| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | AA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Date | 9988.hk | 700.hk | 3690.hk | 3032.HK | Ln return | 9988.hk | 700.hk | 3690.hk | 3032.HK | Statistics | ||||||||||||||||
2 | 2021/10/4 | 137 | 457 | 236.800003 | 5.925 | 2021/10/5 | -0.01248636848 | -0.01543580813 | -0.01360563904 | 0.0008435259884 | 9988.hk | 700.hk | 3690.hk | 3032.HK | Remark | ||||||||||||
3 | 2021/10/5 | 135.300003 | 450 | 233.600006 | 5.93 | 2021/10/6 | 0.01467377727 | -0.008032185138 | -0.02163649903 | -0.01443761809 | Mean return | -0.002334265533 | -0.002298948711 | -0.001596208672 | -0.0022745179 | *AVERAGE | |||||||||||
4 | 2021/10/6 | 137.300003 | 446.399994 | 228.600006 | 5.845 | 2021/10/7 | 0.07030300921 | 0.05449158015 | 0.09268204311 | 0.05249018262 | Var | 0.001786568496 | 0.0008260833739 | 0.002014623606 | 0.0008863478027 | *VAR.S gives unbiased estimator for sigma^2 | |||||||||||
5 | 2021/10/7 | 147.300003 | 471.399994 | 250.800003 | 6.16 | 2021/10/8 | 0.05417438778 | 0.0218220875 | 0.02052162376 | -0.001624695727 | SD | 0.04226781868 | 0.02874166616 | 0.04488455866 | 0.02977159389 | *SQRT of Var | |||||||||||
6 | 2021/10/8 | 155.5 | 481.799988 | 256 | 6.15 | 2021/10/11 | 0.07612708029 | 0.02904686145 | 0.08028304177 | 0.03514738777 | |||||||||||||||||
7 | 2021/10/11 | 167.800003 | 496 | 277.399994 | 6.37 | 2021/10/12 | -0.03950680818 | -0.02614525527 | -0.03074910665 | -0.02705017753 | Covariance Matrix (COVARIANCE.S) | ||||||||||||||||
8 | 2021/10/12 | 161.300003 | 483.200012 | 269 | 6.2 | 2021/10/15 | 0.003095019436 | 0.02533849041 | 0.04293124981 | 0.01202419297 | 9988.hk | 700.hk | 3690.hk | 3032.HK | |||||||||||||
9 | 2021/10/15 | 161.800003 | 495.600006 | 280.799988 | 6.275 | 2021/10/18 | 0.00677545561 | 0.002820864235 | -0.001425495654 | 0.001592357024 | 9988.hk | 0.001786568496 | 0.0009867686291 | 0.001438514793 | 0.001096707397 | ||||||||||||
10 | 2021/10/18 | 162.899994 | 497 | 280.399994 | 6.285 | 2021/10/19 | 0.0115961569 | 0.004016069655 | 0.01837511771 | 0 | 700.hk | 0.0009867686291 | 0.0008260833739 | 0.001053762361 | 0.0007563975769 | ||||||||||||
11 | 2021/10/19 | 164.800003 | 499 | 285.600006 | 6.285 | 2021/10/20 | 0.06461436664 | 0.02082375691 | 0.02830697142 | 0.05870411159 | 3690.hk | 0.001438514793 | 0.001053762361 | 0.002014623606 | 0.001183343165 | ||||||||||||
12 | 2021/10/20 | 175.800003 | 509.5 | 293.799988 | 6.665 | 2021/10/21 | -0.01086661546 | -0.007881814202 | -0.01855083829 | -0.009800304598 | 3032.HK | 0.001096707397 | 0.0007563975769 | 0.001183343165 | 0.0008863478027 | ||||||||||||
13 | 2021/10/21 | 173.899994 | 505.5 | 288.399994 | 6.6 | 2021/10/22 | 0.002871090214 | 0.007881814202 | 0.002770147172 | 0.01652930195 | |||||||||||||||||
14 | 2021/10/22 | 174.399994 | 509.5 | 289.200012 | 6.71 | 2021/10/25 | -0.002296177857 | -0.008871423387 | -0.008333464894 | -0.001491424587 | Remark: To compute correlation matrix, we can use | CORREL | |||||||||||||||
15 | 2021/10/25 | 174 | 505 | 286.799988 | 6.7 | 2021/10/26 | -0.02620237239 | -0.005958309584 | -0.01333816924 | -0.01352387253 | |||||||||||||||||
16 | 2021/10/26 | 169.5 | 502 | 283 | 6.61 | 2021/10/27 | -0.02994235662 | -0.03033599661 | -0.05222359122 | -0.03384938547 | |||||||||||||||||
17 | 2021/10/27 | 164.5 | 487 | 268.600006 | 6.39 | 2021/10/28 | 0.004246272722 | 0.002461059456 | 0.01331382788 | 0.002344666959 | Single Asset VaR | ||||||||||||||||
18 | 2021/10/28 | 165.199997 | 488.200012 | 272.200012 | 6.405 | 2021/10/29 | -0.01340664212 | -0.01485791243 | -0.009597733009 | -0.008624122444 | |||||||||||||||||
19 | 2021/10/29 | 163 | 481 | 269.600006 | 6.35 | 2021/11/1 | -0.02170627858 | -0.02398598882 | -0.008193759064 | -0.01747463052 | Compute VaR for 700.hk | ||||||||||||||||
20 | 2021/11/1 | 159.5 | 469.600006 | 267.399994 | 6.24 | 2021/11/2 | 0.01308026099 | -0.01199672906 | 0.01337317865 | 0.004796172263 | Normal VaR | Wealth (W) | alpha | z_alpha | ER | SD | 1-day VaR | 10-day VaR | 1-day absolute VaR | 10-day absolute VaR | |||||||
21 | 2021/11/2 | 161.600006 | 464 | 271 | 6.27 | 2021/11/3 | -0.006207344343 | 0.01071821622 | 0.02189868531 | -0.007202912294 | Formula | NORM.S.INV(alpha) | -W*z_alpha*SD | 1-day VaR*sqrt(T) | -W*(ER+z_alpha*SD) | -W*(mean return*T+z_alpha*SD*sqrt(T) | |||||||||||
22 | 2021/11/3 | 160.600006 | 469 | 277 | 6.225 | 2021/11/4 | 0.03065843931 | 0.02484858982 | 0.03197430463 | 0.01751637142 | Quantity | $ 1,000,000.00 | 5% | -1.644853625 | -0.002298948711 | 0.02874166616 | $ 47,275.83 | $ 149,499.31 | $ 49,574.78 | $ 172,488.80 | |||||||
23 | 2021/11/4 | 165.600006 | 480.799988 | 286 | 6.335 | 2021/11/5 | -0.03502669587 | -0.02826594899 | -0.03269663043 | -0.01671348097 | Remark | ||||||||||||||||
24 | 2021/11/5 | 159.899994 | 467.399994 | 276.799988 | 6.23 | 2021/11/8 | -0.01639375318 | -0.00773201032 | -0.02043858008 | -0.01129955525 | 1. VaR by default means relative VaR | ||||||||||||||||
25 | 2021/11/8 | 157.300003 | 463.799988 | 271.200012 | 6.16 | 2021/11/9 | -0.001272245682 | 0.000431153278 | -0.002954278335 | 0.002432104969 | 2. Open questions: what are the underlying assumptions in above Normal VaR model? Does it make sense? | ||||||||||||||||
26 | 2021/11/9 | 157.100006 | 464 | 270.399994 | 6.175 | 2021/11/10 | 0.02576322801 | 0.04137357892 | 0.02555816427 | 0.02162679404 | |||||||||||||||||
