{"id":7457,"date":"2023-06-21T12:44:35","date_gmt":"2023-06-21T12:44:35","guid":{"rendered":"https:\/\/bjftradinggroup.com\/?p=7457"},"modified":"2026-09-25T19:02:04","modified_gmt":"2026-09-25T19:02:04","slug":"understanding-statistical-arbitrage-a-path-to-profitable-trading","status":"publish","type":"post","link":"https:\/\/bjftradinggroup.com\/ja\/understanding-statistical-arbitrage-a-path-to-profitable-trading\/","title":{"rendered":"\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u3092\u7406\u89e3\u3059\u308b\uff1a\u5229\u76ca\u3092\u751f\u3080\u30c8\u30ec\u30fc\u30c9\u3078\u306e\u9053"},"content":{"rendered":"<p>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306f\u300c\u30b9\u30bf\u30c3\u30c8\u30a2\u30fc\u30d6\uff08stat 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\u2014 \u95a2\u9023\u3059\u308b2\u3064\u306e\u91d1\u878d\u5546\u54c1\u9593\u306e\u4fa1\u683c\u5dee\u307e\u305f\u306f\u4e0d\u4e00\u81f4\u3002<\/strong><\/h3>\n<p>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306b\u304a\u3044\u3066\u300c\u30b9\u30d7\u30ec\u30c3\u30c9\u300d\u3068\u3044\u3046\u7528\u8a9e\u306f\u3001\u901a\u5e38\u3001\u95a2\u9023\u3059\u308b2\u3064\u306e\u91d1\u878d\u5546\u54c1\u9593\u306e\u4fa1\u683c\u5dee\u307e\u305f\u306f\u4e0d\u4e00\u81f4\u3092\u6307\u3057\u307e\u3059\u3002\u3053\u308c\u3089\u306f2\u3064\u306e\u7570\u306a\u308b\u682a\u5f0f\u3001\u5148\u7269\u5951\u7d04\u3001FX\u901a\u8ca8\u30da\u30a2\u3001\u3042\u308b\u3044\u306f\u6697\u53f7\u8cc7\u7523\u30c8\u30fc\u30af\u30f3\u306e\u5834\u5408\u3082\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u305f\u3068\u3048\u3070\u3001<a href=\"\/product\/pair-trading-strategy\/\">\u30da\u30a2\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u30bd\u30d5\u30c8\u30a6\u30a7\u30a2<\/a>\uff08\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u4e00\u822c\u7684\u306a\u5f62\u614b\uff09\u3067\u3001\u6b74\u53f2\u7684\u306b\u5171\u548c\u5206\u306e\u95a2\u4fc2\u306b\u3042\u308b2\u3064\u306e\u682a\u5f0f\u9593\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u3092\u8ffd\u8de1\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002\u30b9\u30d7\u30ec\u30c3\u30c9\u3001\u3064\u307e\u308a\u4e21\u8005\u306e\u4fa1\u683c\u5dee\u304c\u6b74\u53f2\u7684\u5e73\u5747\u304b\u3089\u5927\u304d\u304f\u4e56\u96e2\u3059\u308b\u3068\u3001\u305d\u308c\u304c\u53d6\u5f15\u6a5f\u4f1a\u306e\u30b7\u30b0\u30ca\u30eb\u3068\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u5e83\u304c\u308a\u3059\u304e\u3001\u6b74\u53f2\u7684\u306a\u95a2\u4fc2\u306b\u6bd4\u3079\u3066\u4e00\u65b9\u306e\u682a\u5f0f\u304c\u5272\u9ad8\u3067\u3001\u3082\u3046\u4e00\u65b9\u304c\u5272\u5b89\u3067\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u308b\u3068\u3057\u307e\u3059\u3002\u305d\u306e\u5834\u5408\u3001\u30c8\u30ec\u30fc\u30c0\u30fc\u306f\u5272\u9ad8\u306a\u682a\u5f0f\u3092\u7a7a\u58f2\u308a\u3057\u3001\u5272\u5b89\u306a\u682a\u5f0f\u3092\u8cb7\u3046\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002\u9006\u306b\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u904e\u5ea6\u306b\u7e2e\u5c0f\u3057\u305f\u5834\u5408\u306f\u3001\u305d\u306e\u53cd\u5bfe\u306e\u53d6\u5f15\u3092\u884c\u3044\u307e\u3059\u3002<\/p>\n<p>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u3067\u306f\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u306f\u5e73\u5747\u56de\u5e30\u7684\u3067\u3042\u308b\u3001\u3064\u307e\u308a\u9577\u671f\u5e73\u5747\u5024\u306e\u5468\u8fba\u3067\u5909\u52d5\u3059\u308b\u3068\u60f3\u5b9a\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u30c8\u30ec\u30fc\u30c0\u30fc\u306f\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u3053\u306e\u5e73\u5747\u304b\u3089\u5927\u304d\u304f\u4e56\u96e2\u3059\u308b\u3068\u3001\u3044\u305a\u308c\u5e73\u5747\u306b\u623b\u308b\u3068\u4e88\u60f3\u3057\u3001\u3053\u306e\u56de\u5e30\u304b\u3089\u5229\u76ca\u3092\u5f97\u3088\u3046\u3068\u3057\u307e\u3059\u3002<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-large wp-image-7462\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-1024x383.png\" alt=\"SharpTrader - \u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u30a4\u30f3\u30b8\u30b1\u30fc\u30bf\u30fc\" width=\"1024\" height=\"383\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-1024x383.png 1024w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-300x112.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-768x287.png 768w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-1536x574.png 1536w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator-680x254.png 680w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-indicator.png 1785w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/p>\n<p><strong>\u56f31<\/strong> &#8211; SharpTrader\u2122\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u30a4\u30f3\u30b8\u30b1\u30fc\u30bf\u30fc<\/p>\n<p><a href=\"https:\/\/bjftradinggroup.com\/product\/sharptrader-forex-crypto-arbitrage\/\">SharpTrader\u2122\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u30bd\u30d5\u30c8\u30a6\u30a7\u30a2<\/a>\u3067\u306f\u30012\u3064\u306e\u8cc7\u7523\u9593\u306e\u76f8\u95a2\u3092\u8996\u899a\u5316\u3059\u308b\u305f\u3081\u306b\u30b9\u30d7\u30ec\u30c3\u30c9\u30a4\u30f3\u30b8\u30b1\u30fc\u30bf\u30fc\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002\u76f8\u95a2\u306e\u8a08\u7b97\u306b\u306f\u4ee5\u4e0b\u306e\u8981\u7d20\u304c\u542b\u307e\u308c\u307e\u3059\uff1a<\/p>\n<ol>\n<li>Spread\uff08\u30b9\u30d7\u30ec\u30c3\u30c9\uff09\uff1a2\u3064\u306e\u8cc7\u7523\u306e\u5024\u306e\u6570\u5024\u7684\u306a\u5dee\u307e\u305f\u306f\u8ddd\u96e2\u3092\u6307\u3057\u307e\u3059\u3002<\/li>\n<li>SpreadMA\uff1api_SpreadMA_Period\u3067\u6c7a\u307e\u308b\u7279\u5b9a\u671f\u9593\u306b\u304a\u3051\u308b\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u79fb\u52d5\u5e73\u5747\u3092\u8868\u3057\u307e\u3059\u3002<\/li>\n<li>STD\uff08\u6a19\u6e96\u504f\u5dee\uff09\uff1aSpreadMA\u306b\u5bfe\u3059\u308b\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u53e4\u5178\u7684\u306a\u6a19\u6e96\u504f\u5dee\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002\u4f7f\u7528\u3055\u308c\u308b\u89b3\u6e2c\u6570\u306fpi_SpreadMA_Period\u3068\u7b49\u3057\u304f\u306a\u308a\u307e\u3059\u3002<\/li>\n<\/ol>\n<p>\u53d6\u5f15\u306e\u30a8\u30f3\u30c8\u30ea\u30fc\u3092\u767a\u52d5\u3059\u308b\u306b\u3042\u305f\u308a\u3001\u30bd\u30d5\u30c8\u30a6\u30a7\u30a2\u306f\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u7406\u8ad6\u306e\u539f\u5247\u306b\u5f93\u3044\u307e\u3059\u3002<\/p>\n<h3>\u76f8\u95a2\u306e\u8a08\u7b97\u306b\u95a2\u3059\u308b\u5c11\u3057\u306e\u7406\u8ad6<\/h3>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-7459\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula.png\" alt=\"\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u76f8\u95a2\u306e\u8a08\u7b97\u5f0f\" width=\"738\" height=\"571\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula.png 738w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula-300x232.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-formula-680x526.png 680w\" sizes=\"auto, (max-width: 738px) 100vw, 738px\" \/><\/p>\n<h3><strong>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8 \u2014 \u76f8\u95a2\u884c\u5217<\/strong><\/h3>\n<p>\u76f8\u95a2\u8868\u306f\u76f8\u95a2\u884c\u5217\u3068\u3082\u547c\u3070\u308c\u3001\u591a\u6570\u306e\u5909\u6570\u9593\u306e\u76f8\u95a2\u4fc2\u6570\u3092\u793a\u3059\u8868\u3067\u3059\u3002\u8868\u306e\u5404\u30bb\u30eb\u306f2\u3064\u306e\u5909\u6570\u9593\u306e\u76f8\u95a2\u3092\u793a\u3057\u3001\u305d\u306e\u5024\u306f-1\u304b\u30891\u306e\u7bc4\u56f2\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>2\u3064\u306e\u5909\u6570\u306e\u76f8\u95a2\u304c1\u306e\u5834\u5408\u3001\u305d\u308c\u3089\u306f\u540c\u3058\u65b9\u5411\u306b\u52d5\u304d\u307e\u3059\u3002\u3064\u307e\u308a\u3001\u4e00\u65b9\u304c\u5897\u52a0\u3059\u308b\u3068\u3082\u3046\u4e00\u65b9\u3082\u5897\u52a0\u3057\u3001\u305d\u306e\u9006\u3082\u540c\u69d8\u3067\u3059\u3002\u3053\u308c\u3092\u5b8c\u5168\u306a\u6b63\u306e\u76f8\u95a2\u3068\u547c\u3073\u307e\u3059\u3002<\/p>\n<p>2\u3064\u306e\u5909\u6570\u306e\u76f8\u95a2\u304c-1\u306e\u5834\u5408\u3001\u305d\u308c\u3089\u306f\u53cd\u5bfe\u65b9\u5411\u306b\u52d5\u304d\u307e\u3059\u3002\u3064\u307e\u308a\u3001\u4e00\u65b9\u306e\u5909\u6570\u304c\u5897\u52a0\u3059\u308b\u3068\u3082\u3046\u4e00\u65b9\u306f\u6e1b\u5c11\u3057\u3001\u305d\u306e\u9006\u3082\u540c\u69d8\u3067\u3059\u3002\u3053\u308c\u3092\u5b8c\u5168\u306a\u8ca0\u306e\u76f8\u95a2\u3068\u547c\u3073\u307e\u3059\u3002\u76f8\u95a2\u304c0\u306e\u5834\u5408\u306f\u3001\u5909\u6570\u9593\u306b\u95a2\u4fc2\u304c\u5b58\u5728\u3057\u306a\u3044\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306f\u30013\u3064\u306e\u5909\u6570A\u3001B\u3001C\u306b\u3064\u3044\u3066\u306e\u76f8\u95a2\u8868\u306e\u7c21\u5358\u306a\u4f8b\u3067\u3059\uff1a<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-7460\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-table.png\" alt=\"\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u76f8\u95a2\u8868\u306e\u4f8b\" width=\"515\" height=\"116\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-table.png 515w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/correlation-table-300x68.png 300w\" sizes=\"auto, (max-width: 515px) 100vw, 515px\" \/><\/p>\n<p><strong>\u56f32<\/strong> &#8211; \u76f8\u95a2\u8868\u306e\u4f8b<\/p>\n<p>\u3053\u306e\u8868\u3067\u306f\u3001\u5909\u6570A\u3068B\u306e\u76f8\u95a2\u306f0.5\uff08\u4e2d\u7a0b\u5ea6\u306e\u6b63\u306e\u76f8\u95a2\uff09\u3001A\u3068C\u306e\u76f8\u95a2\u306f-0.7\uff08\u5f37\u3044\u8ca0\u306e\u76f8\u95a2\uff09\u3067\u3059\u3002\u5909\u6570\u306f\u81ea\u5206\u81ea\u8eab\u3068\u5b8c\u5168\u306b\u76f8\u95a2\u3057\u3066\u3044\u308b\u305f\u3081\u3001\u884c\u5217\u306e\u5de6\u4e0a\u304b\u3089\u53f3\u4e0b\u3078\u306e\u5bfe\u89d2\u7dda\u306f\u5e38\u306b1\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>\u3053\u3046\u3057\u305f\u8868\u306f\u91d1\u878d\u3092\u542b\u3080\u3055\u307e\u3056\u307e\u306a\u5206\u91ce\u3067\u5e83\u304f\u4f7f\u308f\u308c\u3066\u304a\u308a\u3001\u7570\u306a\u308b\u91d1\u878d\u5909\u6570\u9593\u306e\u95a2\u4fc2\u3084\u7570\u306a\u308b\u8cc7\u7523\u306e\u30ea\u30bf\u30fc\u30f3\u9593\u306e\u95a2\u4fc2\u3092\u5224\u65ad\u3059\u308b\u306e\u306b\u5f79\u7acb\u3061\u3001\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u5206\u6563\u3084\u30ea\u30b9\u30af\u7ba1\u7406\u306b\u6709\u7528\u3067\u3059\u3002<\/p>\n<p>\u3053\u306e\u76f8\u95a2\u884c\u5217\u306f\u3001\u4e00\u822c\u306b\u7d71\u8a08\u30bd\u30d5\u30c8\u30a6\u30a7\u30a2\u3084Python\u3001R\u306a\u3069\u306e\u30d7\u30ed\u30b0\u30e9\u30df\u30f3\u30b0\u8a00\u8a9e\u3092\u4f7f\u3063\u3066\u4f5c\u6210\u3067\u304d\u307e\u3059\u3002\u4ee5\u4e0b\u306f\u3001pandas\u3068numpy\u30e9\u30a4\u30d6\u30e9\u30ea\u3092\u4f7f\u3063\u3066<a href=\"https:\/\/www.python.org\/\">Python<\/a>\u3067\u4f5c\u6210\u3059\u308b\u7c21\u5358\u306a\u65b9\u6cd5\u3067\u3059\uff1a<\/p>\n<p><span style=\"color: #0000ff;\"><em>import pandas as pd<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>import numpy as np<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em># 2\u3064\u306e\u30ea\u30b9\u30c8\u306b\u904e\u53bb\u30c7\u30fc\u30bf\u304c\u3042\u308b\u3068\u4eee\u5b9a<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>crude_oil_prices = [&#8230;]<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>texas_oil_prices = [&#8230;]<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em># DataFrame\u3092\u4f5c\u6210<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>df = pd.DataFrame({&#8216;Crude Oil&#8217;: crude_oil_prices, &#8216;Texas Oil&#8217;: texas_oil_prices})<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em># \u76f8\u95a2\u884c\u5217\u3092\u8a08\u7b97<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>correlation_matrix = df.corr()<\/em><\/span><\/p>\n<p><span style=\"color: #0000ff;\"><em>print(correlation_matrix)<\/em><\/span><\/p>\n<p>\u3053\u306e\u30b9\u30af\u30ea\u30d7\u30c8\u306f\u3001\u539f\u6cb9\u4fa1\u683c\u3068\u30c6\u30ad\u30b5\u30b9\u539f\u6cb9\u4fa1\u683c\u306e\u76f8\u95a2\u4fc2\u6570\u3092\u542b\u30802&#215;2\u306e\u76f8\u95a2\u884c\u5217\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/p>\n<h2><strong>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u6226\u7565\u306e\u5b9f\u88c5<\/strong><\/h2>\n<p>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u5b9f\u88c5\u306f\u8907\u96d1\u306a\u4f5c\u696d\u3067\u3059\u3002\u9ad8\u5ea6\u306a\u7d71\u8a08\u30c4\u30fc\u30eb\u3068\u30e2\u30c7\u30eb\u3001\u9ad8\u901f\u306a\u8a08\u7b97\u30b7\u30b9\u30c6\u30e0\u3001\u305d\u3057\u3066\u9ad8\u5ea6\u306a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u304c\u5fc5\u8981\u3067\u3059\u3002\u305d\u306e\u30a2\u30d7\u30ed\u30fc\u30c1\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\uff1a<\/p>\n<ul>\n<li><strong>\u30da\u30a2\u306e\u9078\u5b9a\uff1a<\/strong>\u6700\u521d\u306e\u30b9\u30c6\u30c3\u30d7\u306f\u3001\u6b74\u53f2\u7684\u306b\u76f8\u95a2\u306e\u3042\u308b\u8cc7\u7523\u306e\u30da\u30a2\u3092\u7279\u5b9a\u3059\u308b\u3053\u3068\u3067\u3059\u3002\u3053\u308c\u306f\u901a\u5e38\u3001\u5171\u548c\u5206\u691c\u5b9a\u306a\u3069\u306e\u7d71\u8a08\u7684\u624b\u6cd5\u3092\u7528\u3044\u3066\u884c\u3044\u307e\u3059\u3002<\/li>\n<li><strong>\u3057\u304d\u3044\u5024\u306e\u6c7a\u5b9a<\/strong>\uff1a\u6b21\u306b\u3001\u30c8\u30ec\u30fc\u30c0\u30fc\u306f\u4e56\u96e2\u306e\u4e0a\u9650\u3068\u4e0b\u9650\u306e\u3057\u304d\u3044\u5024\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002\u8cc7\u7523\u4fa1\u683c\u304c\u3053\u308c\u3089\u306e\u3057\u304d\u3044\u5024\u3092\u8d85\u3048\u3066\u4e56\u96e2\u3059\u308b\u3068\u3001\u53d6\u5f15\u30b7\u30b0\u30ca\u30eb\u304c\u767a\u52d5\u3057\u307e\u3059\u3002<\/li>\n<li><strong>\u53d6\u5f15\u306e\u57f7\u884c\uff1a<\/strong>\u53d6\u5f15\u30b7\u30b0\u30ca\u30eb\u304c\u767a\u52d5\u3059\u308b\u3068\u3001\u30c8\u30ec\u30fc\u30c0\u30fc\u306f\u53d6\u5f15\u3092\u57f7\u884c\u3057\u3001\u51fa\u9045\u308c\u305f\u8cc7\u7523\u3092\u8cb7\u3044\u3001\u4e0a\u6607\u3057\u305f\u8cc7\u7523\u3092\u7a7a\u58f2\u308a\u3057\u307e\u3059\u3002<\/li>\n<li><strong>\u53d6\u5f15\u306e\u624b\u4ed5\u821e\u3044\uff1a<\/strong>2\u3064\u306e\u8cc7\u7523\u306e\u4fa1\u683c\u304c\u53ce\u675f\u3059\u308b\uff08\u3064\u307e\u308a\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u5e73\u5747\u306b\u56de\u5e30\u3059\u308b\uff09\u3068\u3001\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u6c7a\u6e08\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-large wp-image-7461\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-1024x212.png\" alt=\"SharpTrader - \u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u9298\u67c4\u3068\u6ce8\u6587\" width=\"1024\" height=\"212\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-1024x212.png 1024w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-300x62.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-768x159.png 768w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-1536x318.png 1536w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments-680x141.png 680w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-instruments.png 1554w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/p>\n<p><strong>\u56f33<\/strong> &#8211; SharpTrader\u2122\u306e\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u5185\u8535\u6226\u7565\u300cInstruments &amp; Orders\u300d\u30a6\u30a3\u30f3\u30c9\u30a6\u3002<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-large wp-image-7463\" src=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-1024x432.png\" alt=\"SharpTrader - \u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u76f8\u5834\u3068\u30c1\u30e3\u30fc\u30c8\" width=\"1024\" height=\"432\" srcset=\"https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-1024x432.png 1024w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-300x127.png 300w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-768x324.png 768w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs-680x287.png 680w, https:\/\/bjftradinggroup.com\/wp-content\/uploads\/2023\/06\/statistical-arbitrage-graphs.png 1509w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/p>\n<p><strong>\u56f34<\/strong> &#8211; SharpTrader\u2122\u306e\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u76f8\u5834\u3068\u30c1\u30e3\u30fc\u30c8<\/p>\n<h4><strong>\u30ea\u30b9\u30af\u3068\u9650\u754c<\/strong><\/h4>\n<p>\u4ed6\u306e\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u3068\u540c\u69d8\u306b\u3001\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306b\u3082\u30ea\u30b9\u30af\u304c\u306a\u3044\u308f\u3051\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002\u6700\u3082\u91cd\u5927\u306a\u30ea\u30b9\u30af\u306e\u4e00\u3064\u304c\u300c\u30e2\u30c7\u30eb\u30ea\u30b9\u30af\u300d\u3001\u3059\u306a\u308f\u3061\u6570\u7406\u30e2\u30c7\u30eb\u304c\u8aa4\u3063\u305f\u524d\u63d0\u306b\u57fa\u3065\u3044\u3066\u3044\u308b\u53ef\u80fd\u6027\u3067\u3059\u3002<\/p>\n<p>\u3055\u3089\u306b\u3001\u4fa1\u683c\u306e\u975e\u52b9\u7387\u6027\u306f\u6570\u30df\u30ea\u79d2\u3067\u6d88\u3048\u308b\u3053\u3068\u304c\u3042\u308b\u305f\u3081\u3001\u3053\u306e\u6226\u7565\u306e\u6210\u5426\u306f\u57f7\u884c\u901f\u5ea6\u306b\u3082\u5927\u304d\u304f\u5de6\u53f3\u3055\u308c\u307e\u3059\u3002\u3053\u306e\u3088\u3046\u306b\u901f\u5ea6\u306b\u4f9d\u5b58\u3059\u308b\u305f\u3081\u3001\u3053\u306e\u30a2\u30d7\u30ed\u30fc\u30c1\u306f\u500b\u4eba\u30c8\u30ec\u30fc\u30c0\u30fc\u3088\u308a\u3082\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u53d6\u5f15\u30b7\u30b9\u30c6\u30e0\u306b\u9069\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<h3><strong>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u672a\u6765<\/strong><\/h3>\n<p>\u91d1\u878d\u5e02\u5834\u306e\u52b9\u7387\u5316\u3068\u81ea\u52d5\u5316\u304c\u9032\u3080\u306a\u304b\u3001\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306e\u672a\u6765\u306f\u3001\u3088\u308a\u9ad8\u5ea6\u306a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3068\u30e2\u30c7\u30eb\u3001\u6a5f\u68b0\u5b66\u7fd2\u3001\u4eba\u5de5\u77e5\u80fd\u306e\u958b\u767a\u306b\u304b\u304b\u3063\u3066\u3044\u307e\u3059\u3002\u6280\u8853\u9769\u65b0\u304c\u7d9a\u304f\u9650\u308a\u3001\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u3082\u9032\u5316\u3057\u7d9a\u3051\u308b\u3067\u3057\u3087\u3046\u3002<\/p>\n<p>\u7d50\u8ad6\u3068\u3057\u3066\u3001\u8907\u96d1\u306a\u6570\u7406\u30e2\u30c7\u30eb\u3068\u9ad8\u901f\u57f7\u884c\u3092\u57fa\u76e4\u3068\u3059\u308b\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306f\u3001\u6280\u8853\u7684\u306b\u9ad8\u5ea6\u306a\u30c8\u30ec\u30fc\u30c9\u624b\u6cd5\u3092\u63d0\u4f9b\u3057\u307e\u3059\u3002\u8ab2\u984c\u3084\u30ea\u30b9\u30af\u306f\u3042\u308b\u3082\u306e\u306e\u3001\u30ea\u30b9\u30af\u3092\u614e\u91cd\u306b\u7ba1\u7406\u3059\u308c\u3070\u5b89\u5b9a\u3057\u305f\u30ea\u30bf\u30fc\u30f3\u3092\u5f97\u3089\u308c\u308b\u53ef\u80fd\u6027\u304c\u3042\u308b\u305f\u3081\u3001\u4f9d\u7136\u3068\u3057\u3066\u9b45\u529b\u7684\u306a\u6226\u7565\u3067\u3059\u3002<\/p>\n<p>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u3078\u306e\u4eba\u5de5\u77e5\u80fd\uff08AI\uff09\u306e\u5fdc\u7528\u306f\u3001\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u3092\u5f37\u5316\u3057\u3001\u305d\u306e\u4e88\u6e2c\u7cbe\u5ea6\u3092\u9ad8\u3081\u308b\u65b0\u305f\u306a\u9053\u3092\u958b\u304d\u307e\u3057\u305f\u3002AI\u306e\u4e00\u5206\u91ce\u3067\u3042\u308b\u6a5f\u68b0\u5b66\u7fd2\u306f\u3001\u8907\u96d1\u306a\u30d1\u30bf\u30fc\u30f3\u3092\u7279\u5b9a\u3057\u3001\u5927\u898f\u6a21\u306a\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u57fa\u3065\u3044\u3066\u4e88\u6e2c\u3092\u884c\u3046\u306e\u306b\u7279\u306b\u5f79\u7acb\u3061\u307e\u3059\u3002\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u306bAI\u3092\u6d3b\u7528\u3059\u308b\u65b9\u6cd5\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\uff1a<\/p>\n<p>\u30c7\u30fc\u30bf\u53ce\u96c6\uff1a\u95a2\u5fc3\u306e\u3042\u308b\u91d1\u878d\u5546\u54c1\u306e\u904e\u53bb\u306e\u4fa1\u683c\u30c7\u30fc\u30bf\u3092\u53ce\u96c6\u3057\u307e\u3059\u3002\u3053\u306e\u30c7\u30fc\u30bf\u306b\u306f\u3001\u59cb\u5024\u3001\u9ad8\u5024\u3001\u5b89\u5024\u3001\u7d42\u5024\u3001\u51fa\u6765\u9ad8\u306a\u3069\u304c\u542b\u307e\u308c\u307e\u3059\u3002\u53d6\u5f15\u3059\u308b\u8cc7\u7523\u306b\u3068\u3063\u3066\u91cd\u8981\u3068\u8003\u3048\u3089\u308c\u308b\u5834\u5408\u306f\u3001\u91d1\u5229\u3084GDP\u306e\u6570\u5024\u306a\u3069\u3001\u95a2\u9023\u3059\u308b\u30de\u30af\u30ed\u7d4c\u6e08\u30c7\u30fc\u30bf\u3092\u542b\u3081\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002<\/p>\n<h4><strong>\u7279\u5fb4\u91cf\u30a8\u30f3\u30b8\u30cb\u30a2\u30ea\u30f3\u30b0<\/strong><\/h4>\n<p>\u3053\u306e\u30c7\u30fc\u30bf\u3092\u4f7f\u3063\u3066\u3001<a href=\"https:\/\/ai.google\/\">AI\u30e2\u30c7\u30eb<\/a>\u7528\u306e\u7279\u5fb4\u91cf\uff08\u5165\u529b\u5909\u6570\uff09\u306e\u30bb\u30c3\u30c8\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002\u3053\u308c\u306b\u306f\u3001\u79fb\u52d5\u5e73\u5747\u3084RSI\u306a\u3069\u306e\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\u306e\u8a08\u7b97\u3084\u3001\u8cc7\u7523\u30da\u30a2\u9593\u306e\u4fa1\u683c\u5dee\u3084\u4fa1\u683c\u6bd4\u7387\u3092\u8868\u3059\u5909\u6570\u306e\u4f5c\u6210\u304c\u542b\u307e\u308c\u307e\u3059\u3002<\/p>\n<h4><strong>\u30e2\u30c7\u30eb\u306e\u5b66\u7fd2<\/strong><\/h4>\n<p>\u3053\u308c\u3089\u306e\u7279\u5fb4\u91cf\u3092\u30cb\u30e5\u30fc\u30e9\u30eb\u30cd\u30c3\u30c8\u30ef\u30fc\u30af\u3084\u30b5\u30dd\u30fc\u30c8\u30d9\u30af\u30bf\u30fc\u30de\u30b7\u30f3\u306a\u3069\u306e\u6a5f\u68b0\u5b66\u7fd2\u30e2\u30c7\u30eb\u306b\u5165\u529b\u3057\u3001\u8cc7\u7523\u306e\u5c06\u6765\u306e\u4fa1\u683c\u5909\u52d5\u3084\u30b9\u30d7\u30ec\u30c3\u30c9\u3092\u4e88\u6e2c\u3057\u307e\u3059\u3002\u30e2\u30c7\u30eb\u306f\u904e\u53bb\u30c7\u30fc\u30bf\u306e\u30d1\u30bf\u30fc\u30f3\u304b\u3089\u5b66\u7fd2\u3057\u307e\u3059\u3002<\/p>\n<h4><strong>\u30e2\u30c7\u30eb\u306e\u691c\u8a3c<\/strong><\/h4>\n<p>\u30a2\u30a6\u30c8\u30aa\u30d6\u30b5\u30f3\u30d7\u30eb\u30c7\u30fc\u30bf\u3092\u4f7f\u3063\u3066\u30e2\u30c7\u30eb\u306e\u6027\u80fd\u3092\u691c\u8a3c\u3057\u307e\u3059\u3002\u5b66\u7fd2\u30d7\u30ed\u30bb\u30b9\u3067\u4f7f\u7528\u3057\u3066\u3044\u306a\u3044\u3053\u306e\u30c7\u30fc\u30bf\u306b\u3088\u308a\u3001\u5b9f\u969b\u306e\u30c8\u30ec\u30fc\u30c9\u3067\u30e2\u30c7\u30eb\u304c\u3069\u306e\u3088\u3046\u306b\u6a5f\u80fd\u3059\u308b\u304b\u3092\u3088\u308a\u6b63\u78ba\u306b\u628a\u63e1\u3067\u304d\u307e\u3059\u3002<\/p>\n<p>\u53d6\u5f15\u30b7\u30b0\u30ca\u30eb\uff1a\u30e2\u30c7\u30eb\u3092\u4f7f\u3063\u3066\u53d6\u5f15\u30b7\u30b0\u30ca\u30eb\u3092\u751f\u6210\u3057\u307e\u3059\u3002\u305f\u3068\u3048\u3070\u3001\u30e2\u30c7\u30eb\u304c2\u3064\u306e\u8cc7\u7523\u9593\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u7e2e\u5c0f\u3092\u4e88\u6e2c\u3057\u305f\u5834\u5408\u3001\u51fa\u9045\u308c\u305f\u8cc7\u7523\u3092\u8cb7\u3044\u3001\u4e0a\u6607\u3057\u305f\u8cc7\u7523\u3092\u7a7a\u58f2\u308a\u3059\u308b\u3053\u3068\u304c\u8003\u3048\u3089\u308c\u307e\u3059\u3002<\/p>\n<h4><strong>\u30ea\u30b9\u30af\u7ba1\u7406<\/strong><\/h4>\n<p>\u5e38\u306b\u30ea\u30b9\u30af\u7ba1\u7406\u6226\u7565\u3092\u7528\u610f\u3057\u3066\u304a\u3044\u3066\u304f\u3060\u3055\u3044\u3002AI\u30e2\u30c7\u30eb\u306f\u3001\u3042\u3089\u3086\u308b\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