{"id":17939,"date":"2019-03-27T20:38:49","date_gmt":"2019-03-27T11:38:49","guid":{"rendered":"http:\/\/www.retar.jp\/?p=17939"},"modified":"2019-03-27T20:38:49","modified_gmt":"2019-03-27T11:38:49","slug":"%e6%97%a5%e7%b5%8c225%e6%97%a5%e8%b6%b3%e3%83%bb%e3%82%aa%e3%83%bc%e3%83%90%e3%83%bc%e3%83%8a%e3%82%a4%e3%83%88%e3%83%aa%e3%82%b9%e3%82%af2%e3%83%bb%e9%87%91%e6%9b%9c%e6%97%a5%e3%81%ae%e5%bc%95","status":"publish","type":"post","link":"https:\/\/www.retar.jp\/?p=17939","title":{"rendered":"\u65e5\u7d4c225\u65e5\u8db3\u30fb\u30aa\u30fc\u30d0\u30fc\u30ca\u30a4\u30c8\u30ea\u30b9\u30af(2)\u30fb\u91d1\u66dc\u65e5\u306e\u5f15\u3051\u6210\u3067\u8cb7\u3044\u3001\u571f\u65e5\u3092\u30de\u30bf\u30ae\u3001\u6708\u66dc\u5bc4\u4ed8\u304d\u3067\u58f2\u308b\u3068\u52dd\u6557\u306f\u4e94\u5206\u4e94\u5206\u30fb\u3080\u3057\u308d\u30b7\u30e3\u30fc\u30d7\u306b\u4e0b\u3052\u3066\u304f\u308c\u308b\u6642\u3082\u3042\u308a\u80c6\u3092\u51b7\u3084\u3057\u307e\u3059"},"content":{"rendered":"<p><font color=\"#804040\" size=\"4\"><strong>\u65e5\u7d4c225\u65e5\u8db3\u30fb\u30aa\u30fc\u30d0\u30fc\u30ca\u30a4\u30c8\u30ea\u30b9\u30af(2)\u30fb\u91d1\u66dc\u65e5\u306e\u5f15\u3051\u6210\u3067\u8cb7\u3044\u3001\u571f\u65e5\u3092\u30de\u30bf\u30ae\u3001\u6708\u66dc\u5bc4\u4ed8\u304d\u3067\u58f2\u308b\u3068\u52dd\u6557\u306f\u4e94\u5206\u4e94\u5206\u30fb\u3080\u3057\u308d\u30b7\u30e3\u30fc\u30d7\u306b\u4e0b\u3052\u3066\u304f\u308c\u308b\u6642\u3082\u3042\u308a\u80c6\u3092\u51b7\u3084\u3057\u307e\u3059<\/strong><\/font><\/p>\n<p><font color=\"#804040\" size=\"4\"><strong>N225 Daily Over Night Risk (2); If we buy in Friday close and sell in next Monday open, we cannot see edge; we only see sharp fall.<\/strong><\/font><\/p>\n<p><font color=\"#804040\" size=\"4\"><strong>\u65e5\u7ecf225\u3002\u9694\u591c\u98ce\u9669(2)\u3002\u5982\u679c\u6211\u4eec\u5728\u5468\u4e94\u6536\u76d8\u4e70\u8fdb\uff0c\u5e76\u5728\u4e0b\u5468\u4e00\u5356\uff0c\u83b7\u80dc\u7684\u6982\u7387\u662f50\uff05\u3002\u76f8\u53cd\uff0c\u53ef\u80fd\u4f1a\u7740\u4e0b\u8dcc\u3002<\/strong><\/font><\/p>\n<p>&#160;<\/p>\n<p>\u672c\u65e5\u306f\u65e5\u7d4c\u5e73\u5747\u306e\u571f\u65e5\u30de\u30bf\u30ae\u306e\u30aa\u30fc\u30d0\u30fc\u30ca\u30a4\u30c8\u30ea\u30b9\u30af\u306b\u3064\u3044\u3066\u8abf\u67fb\u3057\u307e\u3057\u305f\u3002<\/p>\n<p>\u30aa\u30fc\u30d0\u30fc\u30ca\u30a4\u30c8\u30ea\u30b9\u30af\u3068\u306f\u3001\u682a\u3092\u5f15\u3051\u6210\u308a\u3067\u8cb7\u3044\uff08\u58f2\u308a\uff09\u3001\u7fcc\u671d\u306e\u5bc4\u308a\u4ed8\u304d\u304c\u5e7e\u3089\u4e0a\u304c\u308b\u304b\u4e0b\u304c\u308b\u304b\u306e\u899a\u609f\u3067\u3059\u3002<\/p>\n<p>\u7d50\u8ad6\u306f\u3001\u624b\u653e\u305b\u305a\u306b\u30b7\u30e3\u30fc\u30d7\u306b\u843d\u3061\u308b\u4e0d\u5b89\u3092\u611f\u3058\u306a\u304c\u3089\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u4fdd\u6301\u3059\u308b\u306e\u306f\u640d\u3002<\/p>\n<p>\u904e\u53bb1002\u55b6\u696d\u65e5\u306e\u30c7\u30fc\u30bf(2015\/2\/23\uff5e2019\/3\/25)\u3092\u4f7f\u3044\u8abf\u67fb\u3057\u307e\u3057\u305f\u3002<\/p>\n<p><font color=\"#408080\">Today, we survey about N225\u2019s Over Night risk.