- Zufalls-Charts / die Formel - JüKü, 13.09.2000, 23:16
Zufalls-Charts / die Formel
Wichtiger Hinweis zu diesem Posting: zwischen dem ersten Text und der ersten Tabelle ist eine riesige Lücke (die ich nicht weg bekomme - einfach weit runterblättrn. Und bis zur zweiten Tabelle ist wieder eine große Lücke.
Hier kommt die"Auflösung" der Generierung der Zufallscharts:
Ausgangspunkt sind die echten Stundendaten des S&P, und zwar vom 30.08.96
bis 11.08.00.
Die folgende Tabelle soll (zur Veranschaulichung) diese echten S&P-Daten
darstellen (als Beispiel). Links stehen die absoluten Werte, rechts die prozentualen Veränderungen, entsprechend der Überschrift.
Beispiel: die 1003,00 sind 99,801 % des vorherigen close (1005). Oder: die
1012,00 sind 100,69652 % des open-Kurses (1005).
<table CELLSPACING="0" BORDER="0" CELLPADDING="2" WIDTH="686">
<tr>
<td WIDTH="42%" COLSPAN="4" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="CENTER">absolut</font></td>
<td WIDTH="58%" COLSPAN="5" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="CENTER">in Prozent</font></td>
</tr>
<tr>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">open</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">high</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">low</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">close</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">Nr.</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">open/close</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">high/open</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">low/close</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">close/open</font></td>
</tr>
<tr>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1000,00</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1005,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">995,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1000,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
</tr>
<tr>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1000,00</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1010,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">990,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1">
<p ALIGN="RIGHT"><font FACE="Arial" SIZE="2" color="#FF0000">1005,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0100000</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9850746</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0050000</font></td>
</tr>
<tr>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
<p ALIGN="RIGHT"><font FACE="Arial" SIZE="2" color="#FF0000">1003,00</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1008,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1001,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1002,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">2</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1">
<p ALIGN="RIGHT"><font FACE="Arial" SIZE="2" color="#FF0000">0,9980100</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0049850</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990020</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990030</font></td>
</tr>
<tr>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
<p ALIGN="RIGHT"><font FACE="Arial" SIZE="2" color="#0000FF">1005,00</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
<p ALIGN="RIGHT"><font FACE="Arial" SIZE="2" color="#0000FF">1012,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1010,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1011,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">3</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0029940</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1">
<p ALIGN="RIGHT"><font FACE="Arial" SIZE="2" color="#0000FF">1,0069652</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990109</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0059701</font></td>
</tr>
<tr>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1010,00</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1015,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1008,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1008,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">4</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990109</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0049505</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9980198</font></td>
</tr>
<tr>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1008,00</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1008,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1004,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1006,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">5</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9980119</font></td>
<td WIDTH="12%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9980159</font></td>
</tr>
</table>
Und nun zur zweiten Tabelle. Hier ist nichts anderes gemacht,
als die obigen Prozentzahlen anhand von Zufallszahlen umzusortieren. Was dabei
heraus kommt, sind völlig realistische Veränderungen, sowohl in Bezug auf das
close vorher, die Verhältnisse open/hig, low/close etc.
<table CELLSPACING="0" BORDER="0" CELLPADDING="2" WIDTH="770">
<tr>
<td WIDTH="38%" COLSPAN="4" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="CENTER">absolut</font></td>
<td WIDTH="51%" COLSPAN="5" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="CENTER">in Prozent</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
</tr>
<tr>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">open</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">high</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">low</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">close</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">open/close</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">high/open</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">low/close</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">close/open</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">Zufall</font></td>
</tr>
<tr>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1000,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1005,00</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">995,00</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1000,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">Nr.</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1">
</td>
</tr>
<tr>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1000,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1000,00</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">996,03</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">998,02</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">5</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9980119</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9980159</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,18793611</font></td>
</tr>
<tr>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">996,03</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1001,00</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">994,04</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">995,04</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">2</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9980100</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0049850</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990020</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990030</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,33821137</font></td>
</tr>
<tr>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">998,02</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1004,97</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1002,98</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1003,97</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">3</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0029940</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0069652</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990109</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0059701</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,47267354</font></td>
</tr>
<tr>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1003,97</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1014,01</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">993,93</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1008,99</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0100000</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9850746</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0050000</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,78517176</font></td>
</tr>
<tr>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1008,00</font></td>
<td WIDTH="10%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1012,99</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1006,00</font></td>
<td WIDTH="9%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1006,00</font></td>
<td WIDTH="8%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">4</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9990109</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0049505</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">1,0000000</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,9980198</font></td>
<td WIDTH="11%" HEIGHT="16" style="border-style: solid; border-width: 1"><font FACE="Arial" SIZE="2" COLOR="#000000">
<p ALIGN="RIGHT">0,93190727</font></td>
</tr>
</table>
Wenn jemand sagt:"Dieser Datensatz ist aber unrealistisch" dann suche ich sofort heraus, wann diese Verhältnisse tatsächlich vorgekommen sind.
Gibt es Anmerkungen zu dieser Vorgehensweise?
Ach ja, noch ein Hinweis: Der S&P ist von 1996 bis 2000
natürlich kräftig gestiegen. Dieser Trend ist eliminiert, indem die
Ausgangsdaten in umgekehrter Reihenfolge angehängt wurden. So entstanden knapp
17.000 Datensätze, die bei den Kursen aufhören wo sie angefangen sind.
<center>
<HR>
</center>

gesamter Thread: