市場漲跌訊號 – 國立臺灣大學-數位財金及產業發展研究中心

國立臺灣大學

數位財金及產業發展研究中心

多空訊號

*當多空訊號同時出現時，會互相抵消，不交易。

*多頭與空頭判斷採取線性模型和SVR模型的聯集。

台灣-市場多頭模型-線性

date	SD	quantile	sign	未來三個月多頭	perd	chg	name	收盤價(元)
2023-08-31	-0,0240	0,0431	0	0	0	0	marketing_bull_svr	16.843,70
2023-08-31	-0,0395	-0,0309	1	1	1	0	marketing_bear_svr1	16.843,70
2023-08-31	-0,0046	-0,0467	0	0	0	0	marketing_bear_svr2	16.843,70
2023-08-31	-0,0024	0,0248	0	0	0	0	marketing_bull_svr_M1721	0,00
2023-08-31	-0,0356	0,0380	0	0	0	0	marketing_bull_svr_M1722	0,00
2023-08-31	-0,0264	0,0483	0	0	0	0	marketing_bull_svr_M2325	0,00
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326	0,00
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327	0,00
2023-07-31	-0,0371	0,0279	0	0	0	0	marketing_bull_lin	17.145,40
2023-07-31	-0,0439	-0,0375	1	1	1	0	marketing_bear_lin1	17.145,40

台灣-市場多頭模型-svr

date	SD	quantile	sign	未來三個月多頭	perd	chg	name	收盤價(元)
2023-08-31	-0,0240	0,0431	0	0	0	0	marketing_bull_svr	16843.7
2023-08-31	-0,0395	-0,0309	1	1	1	0	marketing_bear_svr1	16843.7
2023-08-31	-0,0046	-0,0467	0	0	0	0	marketing_bear_svr2	16843.7
2023-08-31	-0,0024	0,0248	0	0	0	0	marketing_bull_svr_M1721	0
2023-08-31	-0,0356	0,0380	0	0	0	0	marketing_bull_svr_M1722	0
2023-08-31	-0,0264	0,0483	0	0	0	0	marketing_bull_svr_M2325	0
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326	0
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327	0
2023-07-31	-0,0371	0,0279	0	0	0	0	marketing_bull_lin	17145.4
2023-07-31	-0,0439	-0,0375	1	1	1	0	marketing_bear_lin1	17145.4

台灣-市場空頭模型1-線性

date	SD	quantile	sign	未來三個月空頭	perd	chg	name	收盤價(元)
2023-08-31	-0,0240	0,0431	0	0	0	0	marketing_bull_svr	16843.7
2023-08-31	-0,0395	-0,0309	1	1	1	0	marketing_bear_svr1	16843.7
2023-08-31	-0,0046	-0,0467	0	0	0	0	marketing_bear_svr2	16843.7
2023-08-31	-0,0024	0,0248	0	0	0	0	marketing_bull_svr_M1721	0
2023-08-31	-0,0356	0,0380	0	0	0	0	marketing_bull_svr_M1722	0
2023-08-31	-0,0264	0,0483	0	0	0	0	marketing_bull_svr_M2325	0
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326	0
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327	0
2023-07-31	-0,0371	0,0279	0	0	0	0	marketing_bull_lin	17145.4
2023-07-31	-0,0439	-0,0375	1	1	1	0	marketing_bear_lin1	17145.4

台灣-市場空頭模型1-svr

date	SD	quantile	sign	未來三個月空頭	perd	chg	name	收盤價(元)
2023-08-31	-0,0240	0,0431	0	0	0	0	marketing_bull_svr	16843.7
2023-08-31	-0,0395	-0,0309	1	1	1	0	marketing_bear_svr1	16843.7
2023-08-31	-0,0046	-0,0467	0	0	0	0	marketing_bear_svr2	16843.7
2023-08-31	-0,0024	0,0248	0	0	0	0	marketing_bull_svr_M1721	0
2023-08-31	-0,0356	0,0380	0	0	0	0	marketing_bull_svr_M1722	0
2023-08-31	-0,0264	0,0483	0	0	0	0	marketing_bull_svr_M2325	0
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326	0
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327	0
2023-07-31	-0,0371	0,0279	0	0	0	0	marketing_bull_lin	17145.4
2023-07-31	-0,0439	-0,0375	1	1	1	0	marketing_bear_lin1	17145.4

