SlideShare ist ein Scribd-Unternehmen logo
1 von 10
Downloaden Sie, um offline zu lesen
New Temporal (Weekly, Monthly,
Bimonthly, Quarterly and Half-
yearly) Stock Index Modelling and
Forecasting in the STOCK Market
Shiquan REN, PhD
ctusren@outlook.com
https://au.linkedin.com/in/ctusren
June 23, 2015
Contents
•Background
•Temporal (Weekly, Monthly, Bimonthly,
Quarterly and Half-yearly) Data
•Temporal (Weekly, Monthly, Bimonthly,
Quarterly and Half-yearly) Modelling
•Forecasting/Prediction
•Conclusion
Background
•There are so many temporal data - monthly
and weekly (high/low) data in the stock
market
•Objective: I try to build and develop a series
of temporal models to forecast the half-
yearly, quarterly, bimonthly, monthly and
weekly (high/low) data distribution based
on the relationship of temporal data such as
high, low, open and close data
High, Low, Open and Close Data
•Weekly China 300 Index
• CHINA300 (30/12/2001 – 19/06/2015)
•Monthly Stock Index
• CHINA300 (2002/01 – 2015/05)
• SHCOMP (1994/01 – 2015/05)
•Bimonthly China 300 Index
• CHINA300 (2002/01 – 2015/04)
•Quarterly Shanghai Composite Index
• SHCOMP (1994/01 – 2015/03)
•Half-yearly Shanghai Composite Index
• SHCOMP (1994/01 – 2014/12)
New Temporal Modelling
•Weekly, Monthly, Quarterly and
Half-yearly Modelling of
High/Low Stock Index
•My own models and algorithms
Monthly Modelling of High SHCOMP Index
The goodness of fit between the observed and modelled data is 99.99%
Weekly Modelling of Low CHINA300 Index
The goodness of fit between the observed and modelled data is 99.99%
Weekly, Monthly and Bi-monthly Forecasting of
High/Low CHINA300 Index
model quantile   Weekly Monthly Bimonthly
2015/06/22~26 2015/06 2015/05~06
high upper   5014 5643 5758
high 80%   4937 5429 5721
high 61.8%   4922 5403 5611
high median   4891 5382 5400
high 38.2%   4838 5362 5190
high 20%   4780 5315 5072
high lower   4691 5251 5024
low upper   4499 4656 4768
low 80%   4311 4428 4654
low 61.8%   4253 4410 4509
low median   4208 4378 4475
low 38.2%   4183 4347 4441
low 20%   4143 4331 4422
low lower   4127 4294 4158
The observed
highest index
in
2015/05~06
was 5395 on
8/06/2015;
the observed
lowest index
in 2015/06
was 4466 on
23/06/2015;
the observed
lowest index
in 2015/05
was 4451 on
8/05/2015
Monthly, Quarterly and Half-yearly Forecasting
of High/Low SHCOMP Index
model quantile   Monthly Quarterly Half-yearly
2015/06 2015/04~06 2015/01~06
high upper   5508 5074 5181
high 80%   5162 4644 4282
high 61.8%   5114 4593 3785
high median   5072 4469 3229
high 38.2%   5030 4345 3229
high 20%   5011 4294 3229
high lower   4943 4211 3229
low upper   4418 3745 2745
low 80%   4388 3369 2669
low 61.8%   4352 3330 2650
low median   4245 3234 2626
low 38.2%   4167 3139 2601
low 20%   4117 3071 2591
low lower   4099 2863 2562
The observed
highest index
in 2015/01~06
was 5168 on
12/06/2015;
the observed
lowest index
in 2015/06
was 4260 on
23/06/2015;
the observed
lowest index
in 2015/04~06
was 3740 on
1/04/2015
Conclusion
•My new temporal modelling is very close to
the observed data, because the goodness of
fit between the observed and modelled
temporal high/low data is 99.99%
•My own forecasting/prediction of temporal
(weekly, monthly, bimonthly, quarterly and
half-yearly) high/low stock index is useful
and powerful methods for quantitative
trading in the STOCK market.

