《證券市場技術指標百科全書 : 原著第二版》是2022年山西人民出版社出版的圖書，作者是羅伯特·W·科爾比。
基本介紹
- 中文名：證券市場技術指標百科全書 : 原著第二版
- 作者：羅伯特·W·科爾比
- 譯者：尹夢秋、鄭三江、許寧、韓辭
- 出版時間：2022年12月
- 出版社：山西人民出版社
- 頁數：746 頁
- ISBN：9787203109372
- 類別：投資
- 定價：288 元
- 開本：16 開
- 裝幀：精裝
圖書目錄,出版背景,作者簡介,
圖書目錄
第一部分 市場技術指標評價································ １
市場技術指標簡介································２
市場技術指標的前行模擬為跨時持續盈利提供可能··················７
找到適用你的市場技術指標··························２１
關於市場技術指標、 模型及交易系統的其他觀點················３１
第二部分 市場技術指標···························３９
絕對廣量指標································４０
累積/ 派發線 (ＡＤ)·····························４４
累積擺動指標 (ＡＳＩ) ···························４７
自適應移動平均線 (ＡＭＡ) ·························５１
漲跌背離擺動指標 (ＡＤＤＯ) ························５２
漲跌線指標 (Ａ－Ｄ 線)···························５２
非累積漲跌線: 休斯寬度動量擺動指標·····················５９
八個參數的百分比休斯寬度動量擺動指標····················６５
漲跌比率指標 ·······························６６
投資顧問情緒指標······························６９
ＡＤＸ (平均動向) ·····························７３
美國個人投資者協會調查 ··························７３
安德魯音叉線: 中線方法···························７４
阿姆斯的簡易波動指標 (ＥＭＶ) ·······················７９
阿姆斯的短線交易指數 (ＴＲＩＮ，ＭＫＤＳ) ·················８２
阿隆指標，阿隆擺動指標···························９１
占星術，天文周期的金融套用·························９７
占星術，長期周期·····························１０１
平均動向指標 (ＡＤＸ) ··························１０２
平均真實波幅·······························１０２
黑箱系統·································１０３
布林線··································１０３
布林頻寬指標·······························１０９
博爾頓—特倫布萊指標···························１１０
括括弧，括弧，動態括弧··························１１１
寬度漲跌比指標: 寬度衝力·························１１２
好友指數 ································１１７
看漲—看跌美元價值流向線 (ＣＰＦＬ) ···················１１９
看漲—看跌美元價值比率 ·························１２３
看漲—看跌期權費比率 ··························１２６
看漲—看跌期權成交量比率·························１３０
蔡金的資金流指標·····························１３３
錢德動量擺動指標 (ＣＭＯ) ························１３４
統計顯著性卡方檢驗····························１３７
熔斷ꎬ 每日價格限制ꎬ 停牌ꎬ 交易限制··················１３９
多重技術指標組合·····························１４０
交易商持倉報告······························１４１
商品期貨通道指標 (ＣＣＩ) ························１４２
商品期貨通道指標穿越零: 零值 ＣＣＩ ···················１４５
商品期貨選擇指標 (ＣＳＩ) ························１４９
信心指標·································１５３
反向意見: 逆向思維投資藝術························１５４
估波曲線 (估波指南) ···························１５５
累計淨值線································１６２
累積成交量指標······························１６３
時間和價格周期······························１６３
數據時間和價格周期····························１７５
數據探索ꎬ 數據挖掘時間和價格周期····················１７６
月內之日時間和價格周期··························１７６
周內之日·································１８５
十年形態ꎬ 十年周期···························１９０
ＤＥＭＡ·································１９５
需求指標 (ＤＩ) ·····························１９５
背離停損，凱斯自適應性背離停損······················１９６
帝納波利點位，斐波那契盈利目標······················１９６
動向指標 (ＤＭＩ) ····························１９９
較低的平均動向 (ＡＤＸ): 暴風雨前的平靜··················２０３
背離分析·································２０４
唐奇安的四周規則·····························２０７
雙指數移動平均線 (ＤＥＭＡ) ·······················２０７
道氏理論·································２１１
鄧尼根的單向公式·····························２４１
鄧尼根的衝力方法·····························２４１
有效市場假說·······························２４２
艾爾德射線································２４２
終點移動平均線 (ＥＰＭＡ) ························２４３
包絡線ꎬ 移動平均包絡線和交易帶·····················２４３
淨值下降比率·······························２４７
探索性數據分析······························２４７
指數移動平均線 (ＥＭＡ)，指數平滑移動平均線 ···············２４７
斐波那契數列，斐波那契周期························２５６
強力指數·································２６１
傅立葉分析: 快速傅立葉變換························２６１
基金淨申購指數······························２６５
ＣＳＩ 永久契約期貨滾動算法·······················２６６
期貨契約: 到期月份和符號·························２６７
江恩角··································２６８
江恩九方圖································２７２
通用汽車充當市場領頭羊股票························２７４
格羅斯三一指數······························２７８
霍蘭指數·································２７９
哈里克獲利指標······························２８３
高動量交易系統······························２８６
高低點邏輯指數······························２８７
興登堡凶兆································２８８
聖杯指標·································２８９
鉤形指標·································２８９
假設檢驗·································２９０
指標季節———艾爾德概念·························２９０
指標季節———科爾比變數·························２９１
指標季節———科爾比變數指標策略舉例···················２９１
慣性指標·································２９９
內部人賣出/ 買入比率···························２９９
市場間背離································３０６
日內交易ꎬ 當日交易ꎬ 日內價格行為····················３０６
一月份晴雨表·······························３１０
一月份效應································３１４
一月份前五日: 一個 “早期預警” 系統···················３１５
卡吉圖··································３１７
凱恩的％Ｋ 鉤形指標···························３１９
凱斯指標·································３１９
帶 ＥＭＡ 濾波器的肯特納通道·······················３２０
肯特納短期趨勢規則····························３２３
肯特納 １０ 日移動平均線規則·······················３２４
關鍵反轉日································３２４
帶濾波器的關鍵反轉日···························３２５
克林格成交量擺動指標 (ＫＯ) ·······················３２８
確然指標 (ＫＳＴ) ····························３２９
大宗交易比率·······························３３６
大宗交易·································３３７
最小二乘法································３３７
線性回歸線································３３８
線性回歸斜率·······························３４１
流動性指標································３４４
利弗莫爾擺動系統ꎬ 利弗莫爾滲透濾波器··················３４５
羅瑞報告·································３４５
盧卡斯數列································３５４
保證金指標································３５４
保證金負債量·······························３５４
保證金比率································３５９
市場輪廓·································３６０
市場風向·································３６０
瑪特的大師交易公式····························３６１
數學模型·································３６１
最大熵譜分析 (ＭＥＳＡ)ꎬ 最大熵法 (ＭＥＭ)················３６３
麥克萊倫擺動指標·····························３６４
麥克萊倫和指標······························３６８
信步指標·································３７４
會員/ 零股指標······························３７４
會員空頭比率·······························３７５
蔡金的資金流指標·····························３８０
年內之月: 顯著季節性升降趨勢·······················３８０
最活躍股票································３８８
平滑異同移動平均交易方法 (ＭＡＣＤ) ···················３９０
移動平均濾波器和多重確認·························３９３
移動平均擺動指標·····························３９３
移動平均線斜率······························３９４
多重共線性································３９４
運用指數移動平均線交叉規則的多重時間框架分析···············３９５
共同基金現金/ 資產比率··························３９９
Ｎ 日規則································３９９
負量指標 (ＮＶＩ) ····························４０１
新高減新低指標······························４０４
新高新低差/ 交易股票總數量: 新高/ 新低比率················４０８