27 | 2021/11/10 | 161.199997 | 483.600006 | 277.399994 | 6.31 | 2021/11/11 | 0.01233061269 | -0.01248455651 | 0.01786399812 | 0.0188388617 | |||||||||||||||||
28 | 2021/11/11 | 163.199997 | 477.600006 | 282.399994 | 6.43 | 2021/11/12 | -0.004914033366 | 0.01578762716 | 0.02586650411 | 0.01236491797 | Portfolio VaR | ||||||||||||||||
29 | 2021/11/12 | 162.399994 | 485.200012 | 289.799988 | 6.51 | 2021/11/15 | -0.005557248119 | 0.01351090358 | -0.0006903072489 | 0.006888660995 | Assume we invest $W on ATM with following weights: | ||||||||||||||||
30 | 2021/11/15 | 161.5 | 491.799988 | 289.600006 | 6.555 | 2021/11/16 | 0.02265170026 | 0.02152353455 | 0.02657733262 | 0.01438873745 | Weight vector (w) | ||||||||||||||||
31 | 2021/11/16 | 165.199997 | 502.5 | 297.399994 | 6.65 | 2021/11/17 | -0.002424207248 | 0.01285237662 | -0.01627150476 | -0.003766482795 | 9988.hk | -25% | |||||||||||||||
32 | 2021/11/17 | 164.800003 | 509 | 292.600006 | 6.625 | 2021/11/18 | -0.05487662843 | -0.02426051009 | -0.02491482507 | -0.02987583362 | 700.hk | 150% | |||||||||||||||
33 | 2021/11/18 | 156 | 496.799988 | 285.399994 | 6.43 | 2021/11/19 | -0.1132261049 | -0.00161157974 | -0.0162490546 | -0.003895602901 | 3690.hk | -25% | |||||||||||||||
34 | 2021/11/19 | 139.300003 | 496 | 280.799988 | 6.405 | 2021/11/22 | -0.01591927199 | -0.003231032717 | -0.02451452303 | -0.003910837992 | |||||||||||||||||
35 | 2021/11/22 | 137.100006 | 494.399994 | 274 | 6.38 | 2021/11/23 | -0.03036150211 | -0.02706188497 | -0.0318900071 | -0.01420702664 | |||||||||||||||||
36 | 2021/11/23 | 133 | 481.200012 | 265.399994 | 6.29 | 2021/11/24 | -0.009063483392 | -0.01888035897 | 0.02969780305 | -0.0047808856 | Normal VaR | Wealth (W) | alpha | z_alpha | Portfolio Var | 1-day VaR | 10-day VaR | ||||||||||
37 | 2021/11/24 | 131.800003 | 472.200012 | 273.399994 | 6.26 | 2021/11/25 | 0.02694767133 | 0.01178955971 | 0.002921908548 | 0.01112005104 | Formula | NORM.S.INV(alpha) | w^T(cov)w | -W*z_alpha*SD | 1-day VaR*sqrt(T) | ||||||||||||
38 | 2021/11/25 | 135.399994 | 477.799988 | 274.200012 | 6.33 | 2021/11/26 | -0.04764597184 | -0.03060161073 | -0.0394249855 | -0.03210548621 | Quantity | $ 1,000,000.00 | 5% | -1.644853625 | 0.0007456782044 | $ 44,916.20 | $ 142,037.49 | ||||||||||
39 | 2021/11/26 | 129.100006 | 463.399994 | 263.600006 | 6.13 | 2021/11/29 | 0.006947106127 | -0.002160294668 | -0.07317461485 | -0.01148494987 | Remark | ||||||||||||||||
40 | 2021/11/29 | 130 | 462.399994 | 245 | 6.06 | 2021/11/30 | -0.02098792133 | -0.006509027188 | -0.02898753687 | -0.01412570226 | 1. cov = covariance matrix | ||||||||||||||||
