期货混沌理论的定量描述(Ⅱ)期货涨跌周期的研究

Quantitative Study of Chaotic Futures Theory(Ⅱ) Study of Chaotic Period of Rise and Fall Quotation for Futures Price

从多种期货价位涨跌的记录中发现，期货价位随时间变化有三种混沌周期．一种是以５～３０ｍｉｎ为一周期的价位涨跌混沌波；第二种是以０．５～１．５天为一周期的每日极端价位涨跌混沌波；３～７个每日极端价位涨跌混沌波构成一个涨跌的基本单元，称为大势涨跌混沌波；第三种是以大势涨跌混沌波为单元构成的１３～２５天的期货混沌走势波．这三种混沌运动组成了整个期货的混沌运动．共同组成期货价位随时间涨跌的宏观运动．发现期货涨跌混沌运动的意义在于：以三到七波为一单元，可以判断每天价位涨跌的走势，预测次日的涨跌趋势，预测５～１５天的行情走势．

The chaotic period of rise and fall quotation for future price is studied.There are three chaotic periods.First chaotic period wave is about 5-30mins.Second one, called “chaotic wave of extreme price for rise and fall every day”, is 0.5-2.5 days, Third, called “chaotic quotation period wave of futures price”,is about 13～25 days.The three chaotic periods structure the price quotation of futures.The meaning of these studies is that the rise and fall prices of futures are forecasted and the chaos theory of futures can be applied to the practice.