Wednesday, March 12, 2008

Statistics On Hang Seng Index




This is the study for Hang Seng Index. The statistics summarizes the behaviour of Hang Seng Index when Dow rises by 3% or more.


For 20 days holding period the probability of win is 52%. 10 days holding period probability of win is 62% and 5 days holding period probability of win is 71%.


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