台灣-市場空頭模型2-線性

date	SD	quantile	sign	未來三個月空頭	perd	chg	name	收盤價(元)
2023-08-31	-0,0240	0,0431	0	0	0	0	marketing_bull_svr	16843.7
2023-08-31	-0,0395	-0,0309	1	1	1	0	marketing_bear_svr1	16843.7
2023-08-31	-0,0046	-0,0467	0	0	0	0	marketing_bear_svr2	16843.7
2023-08-31	-0,0024	0,0248	0	0	0	0	marketing_bull_svr_M1721	0
2023-08-31	-0,0356	0,0380	0	0	0	0	marketing_bull_svr_M1722	0
2023-08-31	-0,0264	0,0483	0	0	0	0	marketing_bull_svr_M2325	0
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326	0
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327	0
2023-07-31	-0,0371	0,0279	0	0	0	0	marketing_bull_lin	17145.4
2023-07-31	-0,0439	-0,0375	1	1	1	0	marketing_bear_lin1	17145.4

台灣-市場空頭模型2-svr

date	SD	quantile	sign	未來三個月空頭	perd	chg	name	收盤價(元)
2023-08-31	-0,0240	0,0431	0	0	0	0	marketing_bull_svr	16843.7
2023-08-31	-0,0395	-0,0309	1	1	1	0	marketing_bear_svr1	16843.7
2023-08-31	-0,0046	-0,0467	0	0	0	0	marketing_bear_svr2	16843.7
2023-08-31	-0,0024	0,0248	0	0	0	0	marketing_bull_svr_M1721	0
2023-08-31	-0,0356	0,0380	0	0	0	0	marketing_bull_svr_M1722	0
2023-08-31	-0,0264	0,0483	0	0	0	0	marketing_bull_svr_M2325	0
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326	0
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327	0
2023-07-31	-0,0371	0,0279	0	0	0	0	marketing_bull_lin	17145.4
2023-07-31	-0,0439	-0,0375	1	1	1	0	marketing_bear_lin1	17145.4

M2324半導體、M2328電子零組件進出場時間點與大盤相同

台灣-產業多頭模型-線性-M1721化學工業

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-svr-M1721化學工業

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-線性-M1722生技醫療

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-svr-M1722生技醫療

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-線性-M2325電腦及週邊設備

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-svr-M2325電腦及週邊設備

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-線性-M2326光電

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-svr-M2326光電

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-線性-M2327通信網路業

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

台灣-產業多頭模型-svr-M2327通信網路業

date	SD	quantile	sign	未來三個月多頭	perd	chg	name
2023-08-31	-0,0560	0,0560	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0937	0,0570	0	0	0	0	marketing_bull_svr_M2327
2023-06-30	-0,1401	0,0585	0	0	0	0	marketing_bull_svr_M2327
2023-05-31	-0,1323	0,0600	0	0	0	0	marketing_bull_svr_M2327
2023-07-31	-0,0853	0,0524	0	0	0	0	marketing_bull_lin_M2327
2023-06-30	-0,1337	0,0555	0	0	0	0	marketing_bull_lin_M2327
2023-05-31	-0,1221	0,0587	0	0	0	0	marketing_bull_lin_M2327
2023-08-31	-0,0388	0,0583	0	0	0	0	marketing_bull_svr_M2326
2023-07-31	-0,0785	0,0586	0	0	0	0	marketing_bull_svr_M2326
2023-06-30	-0,1278	0,0590	0	0	0	0	marketing_bull_svr_M2326
							name

美國-市場多頭模型

美國-市場空頭模型

美國市場警醒指標

聯絡資訊

中心數位財金研究成果

重要金融指標

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