求美元指数等指数的算法

Discussion in 'Currencies' started by mailema, Feb 10, 2009.

  1. 不想用美元指数等的服务器,而想自己用程序画出来。
    请高人指教算法,谢谢。
     
    Last edited by a moderator: Feb 12, 2009
  2. 经过晚上的努力,已解决,谢谢各位了
     
    Last edited by a moderator: Feb 12, 2009
  3. ----------------------------------------------------------
    可否共享出来?
    谢谢!
     
  4. USDX = 50.14348112 × EURUSD^(-0.576) × USDJPY^(0.136) × GBPUSD^(-0.119) × USDCAD^(0.091) × USDSEK^(0.042) × USDCHF^(0.036)

    恩。
     
  5. 听说美元指数里面还有黄金的份额??
     

  6. L版,不会的。我特的找出来了美元指数的期货合约来看的。恩,不在这台电脑上,回头我传上来。
     
  7. Last edited by a moderator: Jul 14, 2010
  8. 谢谢mailema !
     
  9. 好东西啊,多谢分享
     
  10. 欧元系数

    Euro Currency Index 欧元指数算法
    On the 13th of January, 2006 a new financial instrument Euro Currency Index (symbols ECX, EURX or E) was implemented at NYBOT (New York Board of Trade). Main calculating principles of Euro Index are similar to principles applied to calculating of US dollar Index (USDX).

    After the introduction of Euro Index the participants of foreign exchange markets got the common «standard» of current price of single European currency as well as the new financial instrument for carrying out of trade operations interesting in terms of financial analysis.

    The current value of Euro Index (EURX) is a mean value of rate fluctuation of five world currencies (US dollar, British pound, Japanese yen, Swiss franc and Swedish krona) regarding Euro.

    EURXt=34.38805726 x (USDt)–0,3155 x (GBPt)0, 3056 x (JPYt)– 0.1891 x (CHFt) 0.1113 x (SEKt) 0.0785
    EURX calculation according to five currencies basket is not accidental – it coincides with the data which are used by the European Central Bank during the calculation of trade and weighted euro index regarding the currencies of the countries which form the main foreign trade turnover of EU countries. The biggest part of foreign trade of EU countries falls to USA (31.55%), after which go Great Britain (30.56%), Japan (11.13%), Switzerland (11.13%) and Sweden (7.85%).

    It is necessary to note that during examination of current situation European Central Bank is guided just by Euro Index and not by current euro spot-rates regarding other world currencies. To carry out maximally exact examination of the situation at the foreign exchange market many leading experts recommend to analyze Euro Index movement and take into account the results of such an analysis while composing trading plans.

    In our Company the Clients have a possibility to carry out operations with EURX at all accounts types.
     
  11. 英镑指数
    the GBP index uses the following weighted basket of currencies:

    66.59% EUR
    21.47% USD
    5.91% JPY
    3.14% CHF
    2.89% SEK
     
  12. 哪位可以找到日元指数欢迎贴上来。我是只用欧元和美元就够了。
    http://www.iboxx.com/
     
  13. 谢谢L版