中国期货品种周期规律(课堂PPT).ppt

单击此处编辑母版标题样式,单击此处编辑母版文本样式,第二级,第三级,第四级,第五级,*,中国期货品种周期规律分析,单品种周期分析方法,22,个品种月度涨跌规律分析,1,cuPI,沪铜仓指,日线,年度,月份,日期,涨幅,振幅,时间,开盘,最高,最低,收盘,成交量,成交额,1996,5,7,0,0,1996-5-7,25986,25999,25976,25988,24800,86535,1996,5,8,80,153,1996-5-8,26143,26202,26049,26068,50900,88175,1996,5,9,-61,160,1996-5-9,26132,26163,26003,26007,84400,95776,1996,5,10,23,118,1996-5-10,25953,26037,25919,26030,38000,96175,1996,5,13,-61,71,1996-5-13,26028,26028,25957,25969,24500,85400,1996,5,14,17,58,1996-5-14,26028,26037,25979,25986,21800,95551,1996,5,15,-59,152,1996-5-15,25811,25947,25795,25927,44400,101325,1996,5,16,92,115,1996-5-16,25917,26032,25917,26019,25700,90350,1996,5,17,-11,46,1996-5-17,26017,26022,25976,26008,12100,90375,1996,5,20,-571,144,1996-5-20,25502,25564,25420,25437,63900,96875,1996,5,21,-190,287,1996-5-21,25147,25341,25054,25247,138200,98685,1996,5,22,-2,172,1996-5-22,25229,25276,25104,25245,79200,100700,1996,5,23,202,114,1996-5-23,25375,25464,25350,25447,35800,100225,1996,5,24,-69,78,1996-5-24,25407,25419,25341,25378,46600,100303,1996,5,27,-37,77,1996-5-27,25370,25393,25316,25341,21700,98275,1996,5,28,-36,66,1996-5-28,25357,25364,25298,25305,13300,98200,1996,5,29,17,42,1996-5-29,25324,25351,25309,25322,5600,98275,1996,5,30,38,58,1996-5-30,25409,25415,25357,25360,7500,99950,1996,5,31,-298,221,1996-5-31,25274,25276,25055,25062,46900,101775,1996,6,1,-265,281,1996-6-1,25045,25071,24790,24797,56400,100900,1996,6,4,-111,134,1996-6-4,24595,24708,24574,24686,112100,95610,2,3,CU季度涨跌规律,4,5,规律：CU4、5、6、10月振幅、标准差居前-震荡剧烈1、8、9月振幅、标准差最小-波动小,6,7,8,