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雷达卡
摘要翻译：
基于我们的“金融预测导向”方法，包括对数周期自相似性、通用首选标度因子λ=2以及允许“超级泡沫”现象，我们分析了2009年世界股市（这里以SP500、恒生和假发为代表）的发展。我们确定的要素表明，2009年9月的第三个十年是目前牛市阶段的一个时限，因此，随后将有一个重大的修正。在此背景下，我们还对中国股市上证指数进行了解读。2009年9月的第三个十年伴随着全球股市典型的4-5%的调整。考虑到前一个场景交付时间之后的市场模式，我们提出了一个更新的场景，其关键时间对应于2009年10月28日。假设由于上述关键时间，修正明显（截至2009年11月12日）终止，我们按照我们的方法延长股市预测情景。相应的预期SP500未来趋势如图所示。5它支持在2010年2月/3月之交的未来，平均增长可能会持续下去。我们还指出了黄金市场的对数周期模式，它们指出2009年11月底是趋势逆转的时间--但可能是局部的--预计将开始。
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英文标题：
《World stock market: more sizeable trend reversal likely in
February/March 2010》
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作者：
Stanislaw Drozdz, Pawel Oswiecimka
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最新提交年份：
2009
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
Based on our "finance-prediction-oriented" methodology which involves such elements as log-periodic self-similarity, the universal preferred scaling factor lambda=2, and allows a phenomenon of the "super-bubble" we analyze the 2009 world stock market (here represented by the SP500, Hang Seng and WIG) development. We identify elements that indicate the third decade of September 2009 as a time limit for the present bull market phase which is thus to be followed by a significant correction. In this context we also interpret the Chinese stock market index SSE. The third decade of September 2009 was accompanied with a stock market correction typically within the range of 4-5% worldwide. Taking into account the market patterns that followed the time of delivering the previous scenario we present an updated scenario whose critical time corresponds to October 28, 2009. Assuming quite evident (as of November 12, 2009) termination of the correction due to the above critical time we extend - consistently with our methodology - the stock market forecasting scenario. The corresponding expected SP500 future trend is shown in Fig. 5 and it supports a potential average continuation of increases to as far into the future as the turn of February/March 2010. We also indicate the log-periodic patterns on the gold market and they point to the end of November 2009 as the time when the trend reversal - likely local however - is expected to begin.
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PDF链接：
https://arxiv.org/pdf/0909.0418
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