{"id":16394,"date":"2018-08-22T13:28:24","date_gmt":"2018-08-22T04:28:24","guid":{"rendered":"http:\/\/www.retar.jp\/?p=16394"},"modified":"2018-08-22T13:28:24","modified_gmt":"2018-08-22T04:28:24","slug":"%e6%97%a5%e7%b5%8c%e5%b9%b3%e5%9d%87%e6%97%a5%e8%b6%b3%e3%83%bb%e6%97%a5%e9%8a%80%e3%81%aeetf%e8%b2%b7%e3%81%84%e3%81%ae%e6%90%8d%e7%9b%8a%e5%88%86%e5%b2%90%e7%82%b9%e3%81%af17300%e5%86%86%e3%83%bb201","status":"publish","type":"post","link":"https:\/\/www.retar.jp\/?p=16394","title":{"rendered":"\u65e5\u7d4c\u5e73\u5747\u65e5\u8db3\u30fb\u65e5\u9280\u306eETF\u8cb7\u3044\u306e\u640d\u76ca\u5206\u5c90\u70b9\u306f17300\u5186\u30fb2012\u5e74\u672b\u4ee5\u964d\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u306a\u3057\u30fb\u65e5\u9280\u306f\u4eca\u306e\u3046\u3061\u306b\u5229\u78ba\u3057\u305f\u65b9\u304c\u3044\u3044\u306e\u3067\u306f\uff1f"},"content":{"rendered":"<p><font color=\"#804040\" size=\"4\"><strong>\u65e5\u7d4c\u5e73\u5747\u65e5\u8db3\u30fb\u65e5\u9280\u306eETF\u8cb7\u3044\u306e\u640d\u76ca\u5206\u5c90\u70b9\u306f17300\u5186\u30fb2012\u5e74\u672b\u4ee5\u964d\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u306a\u3057\u30fb\u65e5\u9280\u306f\u4eca\u306e\u3046\u3061\u306b\u5229\u78ba\u3057\u305f\u65b9\u304c\u3044\u3044\u306e\u3067\u306f\uff1f<\/strong><\/font><\/p>\n<p><font color=\"#804040\" size=\"4\"><strong>NIKKEI 225 daily; BOJ Purchases of ETFs; the break\u2010even point is 17300yen around; there are no draw down after the end of 2012.<\/strong><\/font><\/p>\n<p><font color=\"#804040\" size=\"4\"><strong>\u65e5\u7ecf225\u3002\u65e5\u672c\u592e\u884c\u8d2d\u4e70\u4e86ETF\uff0c\u6536\u652f\u5e73\u8861\u70b9\u662f17300\u65e5\u5143\u5de6\u53f3\u3002\u67092012\u7ed3\u675f\u4e4b\u540e\u6ca1\u6709\u7f29\u51cf\u3002<\/strong><\/font><\/p>\n<p>&#160;<\/p>\n<p>\u672c\u65e5\u306fRetar.jp\u306e\u65b0\u30b7\u30b9\u30c6\u30e0Retar SimPosition\u3092\u4f7f\u3044\u65e5\u9280\u306eETF\u8cfc\u5165\u306e\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3\u3092\u304a\u3053\u306a\u3044\u307e\u3057\u305f\u3002<\/p>\n<p>SimPosition\u306f\u3001\u4e3b\u306b\u6a5f\u68b0\u5b66\u7fd2\u306e\u305f\u3081\u306e\u30c8\u30ec\u30fc\u30c9\u8a55\u4fa1\u30b7\u30b9\u30c6\u30e0\u3067\u3059\u3002<\/p>\n<p>\u5206\u6563\u8a08\u7b97\u30de\u30cd\u30fc\u30b8\u30e3\u306eRetar CalcPosition\u306e\u30b5\u30d6\u30d1\u30c3\u30b1\u30fc\u30b8\u3067\u3042\u308a\u3001\u5358\u72ec\u3067\u3082\u4f7f\u7528\u53ef\u80fd\u3067\u3059\u3002<\/p>\n<p>.NET Core 2.1\u4e0a\u306eC#\u8a00\u8a9e\u3067\u958b\u767a\u3055\u308c\u3066\u304a\u308a\u3001\u6a19\u6e96\u3067Web API\u3001Windows DLL\u3068\u3057\u3066\u63d0\u4f9b\u304c\u53ef\u80fd\u3067\u3059\u3002<\/p>\n<p>\u30c8\u30ec\u30fc\u30c9\u30b7\u30b9\u30c6\u30e0\u3092\u6700\u9069\u5316\u3059\u308b\u305f\u3081\u306e\u30b7\u30df\u30e5\u30ec\u30fc\u30bf\u3067\u3059\u304c\u3001\u6c4e\u7528\u6027\u304c\u3042\u308b\u305f\u3081\u65e5\u9280\u306e\u640d\u76ca\u8a55\u4fa1\u306b\u3082\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002<\/p>\n<p><font color=\"#408080\">Today, we use our new System, \u201cRetar SimPosition\u201d and we survey Purchases of ETFs by BOJ.