通过股票市场指标预测住房市场
Varun Mittal1, Laura P Schaposnik2,3
1James B. Conant High School, Schaumburg, IL, USA.
Heliyon
|May 30, 2023
概括
本研究将股票市场技术指标应用于住房数据,发现下跌指标显著预测市场变化. 这些见解对于房地产投资分析是有价值的.
科学领域:
- 经济学 经济学 经济学
- 金融市场 金融市场
- 房地产分析 房地产分析
背景情况:
- 随着COVID-19的流行,金融市场需要强大的预测模型.
- 之前的研究将股票市场指标应用于COVID-19数据.
- 住房市场数据可以使用金融市场方法重新解释.
研究的目的:
- 通过将股票市场技术指标应用于住房市场数据来扩展之前的工作.
- 用MACD,RSI和台模式等指标估计未来的房地产市场变化.
- 将这些指标的预测能力与房地产交易所交易基金 (ETF) 进行比较.
主要方法:
- 将住房数据重新解释为金融台.
- 分析移动平均线收差异 (MACD),相对强度指数 (RSI) 和特定的牌模式 (看吞没,下跌吞没,吊人,子).
- 在稳定,波动和和的市场场景中,利用Zillow Housing数据进行美国市场分析.
主要成果:
- 证明了MACD,RSI和杆指标在预测美国房地产市场趋势方面的统计意义.
- 发现,看跌指标在市场预测方面比看指标具有更高的统计意义.
- 观察到,在不太稳定或人口较多的国家,看跌趋势的统计存在度仅略高于看趋势.
结论:
- 股票市场技术指标可以有效地应用于预测住房市场动态.
- 熊市信号通常是房地产市场下滑的更强有力的预测信号.
- 市场稳定和人口密度影响了看和看跌指标之间的预测平衡.
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