Osakhalitsa ndi chiyani? osakhalitsa n'chiyani, ndipo n'chifukwa chiyani kuli kofunika?

osakhalitsa ndi chiyani? Mawu amenewa amanena za masiyanidwe a mitengo. Ngati tchati kudziwa osachepera ndi mitengo pazipita kwa nthawi inayake, mtunda wa pakati pa mfundo ziwiri ndi osiyanasiyana masiyanidwe. Izi ndi osakhalitsa. Ngati mtengo zikuchepa kumawonjezera kapena amachepetsa, ndi osakhalitsa adzakhala mkulu. Ngati kusintha osiyanasiyana adzakhala kwanthawi mkati osiyanasiyana yopapatiza, ndiye - otsika.

Origin akuti

Mawu akuti "osakhalitsa" amachokera ku «oyaka» - Middle French mawu, amene nawonso, anabwera ku Latin «volatilis» - «kudya", "oyaka". Dziwani kuti French pali tanthauzo osiyanasiyana osakhalitsa. Mawu amenewa umatchedwanso yapanga phindu.

chiphunzitso osakhalitsa

Chiphunzitsochi zachokera kusanthula kusintha zizindikiro kwa ndalama: chiwongola dzanja, mitengo ndi zina zotero. Izi zimatengera mu kusintha chifukwa zikuchitika pa nthawi yaitali. Kuona zimene osakhalitsa, Econometrics kusiyanitsa mbali ziwiri zomwe zikuthandizira. The choyamba - atengera pamene mtengo fluctuation kumachitika malinga ndi malamulo ena. The chachiwiri - ndi osakhalitsa, pamene Kusintha mwachisawawa. Kuti kudziwiratu zinthu, m'pofunika musangoganizira phindu ambiri komanso kupatuka sikhala kuchokera pafupifupi.

Mwachitsanzo, mu kusanthula wa masheya msika ayenera kuganizira zolakwika mwachisawawa zizindikiro, monga mtengo wa options katundu, magawo ndi zipangizo zina ndalama amadalira kwambiri kuopsa. ndi osakhalitsa ya chiphunzitso anayamba ndi zachuma American Robert Engle. Iye anatsimikiza kuti zopatuka atengera angasinthe kwambiri pa nthawi - nthawi akutsatiridwa ndi nthawi ya kusintha zing'onozing'ono mphamvu ya. The osakhalitsa lenileni la variable, nthawi yaitali chuma ndi ntchito kuwunika, njira malo amodzi okha zochokera mosalekeza wa chizindikiro ichi. Robert Engle mu 1982, zachitika chitsanzo, zomwe zikusonyeza variable kufala osakhalitsa, umene unayambitsa zotheka kulosera kusintha mtengo.

mitundu osakhalitsa

Poganizira kuti osakhalitsa zimenezi, m'pofunika kuona mitundu iwiri: m'mbiri komanso ankayembekezera mtengo. Mbiri maganizo - muyeso wofanana ndi muyezo kupatuka pa mtengo wa chida ndalama pa nthaŵi, zomwe ndi kuchita masamu pa maziko a mfundo zokhudza kufunika kwake. Ngati ife kulankhula za msika osakhalitsa sikhala, chizindikiro ichi kuchita masamu potengera ubwino ndalama chida cha zochokera maganizo oti mtengo msika amasonyeza angathe ngozi.

msika ayenera kuganizira osati malangizo komanso nthawi imene pali kusintha, monga zingamvekere n'kutheka kuti mtengo wa katundu wa kuposa mtengo, yovuta kwa ophunzira a. Kukhazikitsa mbiri msika osakhalitsa ambiri, m'pofunika kuwerengera osakhalitsa wa index katundu.

Kodi ndi chifukwa osakhalitsa ndi chimaonekera

Chophweka njira kudziwa index ichi monga chizindikiro cha kupatuka muyeso ndi kugwiritsa ntchito woona mtengo osiyanasiyana - ATR. Chinthu choyamba kudziwa kufunika pafupifupi kwa osakhalitsa ake awiri ndalama kwa nthawi yaitali ndipo kenako pomaliza ayenera kuyandikira chiŵerengero ndi pafupifupi osakhalitsa panopa.

Aphunzitseni kuti mtengo ngati osakhalitsa, m'pofunika kudziwa profitability angathe awiri ndalama. Pamene mlingo wa kusintha kwa mitengo pa mlingo mkulu, motero kufala zazing'ono, ndiye ife tikhoza kulankhula za profitability mkulu. Dziwani kuti mkulu mlingo wa osakhalitsa kugwirizana ndi chiopsezo chachikulu, ngati zoteteza kuti "amasiya imfa" n'kofunika, ndipo kuwonjezera zomvetsa angathe.

Bollinger magulu

Udzakhalire zimene osakhalitsa, muyenera kugwiritsa ntchito nkhani chizindikiro - Bollinger magulu. Akusendera njira kwa mitengo, kwambiri zambiri pamene akhwatchitsa kusintha. Ngati chitsanzo ali mkati osiyanasiyana yopapatiza, kungasonyeze chiyambi cha magalimoto yapamwamba, koma M'pofunikanso kukumbukira kuti nthawi zambiri kuwonongeka zikhoza onyenga. Pamene ife chimatanthauza mtengo pafupifupi ya osakhalitsa wa awiriawiri ndalama za tsiku, tikhoza ndi kwaiye tsiku osachepera kapena pazipita kutenga chithunzi ichi ndipo m'kupita kupeza cholinga cha kutenga profitability ndi unsembe kuti "amasiya imfa".

Mwachitsanzo, ngati kuganizira kuti peyala ya tsiku zambiri amapita mwa mfundo zana, ndiye palibe kuyika "amasiya imfa" pa mtunda wa mazana awiri ndipo safuna tinganene kuti tizidalira phindu lalikulu owonjezera osiyanasiyana pafupifupi tsiku lililonse. Tikaona mtengo chiopsezo pa misika ndalama, ndiye Mwachitsanzo, mawerengedwe ayenera kuganizira osakhalitsa la magawo si pachokha ndi ndondomeko ya mitengo, ndi ndondomeko ya kusintha wachibale. Choncho angathe kukwaniritsa comparability wamkulu wa katundu osiyanasiyana. Mwachitsanzo, magawo atsopano akhale kakhumi Kuonjezera ndi dontho mu mtengo, kotero kuyembekezera osakhalitsa la magawo pogwiritsa ntchito mfundo mtheradi n'zosatheka. Komanso, ndondomeko ya kusintha wachibale ndi wolimba kwambiri kuposa limene mtengo wake zikutanthauza ndi kusiyanitsa ndi n'kupuma poyerekeza ndi zizindikiro zomwezo ziri osati kusanthula mitengo. Mulimonsemo, monga mwawamba.

zizindikiro osakhalitsa

Ngakhale kuti antchito ambiri akuchita malo amati osakhalitsa wa peyala ndalama limasonyeza profitability wabwino wa ndikupeleka, musaiwale kuti mkulu mlingo wa osakhalitsa - chiopsezo ichi kuchuluka. Atavala oyaka mwayi angapatutse mofulumira, ndi zomvetsa zingawonjezere kwambiri. Kuchepetsa ngozi nthawi zonse ntchito kuti "amasiya imfa", ngakhale msika amapita ku mbali ya phindu, ndi kanthu ponena zomvetsa zotheka. Mu msika Ndalama Zakunja osakhalitsa zizindikiro ndi Bollinger zomangirazo, ndi CCI, zizindikiro Chaikin. Kugwiritsa ntchito ndi magawo muyezo kupatuka monga zizindikiro.