified":"2011-07-21T23:52:47","modified_gmt":"2011-07-21T14:52:47","slug":"%e7%99%bd%e9%87%91%e3%83%bb%e9%87%91%e3%81%ae%e5%86%86%e3%83%99%e3%83%bc%e3%82%b9%e3%81%ae%e6%ad%b4%e5%8f%b2%e7%9a%84%e3%82%b9%e3%83%97%e3%83%ac%e3%83%83%e3%83%89we-compare-the-spread-of-platinum-and","status":"publish","type":"post","link":"https:\/\/www.retar.jp\/?p=1496","title":{"rendered":"\u767d\u91d1\u30fb\u91d1\u306e\u5186\u30d9\u30fc\u30b9\u306e\u6b74\u53f2\u7684\u30b9\u30d7\u30ec\u30c3\u30c9\/We compare the spread of Platinum and Gold (Yen based)."},"content":{"rendered":"

\u672c\u65e5\u306f\u9031\u8db3\u7dda\u3092\u4f7f\u3063\u3066\u6771\u4eac\u767d\u91d1\u3068\u6771\u4eac\u91d1\u306e\u5024\u52d5\u304d\u30921984\u5e74\u304b\u3089\u30d7\u30ed\u30c3\u30c8\u3057\u3066\u307f\u307e\u3057\u305f\u3002<\/p>\n

\u30b0\u30e9\u30d5\u306f\u7070\u8272\u304c\u767d\u91d1\u306e\u4fa1\u683c\u3001\u9ec4\u8272\u304c\u91d1\u306e\u4fa1\u683c\u3001\u9752\u306f\u767d\u91d1\/\u91d1\u306e\u4fa1\u683c\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n

Today, we plot Tokyo Platinum and Tokyo Gold from 1984 using weekly data.<\/font><\/p>\n

The gray is platinum price and yellow is gold price and blue is the ratio (platinum price divided by gold price).<\/font><\/p>\n

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

 <\/p>\n

\u6b21\u306b\u30c7\u30fc\u30bf\u306e\u5e73\u5747\u3068\u6a19\u6e96\u504f\u5dee\u3092\u3068\u3063\u3066\u307f\u307e\u3059\u3002<\/p>\n

\u6ce8\u76ee\u3059\u308b\u3079\u304d\u70b9\u306f\u3001SPAN A\u306e1\u03c3\u306e\u5024\u3068SPAN B\u306eAVERAGE\u306e\u5024\u304c\u4e00\u81f4\u3057\u3066\u3044\u308b\u3053\u3068\u3060\u3068\u8003\u3048\u3089\u308c\u307e\u3059\u3002\u4eca\u5f8c\u3082\u767d\u91d1\u306e\u5024\u6bb5\u304c\u91d1\u306e\u5024\u6bb5\u306e1.7\u500d\u3092\u8d85\u3048\u308b\u4ed8\u8fd1\u3067\u306f\u3001\u5f37\u304f\u610f\u8b58\u3055\u308c\u308b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n

Next, we take the average and the standard deviation of data.<\/font><\/p>\n

We need to notice \u201cSPAN A\u201d 1 sigma data and \u201cSPAN B\u201d AVERAGE data is very close.<\/font><\/p>\n

In future, the platinum price exceeds 1.7 times the gold price; this point may work as resistance.<\/font><\/p>\n

\u73fe\u5728\u306e\u76f8\u5834\u306fSPAN B\u306e\u4e0b\u9650\u307e\u3067\u30b9\u30d7\u30ec\u30c3\u30c9\u306f\u4e0b\u843d\u3057\u3066\u304a\u308a\u3001\u767d\u91d1\u304c\u4e0a\u6607\u3059\u308b\u304b\u3001\u91d1\u304c\u4e0b\u843d\u3059\u308b\u5c40\u9762\u3067\u3042\u308d\u3046\u3068\u8003\u3048\u3089\u308c\u307e\u3059\u3002<\/p>\n

In recent market, the spread is close to \u201cSPAN B\u201d limit; it is possible whether platinum price rises or gold price falls.<\/font><\/p>\n

 <\/p>\n\n\n\n\n\n\n\n\n
 <\/td>\n\n

1984\/7\/23 – 2011\/7\/11<\/p>\n

SPAN A<\/p>\n<\/td>\n

\n

2000\/1\/4 – 2011\/7\/11<\/p>\n

SPAN B<\/p>\n<\/td>\n<\/tr>\n

\n

2\u03c3<\/p>\n<\/td>\n

\n

2.09<\/p>\n<\/td>\n

\n

2.32<\/p>\n<\/td>\n<\/tr>\n

\n

1\u03c3<\/p>\n<\/td>\n

\n

1.73<\/p>\n<\/td>\n

\n

2.01<\/p>\n<\/td>\n<\/tr>\n

\n

AVARAGE<\/p>\n<\/td>\n

\n

1.37<\/p>\n<\/td>\n

\n

1.70<\/p>\n<\/td>\n<\/tr>\n

\n

-1\u03c3<\/p>\n<\/td>\n

\n

1.01<\/p>\n<\/td>\n

\n

1.39<\/p>\n<\/td>\n<\/tr>\n

\n

-2\u03c3<\/p>\n<\/td>\n

\n

0.65<\/p>\n<\/td>\n

\n

1.08<\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\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\u306f\u9031\u8db3\u7dda\u3092\u4f7f\u3063\u3066\u6771\u4eac\u767d\u91d1\u3068\u6771\u4eac\u91d1\u306e\u5024\u52d5\u304d\u30921984\u5e74\u304b\u3089\u30d7\u30ed\u30c3\u30c8\u3057\u3066\u307f\u307e\u3057\u305f\u3002 \u30b0\u30e9\u30d5\u306f\u7070\u8272\u304c\u767d\u91d1\u306e\u4fa1\u683c\u3001\u9ec4\u8272\u304c\u91d1\u306e\u4fa1\u683c\u3001\u9752\u306f\u767d\u91d1\/\u91d1\u306e\u4fa1\u683c\u306b\u306a\u308a\u307e\u3059\u3002 Today, we plot Tokyo Platinum a […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3,19,18],"tags":[],"class_list":["post-1496","post","type-post","status-publish","format-standard","hentry","category-report","category-tokyo-market-platinum-calculated-in-yen","category-tokyo-market-gold-calculated-in-yen"],"_links":{"self":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/1496","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=1496"}],"version-history":[{"count":0,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/1496\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1496"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1496"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1496"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}