u3068\u540c\u69d8\u306b\u5b8c\u74a7\u3067\u306f\u306a\u304f\u3001\u8aa4\u3063\u305f\u4e88\u6e2c\u3092\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002\u5404\u53d6\u5f15\u306e\u30ea\u30b9\u30af\u3092\u9650\u5b9a\u3057\u3001\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u3092\u8a2d\u5b9a\u3059\u308b\u3053\u3068\u304c\u4e0d\u53ef\u6b20\u3067\u3059\u3002<\/p>\n<p><strong>\u30e2\u30c7\u30eb\u306e\u66f4\u65b0<\/strong><\/p>\n<p>\u30e2\u30c7\u30eb\u306e\u6027\u80fd\u3092\u7d99\u7d9a\u7684\u306b\u76e3\u8996\u3057\u3001\u65b0\u3057\u3044\u30c7\u30fc\u30bf\u3067\u66f4\u65b0\u3057\u3066\u304f\u3060\u3055\u3044\u3002\u91d1\u878d\u5e02\u5834\u306f\u5e38\u306b\u5909\u5316\u3057\u3066\u304a\u308a\u3001\u904e\u53bb\u306b\u826f\u597d\u306a\u6210\u7e3e\u3092\u4e0a\u3052\u305f\u30e2\u30c7\u30eb\u304c\u5c06\u6765\u3082\u5e38\u306b\u3046\u307e\u304f\u6a5f\u80fd\u3059\u308b\u3068\u306f\u9650\u308a\u307e\u305b\u3093\u3002\u30e2\u30c7\u30eb\u306e\u6027\u80fd\u3092\u7dad\u6301\u3059\u308b\u306b\u306f\u3001\u5b9a\u671f\u7684\u306a\u66f4\u65b0\u3068\u8abf\u6574\u304c\u4e0d\u53ef\u6b20\u3067\u3059\u3002AI\u306f\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u3092\u5f37\u5316\u3067\u304d\u307e\u3059\u304c\u3001\u4e07\u80fd\u85ac\u3067\u306f\u306a\u304f\u3001\u6210\u529f\u3092\u4fdd\u8a3c\u3059\u308b\u3082\u306e\u3067\u306f\u306a\u3044\u3053\u3068\u3092\u5fd8\u308c\u306a\u3044\u3067\u304f\u3060\u3055\u3044\u3002<\/p>\n<p><a href=\"https:\/\/bjftradinggroup.com\/product\/sharptrader-forex-crypto-arbitrage\/\">SharpTrader\u2122\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u30bd\u30d5\u30c8\u30a6\u30a7\u30a2\u306e\u8a73\u7d30\u306f\u3053\u3061\u3089<\/a><\/p>\n<h2>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8 \u3088\u304f\u3042\u308b\u8cea\u554f<\/h2>\n<p><strong>Q. \u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u3067\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u3092\u3069\u306e\u3088\u3046\u306b\u30d0\u30e9\u30f3\u30b9\u3055\u305b\u307e\u3059\u304b\uff1f<\/strong><\/p>\n<p><strong>A. \u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u306e\u30d0\u30e9\u30f3\u30b9\uff1a\u6307\u6570\u3068\u30b9\u30dd\u30c3\u30c8<\/strong><\/p>\n<p>\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u3067\u306f\u3001\u30da\u30a2\u30c8\u30ec\u30fc\u30c9\u3068\u540c\u69d8\u306b\u3001\u95a2\u4fc2\u3059\u308b\u9298\u67c4\u306e\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u3092\u9069\u5207\u306b\u63c3\u3048\u308b\u3053\u3068\u304c\u4e0d\u53ef\u6b20\u3067\u3059\u3002\u7279\u306b\u6307\u6570\u3084\u8cb4\u91d1\u5c5e\u3092\u53d6\u5f15\u3059\u308b\u5834\u5408\u306b\u91cd\u8981\u3067\u3059\u3002\u305d\u306e\u7406\u7531\u306f\u3001\u5951\u7d04\u30b5\u30a4\u30ba\u3001\u5951\u7d04\u901a\u8ca8\u3001\u6700\u5c0f\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u306a\u3069\u306e\u5951\u7d04\u4ed5\u69d8\u304c\u9298\u67c4\u3054\u3068\u306b\u7570\u306a\u308b\u3053\u3068\u304c\u591a\u3044\u305f\u3081\u3067\u3059\u3002<\/p>\n<p>\u305f\u3068\u3048\u3070\u3001US30\u306e\u30b9\u30dd\u30c3\u30c8\u3068US30\u306e\u5148\u7269\u3092\u53d6\u5f15\u3059\u308b\u5834\u5408\u3092\u8003\u3048\u3066\u307f\u307e\u3057\u3087\u3046\u3002\u4ed5\u69d8\u306b\u3088\u308b\u3068\u3001\u30b9\u30dd\u30c3\u30c8\u9298\u67c4\u306e\u5951\u7d04\u30b5\u30a4\u30ba\u306f1\u3001\u5148\u7269\u5951\u7d04\u3067\u306f10\u3067\u3059\u3002\u6700\u5c0f\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u306f\u30b9\u30dd\u30c3\u30c8\u30671\u3001\u5148\u7269\u30670.1\u3067\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001\u30b9\u30dd\u30c3\u30c8\u30671\u30ed\u30c3\u30c8\u306e\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u5efa\u3066\u305f\u5834\u5408\u3001\u5148\u7269\u306e\u5bfe\u5fdc\u3059\u308b\u30dd\u30b8\u30b7\u30e7\u30f3\u306f10\u5206\u306e1\u3001\u3064\u307e\u308a0.1\u30ed\u30c3\u30c8\u306b\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u3057\u304b\u