<\/font><\/p>\n<p><font color=\"#408080\">We use data from 2\/23\/2015 to 3\/25\/2019. (There are 1002days)<\/font><\/p>\n<p><font color=\"#408080\">Our conclusion is we should avoid overnight risk.<\/font><\/p>\n<p>&#160;<\/p>\n<p>\u307e\u305a\u3001\u77e5\u308a\u305f\u3044\u306e\u306f\u904e\u53bb1002\u55b6\u696d\u65e5\u306e\u4e0a\u3052\u306e\u6570\u3068\u4e0b\u3052\u306e\u6570\u3067\u3059\u3002<\/p>\n<p>\u524d\u65e5\u5f15\u3051\u304b\u3089\u7fcc\u65e5\u5bc4\u308a\u4ed8\u304d\u307e\u3067\u306e\u5024\u6bb5\u304c\u4e0a\u304c\u3063\u305f\u306e\u304c\u300192\u56de\u3001\u4e0b\u304c\u3063\u305f\u306e\u304c85\u56de\u3067\u3059\u3002<\/p>\n<p>\u8cb7\u3063\u3066\u304a\u3051\u3070\u4e0a\u304c\u3063\u305f\u65b9\u304c\u30c1\u30e7\u30c3\u30c8\u591a\u3044\u3060\u3051\u306a\u306e\u3067\u3001\u7247\u65b9\u306b\u30c7\u30fc\u30bf\u304c\u5bc4\u3063\u3066\u3044\u308b\u3068\u306f\u8a00\u3048\u307e\u305b\u3093\u3002\u3064\u307e\u308a\u4f55\u3082\u8003\u3048\u305a\u306b\u8cb7\u3044\u58f2\u308a\u3092\u3059\u308c\u3070\u3001\u4e01\u534a\u535a\u6253\u3067\u3059\u3002<\/p>\n<p><font color=\"#408080\">We can know up days are 92days and down days are 85 days.<\/font><\/p>\n<p><font color=\"#408080\">We cannot see the edge.<\/font><\/p>\n<p><font color=\"#408080\">These days are very close and this is only the two sides of a coin.<\/font><\/p>\n<p>&#160;<\/p>\n<p>\u4e0a\u3052\u306e92\u56de\u306e\u5e73\u5747\u5024\u5e45\u306f122.83\u5186\u300185\u56de\u306e\u4e0b\u3052\u306e\u5e73\u5747\u5024\u5e45\u306f\u2014129.94\u5186\u3067\u3059\u3002<\/p>\n<p>\u4f8b\u3048\u3070\u3001\u6bce\u55b6\u696d\u65e5\u306e\u5f15\u3051\u6210\u3067\u8cb7\u3044\u3001\u7fcc\u55b6\u696d\u65e5\u306e\u5bc4\u308a\u4ed8\u304d\u3067\u58f2\u308b\u3068122.83*92 -129.94*85=255.53\u5186\u306e\u5024\u5e45\u304c\u3068\u308c\u307e\u3059\u3002<\/p>\n<p>\u305c\u3093\u305c\u3093\u30a8\u30c3\u30b8\u304c\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n<p>50\u5186\u5024\u5e45\u3067\u68d2\u30b0\u30e9\u30d5\u306b\u3057\u3066\u307f\u307e\u3057\u305f\u3002<\/p>\n<p><font color=\"#408080\">The average of up days is 122.83yen and the average of down days is -129.94yen.<\/font><\/p>\n<p><font color=\"#408080\">The up days are profitable.<\/font><\/p>\n<p><font color=\"#408080\">If we buy in close and sell in next open we can take 122.83*92 -129.94*85=255.53yen.<\/font><\/p>\n<p><font color=\"#408080\">We cannot see edge.