新高數量/ 交易股票總數量·························４１１
新股寒暑表指標 (ＩＰＯ 月發行總量) ··················· ４１５
新低數量/ 交易股票總數量·························４１５
百分之九十之日ꎬ 九比一之日·······················４２０
諾弗里的擁塞相系統····························４２９
上漲股票數量·······························４２９
下跌股票數量·······························４３２
零股平衡指標: 零股賣出總量/ 零股買入總量·················４３７
零股賣空比率·······························４４０
奧哈馬的三維技術指標···························４５２
淨額成交量指標······························４５２
未平倉契約································４５３
未平倉契約之拉里·威廉士變異係數····················４５７
未平倉契約趨勢跟蹤策略··························４５８
期權指標·································４６２
擺動指標·································４６３
區間外收盤的外包日····························４６５
超買/ 超賣擺動指標····························４６５
拋物線時間/ 價格交易系統·························４６６
位於 ３０ 周及 １０ 周簡單移動平均線上方股票百分比············４７３
許可濾波器ꎬ 許可篩選器·························４７９
樞軸點··································４７９
樞軸點轉向交易系統····························４８０
點數圖 (Ｐ ﹠ Ｆ 圖)···························４８３
極化分形效率指標 (ＰＦＥ) ························４８９
正量指標 (ＰＶＩ) ····························４９１
節前季節性指標······························４９５
總統選舉周期·······························４９５
價格通道交易區間突破規則·························５０２
價格通道交易區間突破規則———動態角度··················５０６
價格擺動指標: 移動平均擺動指標······················５０６
價格趨勢通道: 向上傾斜或向下傾斜·····················５１０
程式化交易成交量指標···························５１１
投射帶指標································５１３
投射擺動指標·······························５１８
專有指標·································５２３
心理線———心理線意向擺動指標 (ＰＩ) ··················５２３
公眾空頭比率·······························５２４
公眾/ 專家空頭比率····························５２８
看跌/ 看漲期權費比率···························５３２
看跌/ 看漲期權費比率跳躍策略的指標策略舉例················５３２
看跌/ 看漲比率: 看跌/ 看漲成交量比率···················５３６
Ｑ 棒指標································５４０
Ｒ 平方指標·······························５４６
隨機遊走假說·······························５５０
隨機遊走指標 （ＲＷＩ）···························５５０
靈活參數的隨機遊走指標 ＭｅｔａＳｔｏｃｋ系統測試規則··································· ５５２
區間指標: 厄普肖 “跟蹤交易區間” 價格投射方法 (ＨＯＴＲ) ···································５５５
區間指標 (ＴＲＩ) ····························５５９
價格變動率指標 (ＲＯＣ) ·························５６３
相對強度 (比率分析) ···························５６６
相對強弱指標 (ＲＳＩ) ··························５７５
相對波動性指標 (ＲＶＩ) ·························５８２
忍蔻圖 (磚形圖) ·····························５８５
阻力指標·································５８６
阿瑟·梅里爾阻力指標···························５８６
七數規則·································５８８
聖誕老人升浪·······························５８９
舒爾茨上漲股票比 (Ａ/ Ｔ)·························５８９
第二小時指標·······························５９３
二次發售指標·······························５９３
板塊輪動指標·······························５９４
情緒指標·································５９６
夏普比率·································５９８
菲利普·厄蘭格個股空頭淨額指標 ······················５９８
熊市標誌·································６０３
簡單移動平均線 (ＳＭＡ): 算術移動平均數··················６０７
簡單移動平均線指標策略··························６０８
速度阻力線································６１５
跳板指標·································６１６
階段分析指標·······························６１６
標準差指標································６１８
統計學指標································６１９
斯蒂克斯指標 (ＳＴＩＸ): 短期聚合指標 ··················６２０
隨機指標 (萊恩隨機指標) ·························６２４
隨機指標流行突破: 斯特克突破·······················６３４
股票市場價格指數·····························６３４
