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联合证券上周五在上海向业内同行展示了其金融工程最新研究成果，其中反映市场对过往趋势的记忆性、市场景气程度、市场情绪信息等市场择时策略研究，受到会业内人士的积极关注。 12288; 据联合证券介绍，不少基金等业内机构对寻找市场反弹时机的这套择时策略颇感兴趣。联合证券用移动Hurst指标、马尔科夫动态仓位、市场情绪指标、行业相关性集中度、基金仓位分布、动荡指数等构建了市场择时策略的指标体系。其中移动Hurst指标反映市场过往趋势的记忆性，马尔科夫动态仓位可以捕捉市场景气程度变动，基金仓位分布用来寻找各博弈方信息对市场趋势的影响，市场情绪指标涵盖了市场换手率、IPO首日收益率、PE与PB指标、交易量偏差率共同构建。此外，联合证券还介绍了阿尔法策略的内容。 http:/ www.microbell.com/news list.asp. 联合证券-市场情绪指数研系列之二 PE情绪投资策略与选股方法 http:/ shequ2.tool.hexun.com/ExpertFiles/20080904/4498516/9F071493BCC629125CB53498E92E9C92.pdf. 海通证券：海...
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Glww Eye
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gracie lim | life of a girl…
Life of a girl…. Error: Twitter did not respond. Please wait a few minutes and refresh this page. Follow Blog via Email. Enter your email address to follow this blog and receive notifications of new posts by email. Join 3 other followers. My best moments was when my sisters are just next to me…. They are always the other half that completes the me…. Next my beloved brother and best friend. Long Life Childhood Friend! Our crazy moments together. My best friend and our date. Bobby’s nuisance act. Just the ...
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