<\/font><\/p>\n<p><a href=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2019\/03\/chart1_conv-10.png\" target=\"_blank\" rel=\"noopener noreferrer\"><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\/2019\/03\/chart1_conv_thumb-10.png\" width=\"644\" height=\"415\" \/><\/a><a href=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2019\/03\/chart2_conv-7.png\" target=\"_blank\" rel=\"noopener noreferrer\"><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\/2019\/03\/chart2_conv_thumb-7.png\" width=\"644\" height=\"415\" \/><\/a><\/p>\n<p>&#160;<\/p>\n<p>\u904e\u53bb\u306e1002\u65e5\u9593\u306e\u4e0a\u3052\u306e\u6a19\u6e96\u504f\u5dee\u306f89.97\u5186\u3001\u4e0b\u3052\u306e\u6a19\u6e96\u504f\u5dee\u306f-104.13\u5186\u3067\u3059\u3002<\/p>\n<p>\u304a\u304a\u3088\u305d\u4e0a\u4f4d\u3068\u4e0b\u4f4d\u306e5%\u3068\u3044\u3046\u306e\u306f\u3001\uff12\u03c3\u3001\uff0d\uff12\u03c3\u3067\u3059\u3002<\/p>\n<p>\u4e0a\u3052\u306e2\u03c3\u306f302.76\u5186\u3001\u542b\u307e\u308c\u308b\u8981\u7d20\u306f(3\u55b6\u696d\u65e5)\u3001\u4e0b\u3052\u306e-2\u03c3\u306f-338.19\u5186\u3001\u542b\u307e\u308c\u308b\u8981\u7d20\u306f(7\u55b6\u696d\u65e5)\u3067\u3059\u3002<\/p>\n<p>\u3053\u306e\u3053\u3068\u304b\u3089\u308f\u304b\u308b\u306e\u306f\u3001\u4f55\u304c\u8d77\u3053\u308b\u304b\u308f\u304b\u3089\u306a\u3044\u571f\u65e5\u306b\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u6301\u3063\u3066\u3044\u308b\u306e\u306f\u3001\u5371\u967a\u3067\u3059\u3002<\/p>\n<p>300\u5186\u3050\u3089\u3044\u306e\u30a2\u30b2\u30f3\u30b9\u30c8\u3092\u98df\u3089\u3063\u3066\u3082\u826f\u3044\u899a\u609f\u306a\u3089\u554f\u984c\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n<p><font color=\"#408080\">Standard division of the up days is 89.97yen and Standard division of the down days is -104.13yen.<\/font><\/p>\n<p><font color=\"#408080\">We can know falling is sharper!<\/font><\/p>\n<p><font color=\"#408080\">2 sigma of the up days is 302.76yen and it contains 3 days and -2 sigma of the down days is -338.19yen and it contains 7 days.<\/font><\/p>\n<p>&#160;<\/p>\n<p><strong><a href=\"https:\/\/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\u7d4c225\u65e5\u8db3\u30fb\u30aa\u30fc\u30d0\u30fc\u30ca\u30a4\u30c8\u30ea\u30b9\u30af(2)\u30fb\u91d1\u66dc\u65e5\u306e\u5f15\u3051\u6210\u3067\u8cb7\u3044\u3001\u571f\u65e5\u3092\u30de\u30bf\u30ae\u3001\u6708\u66dc\u5bc4\u4ed8\u304d\u3067\u58f2\u308b\u3068\u52dd\u6557\u306f\u4e94\u5206\u4e94\u5206\u30fb\u3080\u3057\u308d\u30b7\u30e3\u30fc\u30d7\u306b\u4e0b\u3052\u3066\u304f\u308c\u308b\u6642\u3082\u3042\u308a\u80c6\u3092\u51b7\u3084\u3057\u307e\u3059 N225 Daily Over Night Risk  [&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-17939","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\/17939","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=17939"}],"version-history":[{"count":1,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/17939\/revisions"}],"predecessor-version":[{"id":17940,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/17939\/revisions\/17940"}],"wp:attachment":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=17939"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=17939"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=17939"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}