<\/font><\/p>\n<p><font color=\"#408080\">This simulator is for trade system and we can use for such type of simulation.<\/font><\/p>\n<p>&#160;<\/p>\n<p>\u300c\u65e5\u9280\u306eETF\u8cb7\u3044\u300d\u3068\u8a00\u3063\u3066\u30823\u7a2e\u985e\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\uff11\uff0e \u6307\u6570\u9023\u52d5\u578b\u4e0a\u5834\u6295\u8cc7\u4fe1\u8a17\u53d7\u76ca\u6a29<\/p>\n<p>\uff12\uff0e \u8a2d\u5099\u6295\u8cc7\u304a\u3088\u3073\u4eba\u6750\u6295\u8cc7\u306b\u7a4d\u6975\u7684\u306b\u53d6\u308a\u7d44\u3093\u3067\u3044\u308b\u4f01\u696d\u3092\u652f\u63f4\u3059\u308b\u305f\u3081\u306eETF<\/p>\n<p>\uff13\uff0e \u4e0d\u52d5\u7523\u6295\u8cc7\u6cd5\u4eba\u6295\u8cc7\u53e3<\/p>\n<p>\u300c\uff11\uff0e\u300d\u3092\u300c\u65e5\u7d4c225\u9023\u52d5\u300d\u3001\u300c\uff12\uff0e\u300d\u306f\u300cJPX400\u9023\u52d5\u300d\u3001\u300c\uff13\uff0e\u300d\u306f\u300cJ-REIT\u6307\u6570\u9023\u52d5\u300d\u3068\u3057\u3066\u8a08\u7b97\u3057\u3066\u307f\u308b\u3053\u3068\u306b\u3057\u307e\u3059\u3002<\/p>\n<p><font color=\"#408080\">There are three type of BOJ stock purchases.<\/font><\/p>\n<p><font color=\"#408080\">1. Purchases of ETFs other than those mentioned in (2)<\/font><\/p>\n<p><font color=\"#408080\">2. Purchases of ETFs to support investment in physical and human capital<\/font><\/p>\n<p><font color=\"#408080\">3. J-REIT<\/font><\/p>\n<p><font color=\"#408080\">Type 1 is interlocking N225 and Type2 is interlocking JPX400 and Type 3 is interlocking J-REIT.<\/font><\/p>\n<p>&#160;<\/p>\n<p>\u672c\u65e5\u306f\u3001\u65e5\u7d4c\u5e73\u5747\u9023\u52d5\u578b\u306e\u300c\uff11\uff0e\u6307\u6570\u9023\u52d5\u578b\u4e0a\u5834\u6295\u8cc7\u4fe1\u8a17\u53d7\u76ca\u6a29\u300d\u306b\u3064\u3044\u3066\u5206\u6790\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n<p>\u300c\uff11\uff0e\u6307\u6570\u9023\u52d5\u578b\u4e0a\u5834\u6295\u8cc7\u4fe1\u8a17\u53d7\u76ca\u6a29\u300d\u306f\u30012010\/12\/15\u306b\u8cb7\u3044\u306f\u3058\u3081\u30012018\/8\/13\u307e\u3067503\u56de\u306e\u8cb7\u3044\u5165\u308c\u3092\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>\u305d\u308c\u305e\u308c\u3092\u30c8\u30ec\u30fc\u30c9\u306b\u898b\u7acb\u3066\u8a08\u7b97\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>\u305d\u308c\u306b\u3088\u308c\u3070\u30012018\/8\/17\u73fe\u5728\u3001\u8cb7\u3044\u5165\u308c\u984d\u306e\u304a\u304a\u3088\u305d2\u5272\u7a0b\u5ea6\u306e\u542b\u307f\u76ca(5\u51468600\u5104\u5186)\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