41 | 2021/11/30 | 127.300003 | 459.399994 | 238 | 5.975 | 2021/12/1 | -0.0126484374 | 0.02025493547 | 0.02735357411 | 0.00584065073 | 2. press ctrl+shift+enter in the same time for running array function | ||||||||||||||||
42 | 2021/12/1 | 125.699997 | 468.799988 | 244.600006 | 6.01 | 2021/12/2 | -0.02497108454 | 0.01018688357 | 0.01299773352 | -0.00584065073 | 3. Matrix multiplication | MMULT(M1,M2) | |||||||||||||||
43 | 2021/12/2 | 122.599998 | 473.600006 | 247.800003 | 5.975 | 2021/12/3 | -0.02644778948 | -0.02350033347 | -0.02699552889 | -0.01347956383 | 4. Matrix transpose: | TRANSPOSE(M1) | |||||||||||||||
44 | 2021/12/3 | 119.400002 | 462.600006 | 241.199997 | 5.895 | 2021/12/6 | -0.05774982328 | -0.0325160854 | -0.03716645326 | -0.03715330126 | |||||||||||||||||
45 | 2021/12/6 | 112.699997 | 447.799988 | 232.399994 | 5.68 | 2021/12/7 | 0.1155129137 | 0.03510672158 | 0.05605821018 | 0.04475790064 | Contribution of risky asset to portfolio VaR | ||||||||||||||||
46 | 2021/12/7 | 126.5 | 463.799988 | 245.800003 | 5.94 | 2021/12/8 | -0.04776304046 | 0.006875858721 | -0.00244401751 | -0.001684920365 | Contribution | Asset | Weight (w_i) | Beta | MVaR | CVaR | |||||||||||
47 | 2021/12/8 | 120.599998 | 467 | 245.199997 | 5.93 | 2021/12/9 | 0.02295185997 | 0.01192011978 | 0.007314144801 | 0.02251032939 | Formula | {(cov)w}/portfolio Var | Portfolio VaR*beta | MVaR_i*w_i | |||||||||||||
48 | 2021/12/9 | 123.400002 | 472.600006 | 247 | 6.065 | 2021/12/10 | -0.0179890788 | -0.0196587784 | -0.01632689329 | -0.01244313027 | Quantity | 9988.hk | -25% | 0.9037170692 | $ 40,591.53 | $ (10,147.88) | |||||||||||
49 | 2021/12/10 | 121.199997 | 463.399994 | 243 | 5.99 | 2021/12/13 | -0.000825414839 | 0.006881773396 | 0.02036730282 | 0.002501043405 | 700.hk | 150% | 0.9776232014 | $ 43,911.12 | $ 65,866.67 | ||||||||||||
50 | 2021/12/13 | 121.099998 | 466.600006 | 248 | 6.005 | 2021/12/14 | -0.0200173577 | -0.01468078622 | -0.0072845446 | -0.02957545517 | 3690.hk | -25% | 0.962022139 | $ 43,210.38 | $ (10,802.59) | ||||||||||||
51 | 2021/12/14 | 118.699997 | 459.799988 | 246.199997 | 5.83 | 2021/12/15 | 0.01919126925 | -0.008737495747 | -0.01803325098 | -0.01121184664 | sum of CVaR | $ 44,916.20 | |||||||||||||||
52 | 2021/12/15 | 121 | 455.799988 | 241.800003 | 5.765 | 2021/12/16 | -0.002482442348 | -0.007045344028 | -0.01416104056 | 0.006052763831 | Remark | ||||||||||||||||
53 | 2021/12/16 | 120.699997 | 452.600006 | 238.399994 | 5.8 | 2021/12/17 | -0.03113416845 | -0.03278983608 | -0.05430024502 | -0.02620237239 | 1. MVaR = Mariginal VaR; CVaR = Component VaR | ||||||||||||||||
54 | 2021/12/17 | 117 | 438 | 225.800003 | 5.65 | 2021/12/20 | -0.0215991118 | -0.01843370169 | -0.02966512361 | -0.03237692872 | |||||||||||||||||
