{"id":1692,"date":"2011-09-15T12:35:20","date_gmt":"2011-09-15T03:35:20","guid":{"rendered":"http:\/\/www.retar.jp\/?p=1692"},"modified":"2011-09-15T12:35:20","modified_gmt":"2011-09-15T03:35:20","slug":"2006%e5%b9%b4%e3%81%ae%e3%82%b9%e3%82%ad%e3%83%a5%e3%83%bc%e6%8c%87%e6%95%b0%e5%88%86%e6%9e%90how-to-watch-skew-index-in-2006","status":"publish","type":"post","link":"https:\/\/www.retar.jp\/?p=1692","title":{"rendered":"2006\u5e74\u306e\u30b9\u30ad\u30e5\u30fc\u6307\u6570\u5206\u6790\/How to watch SKEW index in 2006."},"content":{"rendered":"

\u672c\u65e5\u306f\u30b9\u30ad\u30e5\u30fc\u30a4\u30f3\u30c7\u30c3\u30af\u30b9\u306e\u50be\u5411\u3092\u3064\u304b\u3080\u305f\u3081\u30012006\u5e74\u306eVIX\u3001\u65e5\u7d4c\u5e73\u5747\u3001\u30c9\u30eb\u5186\u3092\u6b63\u898f\u5316\u3057\u8abf\u67fb\u3057\u307e\u3057\u305f\u3002\u76f8\u95a2\u95a2\u4fc2\u3092\u307f\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n

Today, we analyze SKEW index tendency.<\/font><\/p>\n

We normalize VIX, NIKKEI 225 and Dollar\/Yen in 2006.<\/font><\/p>\n

We can see correlation.<\/font><\/p>\n

\"2006_\u30da\u30fc\u30b8_1\"<\/a> <\/p>\n

 <\/p>\n

VIX\u3001SKEW\u5024\u306f\u30ea\u30d0\u30fc\u30b5\u30eb\u3055\u305b\u308b\u3068\u3001\u3088\u308a\u76f8\u95a2\u95a2\u4fc2\u304c\u7406\u89e3\u3067\u304d\u308b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n

VIX and SKEW values are reversal. We can better to see correlation.<\/font><\/p>\n

\"2006_\u30da\u30fc\u30b8_2\"<\/a> <\/p>\n

 <\/p>\n

2-3\u65e5\u30ec\u30dd\u30fc\u30c8\u3092\u4f11\u307f\u307e\u3059\u3002<\/p>\n

We are absent from a report for two or three days.<\/font><\/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\u306f\u30b9\u30ad\u30e5\u30fc\u30a4\u30f3\u30c7\u30c3\u30af\u30b9\u306e\u50be\u5411\u3092\u3064\u304b\u3080\u305f\u3081\u30012006\u5e74\u306eVIX\u3001\u65e5\u7d4c\u5e73\u5747\u3001\u30c9\u30eb\u5186\u3092\u6b63\u898f\u5316\u3057\u8abf\u67fb\u3057\u307e\u3057\u305f\u3002\u76f8\u95a2\u95a2\u4fc2\u3092\u307f\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002 Today, we analyze SKEW index tendency. We […]<\/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-1692","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\/1692","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=1692"}],"version-history":[{"count":0,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/1692\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1692"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1692"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1692"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}