u73fe\u5728\u306e\u640d\u76ca\u5206\u5c90\u70b9\u306f17300\u5186\u7a0b\u5ea6\u3067\u3042\u308a\u3001\u7d50\u69cb\u3001\u5927\u304d\u306a\u542b\u307f\u76ca\u3067\u3059\u3002<\/p>\n<p>\u30a4\u30bf\uff5e\u3044\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u304c\u5f85\u3063\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>\u5c11\u3057\u58f2\u3063\u3068\u3044\u305f\u65b9\u304c\u3044\u3044\u6c17\u304c\u3057\u307e\u3059\u304c\u3044\u304b\u304c\u3067\u3057\u3087\u3046\u304b\uff1f<\/p>\n<p>\u91d1\u984d\u30d9\u30fc\u30b9\u3067\u306f7\u51467500\u5104\u5186\u30682018\/1\/23\u306e\u6700\u9ad8\u5024\u4ed8\u8fd1\u3067\u3082\u3063\u3068\u3082\u81a8\u3089\u307f\u307e\u3057\u305f\u3002<\/p>\n<p><font color=\"#408080\">Today, we analyze about \u201c1.Purchases of ETFs other than those mentioned in (2)\u201d.<\/font><\/p>\n<p><font color=\"#408080\">BOJ bought 503 times from 12\/15\/2010 to 8\/13\/2018.<\/font><\/p>\n<p><font color=\"#408080\">We treat them as trade and survived each of the performance.<\/font><\/p>\n<p><font color=\"#408080\">According to the data analysis, BOJ have 20% of unrealized capital gains in 8\/17\/2018. <\/font><\/p>\n<p><font color=\"#408080\">In asset base, the max draw up was 7753698317615yen in 1\/23\/2018.<\/font><\/p>\n<p><a href=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2018\/08\/chart1_conv-14.png\" target=\"_blank\"><img loading=\"lazy\" decoding=\"async\" title=\"chart1_conv\" style=\"border-left-width: 0px; border-right-width: 0px; background-image: none; border-bottom-width: 0px; padding-top: 0px; padding-left: 0px; display: inline; padding-right: 0px; border-top-width: 0px\" border=\"0\" alt=\"chart1_conv\" src=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2018\/08\/chart1_conv_thumb-14.png\" width=\"644\" height=\"414\" \/><\/a><a href=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2018\/08\/chart2_conv-10.png\" target=\"_blank\"><img loading=\"lazy\" decoding=\"async\" title=\"chart2_conv\" style=\"border-left-width: 0px; border-right-width: 0px; background-image: none; border-bottom-width: 0px; padding-top: 0px; padding-left: 0px; display: inline; padding-right: 0px; border-top-width: 0px\" border=\"0\" alt=\"chart2_conv\" src=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2018\/08\/chart2_conv_thumb-10.png\" width=\"644\" height=\"414\" \/><\/a><\/p>\n<p>&#160;<\/p>\n<p><strong><a href=\"http:\/\/www.retar.jp:443\/reporttableModels\">\u2605\u2605\u30ec\u30dd\u30fc\u30c8\u4f5c\u6210\u6642\u30c7\u30fc\u30bf\u306e\u30c0\u30a6\u30f3\u30ed\u30fc\u30c9\u2605\u2605<\/a><\/strong><\/p>\n<p>\u30d6\u30ed\u30b0\u3067\u4f7f\u7528\u3057\u305f\u30c7\u30fc\u30bf\u3092\u30c0\u30a6\u30f3\u30ed\u30fc\u30c9\u3057\u3066\u3044\u305f\u3060\u3051\u307e\u3059\u3002<\/p>\n<p>\u5185\u5bb9\u306b\u3088\u308a\u975e\u63d0\u4f9b\u306e\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>&#160;<\/p>\n<p>\u76f8\u5834\u5206\u6790\u306e\u30ea\u30af\u30a8\u30b9\u30c8\u304c\u3042\u308a\u307e\u3057\u305f\u3089\u201c<a