55 | 2021/12/20 | 114.5 | 430 | 219.199997 | 5.47 | 2021/12/21 | -0.005253934982 | 0.02480602193 | 0.04373746217 | 0.02080581609 | VaR change approximation | ||||||||||||||||
56 | 2021/12/21 | 113.900002 | 440.799988 | 229 | 5.585 | 2021/12/22 | 0.008741314249 | 0.00497853943 | 0.006094899226 | 0.009799632989 | Case 1 | Case 2 | |||||||||||||||
57 | 2021/12/22 | 114.900002 | 443 | 230.399994 | 5.64 | 2021/12/23 | -0.01402300775 | 0.04156210089 | -0.01663052771 | -0.006225008986 | Assume we rebalance the portfolio as | Assume we rebalance the portfolio as | |||||||||||||||
58 | 2021/12/23 | 113.300003 | 461.799988 | 226.600006 | 5.605 | 2021/12/24 | -0.0026513758 | -0.002167787595 | -0.005309800086 | -0.002679769357 | change in weight (a) | change (a) | |||||||||||||||
59 | 2021/12/24 | 113 | 460.799988 | 225.399994 | 5.59 | 2021/12/28 | 0.004415018209 | -0.02282801984 | -0.008912715209 | -0.01260142688 | 9988.hk | -1% | 9988.hk | $ - | |||||||||||||
60 | 2021/12/28 | 113.5 | 450.399994 | 223.399994 | 5.52 | 2021/12/29 | -0.02588276592 | -0.01251134755 | -0.03368545209 | -0.01459879942 | 700.hk | 2% | 700.hk | $ 10,000.00 | |||||||||||||
61 | 2021/12/29 | 110.599998 | 444.799988 | 216 | 5.44 | 2021/12/30 | -0.006349191397 | -0.003152432308 | 0.01104980871 | -0.0009195402947 | 3690.hk | -1% | 3690.hk | $ - | |||||||||||||
62 | 2021/12/30 | 109.900002 | 443.399994 | 218.399994 | 5.435 | 2021/12/31 | 0.07871194091 | 0.02977334842 | 0.03154835859 | 0.03791067703 | Approximated change in VaR = Transpose(MVaR)a | $ 40 | Approximated change in VaR = Transpose(MVaR)a/W | $ 439.11 | |||||||||||||
63 | 2021/12/31 | 118.900002 | 456.799988 | 225.399994 | 5.645 | 2022/1/3 | -0.03335069215 | -0.00658908617 | -0.008912715209 | -0.005328609411 | |||||||||||||||||
64 | 2022/1/3 | 115 | 453.799988 | 223.399994 | 5.615 | 2022/1/4 | 0.01638675722 | -0.008408963138 | -0.01715612282 | -0.01164366043 | Remark: | ||||||||||||||||
65 | 2022/1/4 | 116.900002 | 450 | 219.600006 | 5.55 | 2022/1/5 | -0.02074406259 | -0.0440679839 | -0.1182954586 | -0.04797968189 | 1. For case 1, the estimated new VaR is $44,956.2, while the VaR under full valuation is $44,961.86, error is roughly 0.01% or 1 bp | ||||||||||||||||
66 | 2022/1/5 | 114.5 | 430.600006 | 195.100006 | 5.29 | 2022/1/6 | 0.0552157226 | 0.01475359623 | 0.03574501337 | 0.01314572921 | 2. For case 2, the estimated new VaR is $45,355.31 while the VaR under full valuation is $45,355.65, error is basically not noticeble | ||||||||||||||||
67 | 2022/1/6 | 121 | 437 | 202.199997 | 5.36 | 2022/1/7 | 0.06247029137 | 0.01363657495 | 0.008862702095 | 0.01848481467 | |||||||||||||||||
68 | 2022/1/7 | 128.800003 | 443 | 204 | 5.46 | 2022/1/10 | -0.009360481725 | -0.007075566567 | 0.01266459188 | 0.02353049741 | |||||||||||||||||