Weitere ähnliche Inhalte

Ähnlich wie Temporal Stock Index Modelling and Forecasting

Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...
Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...
Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...lvxresearch
 
Sga Overview Short Selling Analytics
Sga Overview Short Selling AnalyticsSga Overview Short Selling Analytics
Sga Overview Short Selling Analyticsmsj205
 
Forecasting of the price of chicken
Forecasting of the price of chickenForecasting of the price of chicken
Forecasting of the price of chickenHamza Latif
 
FDSeminar Controlling Christian Pauwels - Bimac
FDSeminar Controlling  Christian Pauwels - BimacFDSeminar Controlling  Christian Pauwels - Bimac
FDSeminar Controlling Christian Pauwels - BimacFDMagazine
 
Top 15 items basis Price Investment strategy for Walmart
Top 15 items basis Price Investment strategy for WalmartTop 15 items basis Price Investment strategy for Walmart
Top 15 items basis Price Investment strategy for WalmartSanjeev Ahuja
 
Demand Planning for Managers: When to Apply Statistical Forecasts
Demand Planning for Managers: When to Apply Statistical ForecastsDemand Planning for Managers: When to Apply Statistical Forecasts
Demand Planning for Managers: When to Apply Statistical ForecastsAdexa, Inc.
 
Strategic & Business Plan Template - Copy.pptx
Strategic & Business Plan Template - Copy.pptxStrategic & Business Plan Template - Copy.pptx
Strategic & Business Plan Template - Copy.pptxeslamhamdy43
 
SEO Analysis for Life Insurance Website - SCBLife Case Study
SEO Analysis for Life Insurance Website - SCBLife Case StudySEO Analysis for Life Insurance Website - SCBLife Case Study
SEO Analysis for Life Insurance Website - SCBLife Case StudyTNC Digital
 
Practice Management Presentation
Practice Management PresentationPractice Management Presentation
Practice Management Presentationdwnhller
 
Bio 500 gc week 8 bmi statistical report latest
Bio 500 gc week 8 bmi statistical report latestBio 500 gc week 8 bmi statistical report latest
Bio 500 gc week 8 bmi statistical report latestActivity Mode
 
A Case Study of Data Acquisition and ReportingAttached Files.docx
A Case Study of Data Acquisition and ReportingAttached Files.docxA Case Study of Data Acquisition and ReportingAttached Files.docx
A Case Study of Data Acquisition and ReportingAttached Files.docxransayo
 
Google Analytics 101 - Francis Skipper
Google Analytics 101 - Francis SkipperGoogle Analytics 101 - Francis Skipper
Google Analytics 101 - Francis Skipper451 Marketing
 
USD_Brandes Institute - Carry Trade Analysis
USD_Brandes Institute - Carry Trade AnalysisUSD_Brandes Institute - Carry Trade Analysis
USD_Brandes Institute - Carry Trade AnalysisIke Ekeh
 
Basic Analytics Module for Sponsors
Basic Analytics Module for SponsorsBasic Analytics Module for Sponsors
Basic Analytics Module for SponsorsDee Daley
 
Putting Predictive Planning to Work
Putting Predictive Planning to WorkPutting Predictive Planning to Work
Putting Predictive Planning to WorkJoseph Alaimo Jr
 
NAPA PAd Metrics & ROI
NAPA PAd Metrics & ROINAPA PAd Metrics & ROI
NAPA PAd Metrics & ROIMatt Phillips
 

Ähnlich wie Temporal Stock Index Modelling and Forecasting (20)

Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...
Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...
Hong Kong Stock Research. What Drives Hong Kong Stock Price Out Performance. ...
 
Sga Overview Short Selling Analytics
Sga Overview Short Selling AnalyticsSga Overview Short Selling Analytics
Sga Overview Short Selling Analytics
 
Forecasting of the price of chicken
Forecasting of the price of chickenForecasting of the price of chicken
Forecasting of the price of chicken
 
FDSeminar Controlling Christian Pauwels - Bimac
FDSeminar Controlling  Christian Pauwels - BimacFDSeminar Controlling  Christian Pauwels - Bimac
FDSeminar Controlling Christian Pauwels - Bimac
 
Top 15 items basis Price Investment strategy for Walmart
Top 15 items basis Price Investment strategy for WalmartTop 15 items basis Price Investment strategy for Walmart
Top 15 items basis Price Investment strategy for Walmart
 
UNIDO-Benchmarking
UNIDO-BenchmarkingUNIDO-Benchmarking
UNIDO-Benchmarking
 
Demand Planning for Managers: When to Apply Statistical Forecasts
Demand Planning for Managers: When to Apply Statistical ForecastsDemand Planning for Managers: When to Apply Statistical Forecasts
Demand Planning for Managers: When to Apply Statistical Forecasts
 
Strategic & Business Plan Template - Copy.pptx
Strategic & Business Plan Template - Copy.pptxStrategic & Business Plan Template - Copy.pptx
Strategic & Business Plan Template - Copy.pptx
 
SEO Analysis for Life Insurance Website - SCBLife Case Study
SEO Analysis for Life Insurance Website - SCBLife Case StudySEO Analysis for Life Insurance Website - SCBLife Case Study
SEO Analysis for Life Insurance Website - SCBLife Case Study
 
Practice Management Presentation
Practice Management PresentationPractice Management Presentation
Practice Management Presentation
 
SciVal
SciValSciVal
SciVal
 
Bio 500 gc week 8 bmi statistical report latest
Bio 500 gc week 8 bmi statistical report latestBio 500 gc week 8 bmi statistical report latest
Bio 500 gc week 8 bmi statistical report latest
 
A Case Study of Data Acquisition and ReportingAttached Files.docx
A Case Study of Data Acquisition and ReportingAttached Files.docxA Case Study of Data Acquisition and ReportingAttached Files.docx
A Case Study of Data Acquisition and ReportingAttached Files.docx
 
Google Analytics 101 - Francis Skipper
Google Analytics 101 - Francis SkipperGoogle Analytics 101 - Francis Skipper
Google Analytics 101 - Francis Skipper
 
Elevating IA
Elevating IAElevating IA
Elevating IA
 
USD_Brandes Institute - Carry Trade Analysis
USD_Brandes Institute - Carry Trade AnalysisUSD_Brandes Institute - Carry Trade Analysis
USD_Brandes Institute - Carry Trade Analysis
 
Basic Analytics Module for Sponsors
Basic Analytics Module for SponsorsBasic Analytics Module for Sponsors
Basic Analytics Module for Sponsors
 
Putting Predictive Planning to Work
Putting Predictive Planning to WorkPutting Predictive Planning to Work
Putting Predictive Planning to Work
 
UpLevel
UpLevelUpLevel
UpLevel
 
NAPA PAd Metrics & ROI
NAPA PAd Metrics & ROINAPA PAd Metrics & ROI
NAPA PAd Metrics & ROI
 

Kürzlich hochgeladen

Famous Olympic Siblings from the 21st Century
Famous Olympic Siblings from the 21st CenturyFamous Olympic Siblings from the 21st Century
Famous Olympic Siblings from the 21st Centuryrwgiffor
 
Dr. Admir Softic_ presentation_Green Club_ENG.pdf
Dr. Admir Softic_ presentation_Green Club_ENG.pdfDr. Admir Softic_ presentation_Green Club_ENG.pdf
Dr. Admir Softic_ presentation_Green Club_ENG.pdfAdmir Softic
 
Value Proposition canvas- Customer needs and pains
Value Proposition canvas- Customer needs and painsValue Proposition canvas- Customer needs and pains
Value Proposition canvas- Customer needs and painsP&CO
 
Boost the utilization of your HCL environment by reevaluating use cases and f...
Boost the utilization of your HCL environment by reevaluating use cases and f...Boost the utilization of your HCL environment by reevaluating use cases and f...
Boost the utilization of your HCL environment by reevaluating use cases and f...Roland Driesen
 
Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...
Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...
Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...lizamodels9
 
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...Any kyc Account
 
Cracking the Cultural Competence Code.pptx
Cracking the Cultural Competence Code.pptxCracking the Cultural Competence Code.pptx
Cracking the Cultural Competence Code.pptxWorkforce Group
 
Call Girls in Gomti Nagar - 7388211116 - With room Service
Call Girls in Gomti Nagar - 7388211116  - With room ServiceCall Girls in Gomti Nagar - 7388211116  - With room Service
Call Girls in Gomti Nagar - 7388211116 - With room Servicediscovermytutordmt
 
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service AvailableCall Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service AvailableDipal Arora
 
Monte Carlo simulation : Simulation using MCSM
Monte Carlo simulation : Simulation using MCSMMonte Carlo simulation : Simulation using MCSM
Monte Carlo simulation : Simulation using MCSMRavindra Nath Shukla
 
Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...
Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...
Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...Dave Litwiller
 
Insurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usageInsurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usageMatteo Carbone
 
M.C Lodges -- Guest House in Jhang.
M.C Lodges --  Guest House in Jhang.M.C Lodges --  Guest House in Jhang.
M.C Lodges -- Guest House in Jhang.Aaiza Hassan
 
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow  ) 🔝 8923113531 🔝  Cash Payment (COD) 👒VIP Call Girls In Saharaganj ( Lucknow  ) 🔝 8923113531 🔝  Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒anilsa9823
 
Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...
Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...
Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...anilsa9823
 
Organizational Transformation Lead with Culture
Organizational Transformation Lead with CultureOrganizational Transformation Lead with Culture
Organizational Transformation Lead with CultureSeta Wicaksana
 
Ensure the security of your HCL environment by applying the Zero Trust princi...
Ensure the security of your HCL environment by applying the Zero Trust princi...Ensure the security of your HCL environment by applying the Zero Trust princi...
Ensure the security of your HCL environment by applying the Zero Trust princi...Roland Driesen
 
Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...
Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...
Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...lizamodels9
 
Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...
Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...
Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...amitlee9823
 

Kürzlich hochgeladen (20)

Famous Olympic Siblings from the 21st Century
Famous Olympic Siblings from the 21st CenturyFamous Olympic Siblings from the 21st Century
Famous Olympic Siblings from the 21st Century
 
Dr. Admir Softic_ presentation_Green Club_ENG.pdf
Dr. Admir Softic_ presentation_Green Club_ENG.pdfDr. Admir Softic_ presentation_Green Club_ENG.pdf
Dr. Admir Softic_ presentation_Green Club_ENG.pdf
 
Value Proposition canvas- Customer needs and pains
Value Proposition canvas- Customer needs and painsValue Proposition canvas- Customer needs and pains
Value Proposition canvas- Customer needs and pains
 
Boost the utilization of your HCL environment by reevaluating use cases and f...
Boost the utilization of your HCL environment by reevaluating use cases and f...Boost the utilization of your HCL environment by reevaluating use cases and f...
Boost the utilization of your HCL environment by reevaluating use cases and f...
 
Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...
Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...
Russian Call Girls In Gurgaon ❤️8448577510 ⊹Best Escorts Service In 24/7 Delh...
 
Forklift Operations: Safety through Cartoons
Forklift Operations: Safety through CartoonsForklift Operations: Safety through Cartoons
Forklift Operations: Safety through Cartoons
 
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
 
Cracking the Cultural Competence Code.pptx
Cracking the Cultural Competence Code.pptxCracking the Cultural Competence Code.pptx
Cracking the Cultural Competence Code.pptx
 
Call Girls in Gomti Nagar - 7388211116 - With room Service
Call Girls in Gomti Nagar - 7388211116  - With room ServiceCall Girls in Gomti Nagar - 7388211116  - With room Service
Call Girls in Gomti Nagar - 7388211116 - With room Service
 
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service AvailableCall Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
 
Monte Carlo simulation : Simulation using MCSM
Monte Carlo simulation : Simulation using MCSMMonte Carlo simulation : Simulation using MCSM
Monte Carlo simulation : Simulation using MCSM
 
Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...
Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...
Enhancing and Restoring Safety & Quality Cultures - Dave Litwiller - May 2024...
 
Insurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usageInsurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usage
 
M.C Lodges -- Guest House in Jhang.
M.C Lodges --  Guest House in Jhang.M.C Lodges --  Guest House in Jhang.
M.C Lodges -- Guest House in Jhang.
 
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow  ) 🔝 8923113531 🔝  Cash Payment (COD) 👒VIP Call Girls In Saharaganj ( Lucknow  ) 🔝 8923113531 🔝  Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
 
Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...
Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...
Lucknow 💋 Escorts in Lucknow - 450+ Call Girl Cash Payment 8923113531 Neha Th...
 
Organizational Transformation Lead with Culture
Organizational Transformation Lead with CultureOrganizational Transformation Lead with Culture
Organizational Transformation Lead with Culture
 
Ensure the security of your HCL environment by applying the Zero Trust princi...
Ensure the security of your HCL environment by applying the Zero Trust princi...Ensure the security of your HCL environment by applying the Zero Trust princi...
Ensure the security of your HCL environment by applying the Zero Trust princi...
 
Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...
Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...
Call Girls In DLf Gurgaon ➥99902@11544 ( Best price)100% Genuine Escort In 24...
 
Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...
Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...
Call Girls Electronic City Just Call 👗 7737669865 👗 Top Class Call Girl Servi...
 

Temporal Stock Index Modelling and Forecasting

  • 1. New Temporal (Weekly, Monthly, Bimonthly, Quarterly and Half- yearly) Stock Index Modelling and Forecasting in the STOCK Market Shiquan REN, PhD ctusren@outlook.com https://au.linkedin.com/in/ctusren June 23, 2015
  • 2. Contents •Background •Temporal (Weekly, Monthly, Bimonthly, Quarterly and Half-yearly) Data •Temporal (Weekly, Monthly, Bimonthly, Quarterly and Half-yearly) Modelling •Forecasting/Prediction •Conclusion
  • 3. Background •There are so many temporal data - monthly and weekly (high/low) data in the stock market •Objective: I try to build and develop a series of temporal models to forecast the half- yearly, quarterly, bimonthly, monthly and weekly (high/low) data distribution based on the relationship of temporal data such as high, low, open and close data
  • 4. High, Low, Open and Close Data •Weekly China 300 Index • CHINA300 (30/12/2001 – 19/06/2015) •Monthly Stock Index • CHINA300 (2002/01 – 2015/05) • SHCOMP (1994/01 – 2015/05) •Bimonthly China 300 Index • CHINA300 (2002/01 – 2015/04) •Quarterly Shanghai Composite Index • SHCOMP (1994/01 – 2015/03) •Half-yearly Shanghai Composite Index • SHCOMP (1994/01 – 2014/12)
  • 5. New Temporal Modelling •Weekly, Monthly, Quarterly and Half-yearly Modelling of High/Low Stock Index •My own models and algorithms
  • 6. Monthly Modelling of High SHCOMP Index The goodness of fit between the observed and modelled data is 99.99%
  • 7. Weekly Modelling of Low CHINA300 Index The goodness of fit between the observed and modelled data is 99.99%
  • 8. Weekly, Monthly and Bi-monthly Forecasting of High/Low CHINA300 Index model quantile   Weekly Monthly Bimonthly 2015/06/22~26 2015/06 2015/05~06 high upper   5014 5643 5758 high 80%   4937 5429 5721 high 61.8%   4922 5403 5611 high median   4891 5382 5400 high 38.2%   4838 5362 5190 high 20%   4780 5315 5072 high lower   4691 5251 5024 low upper   4499 4656 4768 low 80%   4311 4428 4654 low 61.8%   4253 4410 4509 low median   4208 4378 4475 low 38.2%   4183 4347 4441 low 20%   4143 4331 4422 low lower   4127 4294 4158 The observed highest index in 2015/05~06 was 5395 on 8/06/2015; the observed lowest index in 2015/06 was 4466 on 23/06/2015; the observed lowest index in 2015/05 was 4451 on 8/05/2015
  • 9. Monthly, Quarterly and Half-yearly Forecasting of High/Low SHCOMP Index model quantile   Monthly Quarterly Half-yearly 2015/06 2015/04~06 2015/01~06 high upper   5508 5074 5181 high 80%   5162 4644 4282 high 61.8%   5114 4593 3785 high median   5072 4469 3229 high 38.2%   5030 4345 3229 high 20%   5011 4294 3229 high lower   4943 4211 3229 low upper   4418 3745 2745 low 80%   4388 3369 2669 low 61.8%   4352 3330 2650 low median   4245 3234 2626 low 38.2%   4167 3139 2601 low 20%   4117 3071 2591 low lower   4099 2863 2562 The observed highest index in 2015/01~06 was 5168 on 12/06/2015; the observed lowest index in 2015/06 was 4260 on 23/06/2015; the observed lowest index in 2015/04~06 was 3740 on 1/04/2015
  • 10. Conclusion •My new temporal modelling is very close to the observed data, because the goodness of fit between the observed and modelled temporal high/low data is 99.99% •My own forecasting/prediction of temporal (weekly, monthly, bimonthly, quarterly and half-yearly) high/low stock index is useful and powerful methods for quantitative trading in the STOCK market.