本帖最後由 threelights 於 10-05-13 05:13 編輯
日期外資指數高指數低指數收MeanOI
3/170 7620 7451 7577 7536894
3/241 7664 7592 7597 762892
3/333 7670 7604 7629 763761
3/4-40 7664 7524 7569 75943376
3/5109 7694 7618 7666 76562554
3/8148 7763 7716 7762 77404177
3/995 7770 7737 7770 77543975
3/1063 7803 7736 7779 77703064
3/1128 7818 7749 7749 77842673
3/1225 7773 7727 7748 77501335
3/15-20 7766 7634 7634 77001870
3/16-0 7695 7646 7695 76713441
3/17200 7849 7762 7847 7806-124
3/18124 7922 7847 7886 7885-4059
3/1922 7899 7850 7897 7875-3214
3/22-79 7872 7791 7835 7832-4018
3/23-27 7889 7804 7811 7847-3210
3/2447 7881 7822 7822 7852-3999
3/25-23 7856 7753 7838 7805-5949
3/2679 7909 7770 7876 78401585
3/29122 7961 7909 7947 7935124
3/3056 7994 7942 7962 7968-1095
3/3126 7974 7920 7920 7947-951
4/1152 8026 7952 8020 7989-940
4/285 8050 8021 8025 8036-546
4/6186 8123 8082 8089 81031365
4/7114 8133 8091 8121 8112-902
4/835 8149 8038 8057 8094-2275
4/945 8094 8039 8092 8067-3957
4/1235 8152 8092 8117 8122-6156
4/1313 8104 8039 8029 8072-6573
4/1460 8102 8040 8094 8071-4761
4/1597 8190 8136 8171 8163-3554
4/16-17 8162 8090 8111 8126-4985
4/19-35 8042 7845 7854 7944-7464
4/20-48 7923 7842 7900 7883-3868
4/2165 7998 7947 7990 79731345
4/22-24 7985 7897 7978 79413053
4/2340 8030 7996 8004 80133997
4/26268 8168 8093 8158 81311537
4/2778 8174 8121 8146 8148-201
4/28-72 8092 7944 8081 8018-3094
4/29-46 8107 8053 8054 8080268
4/30129 8163 7999 8004 8081-1956
5/3-53 8022 7916 7952 7969-3824
5/4-21 8010 7889 7930 7950-3630
5/5-237 7785 7696 7696 7741-5406
5/6-128 7702 7562 7585 7632-2265
5/7-121 7572 7389 7567 74812
5/10-91 7664 7577 7664 76213803
5/11-99 7743 7608 7608 76767401
5/12-30 7674 7596 7602 76358110
1479 8099 7644
外資cash position:1479E(NT$), Average cost at 8099
外資Futures OI:8110, Average cost at 7644
How to calculate the break-even point for foreign investors ?
Sorry, Futures OI:8110, Average cost at 7570.3, not 7644.3
外資 cash position :1478.63 E(NT$) , Average cost at 8098.95
外資 Futures OI:8110, Average cost at 7570.3
How to calculate the break-even point for foreign investors ?