支撐和阻力指標······························６３７
擺動濾波器指標······························６４１
威爾德擺動指標······························６４１
擺動回撤水平·······························６４２
泰勒公式方法·······························６４３
ＴＥＭＡ·································６４４
三線反轉圖································６４４
移動平均線三線交叉····························６４６
跳動量柱狀圖·······························６５０
時間分割成交量指標 (ＴＳＶ) ·······················６５０
時間序列預測 (ＴＳＦ)，移動線性回歸，終點移動平均線 (ＥＰＭＡ) ······６５１
交易股票總量·······························６５２
總賣空比率································６５２
總盈利交易百分比，交易者勝率·······················６５２
陷阱: 牛市陷阱，熊市陷阱·························６５３
跟蹤轉向交易系統·····························６５３
趨勢通道指標·······························６５３
趨勢線指標································６５４
三叉戟商品期貨交易系統························· ６５６
三重交叉法································６５６
三重濾網交易系統·····························６６１
契克斯指標 (ＴＲＩＸ，對數收盤價三重指數平滑移動平均線) ···································６６１
真實波幅·································６６５
２５ 日多元化指標的指標策略舉例: 舊標準已過時 ··············６６８
雙重移動平均線交叉····························６７２
龜湯交易法································６７２
典型價格·································６７２
終極擺動指標·······························６７３
價格不變股票數量指標···························６７７
漲跌成交量比率····························· ６８０
波動率簡介······························· ６８４
蔡金波動率指標····························· ６８５
芝加哥期權交易所市場波動率指數 (ＶＩＸ) ·················６８５
波動率 (ＶＩＸ) 指標策略舉例·······················６８８
波動帶指標································６８９
波動率與價格通道·····························６８９
波動率與價格通道趨勢跟蹤策略的指標策略舉例 ···············６９０
波動率擴張指標······························６９３
阿瑟·梅里爾的波動率指標·························６９４
波動比率·································６９５
成交量指標································６９７
成交量加速度·······························７０２
成交量收集擺動指標ꎬ 成交量收集趨勢···················７０５
成交量: 淨上漲減下跌股票累積成交量指標··················７１１
成交量: 累積成交量比率 ························· ７１２
上漲股票成交量······························７１２
下跌股票成交量······························７１５
成交量: 克林格擺動指標 (ＫＯ)·······················７１５
成交量: 紐約證券交易所對比場外市場····················７１９
成交量: 平衡成交量指標 (ＯＢＶ)······················７１９
成交量擺動指標······························７２５
成交量∗價格動量擺動指標 (Ｖ∗ＰＭＯ) ··················７２７
成交量反轉指標······························７３０
上漲日成交量/ 下跌日成交量 ·······················７３３
成交量: 威廉變異離散量 (ＷＶＡＤ)·····················７３３
每周華爾街 (Ｗ ＄ Ｗ) 市場技術指標 ··················· ７３５
加權移動平均線: 移動位置加權算術平均方法·················７３９
差別加權技術指標·····························７４４
威爾德平滑································７４５
威廉百分比範圍指標 (％Ｒ) ························７４５
威廉變異離散量 (ＷＶＡＤ) ························７４５
威科夫波浪································７４５
ＭｅｔａＳｔｏｃｋ系統及羅伯特·Ｗ.科爾比提供的特別優惠 ·········７４６
出版背景
技術性策略需要考慮哪些因素?
如何選取市場技術指標?
如何構建指標體系並設計最佳參數?
可用的技術指標又有哪些?
以上問題，本書統統為您權威解答！
書中還大量配置100多種指標對應的實盤圖解、公式參數，
豐富、清晰的操作指南，理解更輕鬆。
即學即用，你可以將這些指標套用於自己的投資決策。
通過精確量化，實現風險最小，利潤最大。
作者簡介
（美）羅伯特·W.科爾比
美國大型金融服務集團公司CMT董事長兼首席投資策略師，市場技術分析師協會（MTA）成員，紐約大學和紐約金融學院的兼職教授。
在創立CMT之前，科爾比曾在幾家華爾街大公司擔任自營交易員、技術分析師和基本面分析師，然後擔任機構、私人投資者和交易員的顧問，提供技術分析報告以及為客戶量身定製的研究服務和交易系統。在此過程中，他親眼目睹了各種大肆向公眾宣傳和兜售的“買入並持有”、“資產配置再平衡”等策略的巨大失敗。
科爾比認為，投資者應該有一個更好的選擇，於是他創立了CMT，利用他經受住時間考驗的研究，幫助投資者從傳統交易模式的失敗中恢復過來，並走向輝煌——無論股市處於牛市還是熊市背景。他的客戶包括世界上非常有名的成功交易員和投資者。
多年來，科爾比撰寫了大量關於投資策略、研究方法、基本指標和圖表模式解釋的論文，發表在《福布斯》、《機構投資者》、《華爾街日報》、《投資者商業日報》等美國的幾乎所有有影響力的專業媒體上。