69 | 2022/1/10 | 127.599998 | 439.876587 | 206.600006 | 5.59 | 2022/1/11 | -0.01579811713 | 0.0148929088 | 0.006753493974 | -0.003584233228 | Backtest | ||||||||||||||||
70 | 2022/1/11 | 125.599998 | 446.476654 | 208 | 5.57 | 2022/1/12 | 0.05724689011 | 0.04422495465 | 0.08741193778 | 0.04819154098 | |||||||||||||||||
71 | 2022/1/12 | 133 | 466.665192 | 227 | 5.845 | 2022/1/13 | -0.006033223497 | -0.01171567308 | -0.003530467062 | -0.01812738459 | Suppose we perform backtest on 99% VaR over 500 days, we find 13 exceptions, should we reject the model at 5% significance level? | ||||||||||||||||
72 | 2022/1/13 | 132.199997 | 461.229797 | 226.199997 | 5.74 | 2022/1/14 | -0.02218059575 | -0.003795043624 | -0.0250684164 | -0.004364913085 | Using Kupiec test (lecture note ch3 p.27) | ||||||||||||||||
73 | 2022/1/14 | 129.300003 | 459.482727 | 220.600006 | 5.715 | 2022/1/17 | -0.006206404644 | -0.0166137734 | -0.01829877175 | -0.006143064514 | |||||||||||||||||
74 | 2022/1/17 | 128.5 | 451.912048 | 216.600006 | 5.68 | 2022/1/18 | -0.0164774068 | -0.02787638565 | -0.003700295542 | -0.005295687575 | failure rate under H0,tilde alpha | 1% | |||||||||||||||
75 | 2022/1/18 | 126.400002 | 439.488342 | 215.800003 | 5.65 | 2022/1/19 | -0.01755835219 | 0.00660358905 | -0.006508665514 | -0.01067625799 | Exception days, N | 13 | |||||||||||||||
76 | 2022/1/19 | 124.199997 | 442.400146 | 214.399994 | 5.59 | 2022/1/20 | 0.05711370627 | 0.06391640116 | 0.1044272725 | 0.04546237408 | Total Observation T | 500 | |||||||||||||||
77 | 2022/1/20 | 131.5 | 471.600006 | 238 | 5.85 | 2022/1/21 | -0.03403268916 | 0.006762456076 | 0 | -0.0051413995 | Test statistic | 8.973292711 | |||||||||||||||
78 | 2022/1/21 | 127.099998 | 474.799988 | 238 | 5.82 | 2022/1/24 | -0.06501070289 | -0.01101235617 | -0.02209094493 | -0.02787636953 | Critical value | 3.84 | |||||||||||||||
79 | 2022/1/24 | 119.099998 | 469.600006 | 232.800003 | 5.66 | 2022/1/25 | -0.01950036349 | -0.005980406585 | -0.03053006374 | -0.02867579998 | Rej H0? | TRUE | |||||||||||||||
80 | 2022/1/25 | 116.800003 | 466.799988 | 225.800003 | 5.5 | 2022/1/26 | 0.0008557895076 | 0.01446222153 | -0.003549262797 | 0.007246408521 | |||||||||||||||||
81 | 2022/1/26 | 116.900002 | 473.600006 | 225 | 5.54 | 2022/1/27 | -0.07456871261 | -0.02263604215 | -0.07185413242 | -0.03676884779 | Remark: | ||||||||||||||||
82 | 2022/1/27 | 108.5 | 463 | 209.399994 | 5.34 | 2022/1/28 | 0.01373019281 | -0.006500564603 | -0.006708190082 | -0.01414450739 | Formula for test stat | -2*LN((1-tilde_alpha)^(T-N)*tilde_alpha^N)+2*LN((1-N/T)^(T-N)*(N/T)^N) | |||||||||||||||