href=\"https:\/\/www.retar.jp\/?page_id=41\">Contact 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<p>\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<p>\u30d6\u30ed\u30b0\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<p><font color=\"#408080\">If you have some request to analyze, please write to \u201c<\/font><a href=\"https:\/\/www.retar.jp\/?page_id=41\"><font color=\"#408080\">Contact Us<\/font><\/a><font color=\"#408080\">\u201d.<\/font><\/p>\n<p><font color=\"#408080\">We do best effort for your request.<\/font><\/p>\n<p><font color=\"#408080\">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<p><font color=\"#408080\">Thank for watching our contents. My best regards next day.<\/font><\/p>\n<p>\u5982\u679c\u60a8\u9700\u8981\u884c\u60c5\u5206\u6790\uff0c\u8bf7\u70b9\u51fb\u201c<a href=\"https:\/\/www.retar.jp\/?page_id=41\">Contact Us<\/a>\u201d\u8054\u7cfb\u6211\u4eec\u3002\u6211\u4eec\u5c06\u5c3d\u529b\u6ee1\u8db3\u60a8\u7684\u8981\u6c42\u3002<\/p>\n<p>\u672c\u535a\u5ba2\u4ec5\u4e3a\u4e2a\u4eba\u610f\u89c1\uff0c\u8bf7\u5404\u81ea\u505a\u51fa\u6295\u8d44\u5224\u65ad\u3002\u672c\u535a\u5ba2\u6982\u4e0d\u5bf9\u4efb\u4f55\u6295\u8d44\u76c8\u4e8f\u8d1f\u8d23\u3002<\/p>\n<p>\u611f\u8c22\u60a8\u8bbf\u95ee\u672c\u535a\u5ba2\u3002\u6b22\u8fce\u518d\u6b21\u4f7f\u7528\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u65e5\u7d4c\u5e73\u5747\u65e5\u8db3\u30fb\u65e5\u9280\u306eETF\u8cb7\u3044\u306e\u640d\u76ca\u5206\u5c90\u70b9\u306f17300\u5186\u30fb2012\u5e74\u672b\u4ee5\u964d\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u306a\u3057\u30fb\u65e5\u9280\u306f\u4eca\u306e\u3046\u3061\u306b\u5229\u78ba\u3057\u305f\u65b9\u304c\u3044\u3044\u306e\u3067\u306f\uff1f NIKKEI 225 daily; BOJ Purchases of ETFs; th [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3,8],"tags":[],"class_list":["post-16394","post","type-post","status-publish","format-standard","hentry","category-report","category-nikkei-225"],"_links":{"self":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/16394","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=16394"}],"version-history":[{"count":1,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/16394\/revisions"}],"predecessor-version":[{"id":16395,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/16394\/revisions\/16395"}],"wp:attachment":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=16394"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=16394"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=16394"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}