83 | 2022/1/28 | 110 | 460 | 208 | 5.265 | 2022/1/31 | 0.04183963219 | 0.02405616832 | 0.05699813096 | 0.02160722859 | |||||||||||||||||
84 | 2022/1/31 | 114.699997 | 471.200012 | 220.199997 | 5.38 | 2022/2/4 | 0.04849955151 | 0.01641793961 | 0.02953237442 | 0.02930612659 | |||||||||||||||||
85 | 2022/2/4 | 120.400002 | 479 | 226.800003 | 5.54 | 2022/2/7 | -0.04588742112 | -0.002089864919 | -0.004418920079 | -0.01180222506 | |||||||||||||||||
86 | 2022/2/7 | 115 | 478 | 225.800003 | 5.475 | 2022/2/8 | -0.03360177353 | -0.01687803779 | -0.02148696348 | -0.01471967699 | |||||||||||||||||
87 | 2022/2/8 | 111.199997 | 470 | 221 | 5.395 | 2022/2/9 | 0.06611107734 | 0.02686976966 | 0.03643227023 | 0.03550668846 | |||||||||||||||||
88 | 2022/2/9 | 118.800003 | 482.799988 | 229.199997 | 5.59 | 2022/2/10 | 0.02821759001 | 0.003308534924 | 0.01644348181 | 0.002679769357 | |||||||||||||||||
89 | 2022/2/10 | 122.199997 | 484.399994 | 233 | 5.605 | 2022/2/11 | 0.001635364231 | -0.0153945084 | -0.02257038938 | -0.01256749036 | |||||||||||||||||
90 | 2022/2/11 | 122.400002 | 477 | 227.800003 | 5.535 | 2022/2/14 | -0.03069511008 | -0.0105375053 | -0.03666032722 | -0.0136427764 | |||||||||||||||||
91 | 2022/2/14 | 118.699997 | 472 | 219.600006 | 5.46 | 2022/2/15 | -0.002530537 | -0.004246290881 | -0.02583172194 | -0.003669728889 | |||||||||||||||||
92 | 2022/2/15 | 118.400002 | 470 | 214 | 5.44 | 2022/2/16 | 0.03404229064 | 0.01310526455 | 0.02492050547 | 0.02361599307 | |||||||||||||||||
93 | 2022/2/16 | 122.5 | 476.200012 | 219.399994 | 5.57 | 2022/2/17 | 0.004073325388 | 0.005862638159 | 0.006360807496 | 0.005371543802 | |||||||||||||||||
94 | 2022/2/17 | 123 | 479 | 220.800003 | 5.6 | 2022/2/18 | -0.028867984 | -0.01896790271 | -0.1608153652 | -0.02990707717 | |||||||||||||||||
95 | 2022/2/18 | 119.5 | 470 | 188 | 5.435 | 2022/2/21 | -0.03925416911 | -0.05375995335 | -0.04071118506 | -0.0270412747 | |||||||||||||||||
96 | 2022/2/21 | 114.900002 | 445.399994 | 180.5 | 5.29 | 2022/2/22 | -0.03093485681 | -0.001348025394 | -0.05231435493 | -0.02294555735 | |||||||||||||||||
97 | 2022/2/22 | 111.400002 | 444.799988 | 171.300003 | 5.17 | 2022/2/23 | 0.008936609807 | 0.0004495662083 | 0.0304708993 | 0.01630731581 | |||||||||||||||||
98 | 2022/2/23 | 112.400002 | 445 | 176.600006 | 5.255 | 2022/2/24 | -0.06905642079 | -0.03941851357 | -0.03691312363 | -0.04575007063 | |||||||||||||||||
99 | 2022/2/24 | 104.900002 | 427.799988 | 170.199997 | 5.02 | 2022/2/25 | 0.003805913162 | -0.008922313366 | 0 | 0.007936549596 | |||||||||||||||||
100 | 2022/2/25 | 105.300003 | 424 | 170.199997 | 5.06 | 2022/2/28 | -0.0105013471 | -0.006625646482 | 0.01168237606 | 0.001974334304 | |||||||||||||||||