3057\u3001\u9006\u306e\u30b1\u30fc\u30b9\u3067\u306f\u5236\u7d04\u304c\u660e\u3089\u304b\u306b\u306a\u308a\u307e\u3059\u3002\u30b9\u30dd\u30c3\u30c8\u30670.1\u30ed\u30c3\u30c8\u3092\u53d6\u5f15\u3057\u3088\u3046\u3068\u3059\u308b\u3068\u3001\u5148\u7269\u3067\u8a08\u7b97\u4e0a\u306e\u540c\u7b49\u30dd\u30b8\u30b7\u30e7\u30f3\u306f0.01\u30ed\u30c3\u30c8\u306b\u306a\u308a\u307e\u3059\u3002\u3053\u306e\u5024\u306f\u5148\u7269\u5951\u7d04\u306b\u5b9a\u3081\u3089\u308c\u305f\u6700\u5c0f\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba0.1\u3092\u4e0b\u56de\u308b\u305f\u3081\u3001\u3053\u306e\u3088\u3046\u306a\u53d6\u5f15\u69cb\u6210\u306f\u5b9f\u73fe\u3067\u304d\u307e\u305b\u3093\u3002<\/p>\n<p>\u3053\u306e\u4f8b\u306f\u3001\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u6226\u7565\u306e\u30d0\u30e9\u30f3\u30b9\u3068\u6709\u52b9\u6027\u3092\u4fdd\u3064\u305f\u3081\u306b\u3001\u5951\u7d04\u4ed5\u69d8\u3092\u6ce8\u610f\u6df1\u304f\u78ba\u8a8d\u3057\u3001\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u3092\u9069\u5207\u306b\u63c3\u3048\u308b\u5fc5\u8981\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<p><strong>\u4fa1\u683c\u306e\u7570\u306a\u308b\u9298\u67c4\u9593\u3067\u306e\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u306e\u30d0\u30e9\u30f3\u30b9<\/strong><\/p>\n<p>\u305f\u3068\u3048\u3070\u91d1\uff08XAUUSD\uff09\u3068\u9280\uff08XAGUSD\uff09\u306e\u3088\u3046\u306b\u4fa1\u683c\u306e\u7570\u306a\u308b\u9298\u67c4\u9593\u3067\u7d71\u8a08\u7684\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u3092\u884c\u3046\u5834\u5408\u3001\u5951\u7d04\u30b5\u30a4\u30ba\u3060\u3051\u3067\u306a\u304f\u9298\u67c4\u306e\u7d76\u5bfe\u7684\u306a\u4fa1\u683c\u6c34\u6e96\u3082\u5927\u304d\u304f\u7570\u306a\u308b\u305f\u3081\u3001\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u3092\u63c3\u3048\u308b\u30d7\u30ed\u30bb\u30b9\u306f\u3055\u3089\u306b\u91cd\u8981\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n<p><strong>\u30b9\u30c6\u30c3\u30d71\uff1a\u5951\u7d04\u4ed5\u69d8\u3092\u78ba\u8a8d\u3059\u308b\u3002<\/strong><br \/>\n\u30d6\u30ed\u30fc\u30ab\u30fc\u304c\u6b21\u306e\u3088\u3046\u306b\u5b9a\u3081\u3066\u3044\u308b\u3068\u3057\u307e\u3059\uff1a<\/p>\n<ul>\n<li><strong>XAUUSD\uff08\u91d1\uff09\uff1a<\/strong>\u5951\u7d04\u30b5\u30a4\u30ba = 100\u30c8\u30ed\u30a4\u30aa\u30f3\u30b9\u3001\u6700\u5c0f\u30ed\u30c3\u30c8 = 0.01\u3002<\/li>\n<li><strong>XAGUSD\uff08\u9280\uff09\uff1a<\/strong>\u5951\u7d04\u30b5\u30a4\u30ba = 5,000\u30c8\u30ed\u30a4\u30aa\u30f3\u30b9\u3001\u6700\u5c0f\u30ed\u30c3\u30c8 = 0.1\u3002<\/li>\n<\/ul>\n<p><strong>\u30b9\u30c6\u30c3\u30d72\uff1a\u4fa1\u683c\u6c34\u6e96\u3092\u6bd4\u8f03\u3059\u308b\u3002<\/strong><br \/>\n\u73fe\u5728\u306e\u4fa1\u683c\u304c\u6b21\u306e\u3068\u304a\u308a\u3060\u3068\u3057\u307e\u3059\uff1a<\/p>\n<ul>\n<li>\u91d1 = 2,500 USD\/oz<\/li>\n<li>\u9280 = 30 USD\/oz<\/li>\n<\/ul>\n<p><strong>\u30b9\u30c6\u30c3\u30d73\uff1a1\u30ed\u30c3\u30c8\u3042\u305f\u308a\u306e\u60f3\u5b9a\u5143\u672c\u3092\u8a08\u7b97\u3059\u308b\u3002<\/strong><\/p>\n<ul>\n<li>\u91d11\u30ed\u30c3\u30c8 = 100 \u00d7 2,500 = <strong>250,000 USD<\/strong><\/li>\n<li>\u92801\u30ed\u30c3\u30c8 = 5,000 \u00d7 30 = <strong>150,000 USD<\/strong><\/li>\n<\/ul>\n<p><strong>\u30b9\u30c6\u30c3\u30d74\uff1a\u6bd4\u7387\u3092\u6c42\u3081\u308b\u3002<\/strong><br \/>\n\u30a8\u30af\u30b9\u30dd\u30fc\u30b8\u30e3\u30fc\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u53d6\u308b\u306b\u306f\u3001\u60f3\u5b9a\u5143\u672c\u3092\u7b49\u3057\u304f\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u30ed\u30c3\u30c8\u6bd4\u7387=250,000\/150,000=1.67<\/p>\n<p>\u3064\u307e\u308a\u3001\u60f3\u5b9a\u5143\u672c\u3067\u898b\u308b\u3068<strong>\u91d11\u30ed\u30c3\u30c8\u306f\u9280\u7d041.67\u30ed\u30c3\u30c8\u306b\u76f8\u5f53<\/strong>\u3057\u307e\u3059\u3002<\/p>\n<p><strong>\u30b9\u30c6\u30c3\u30d75\uff1a\u3088\u308a\u5c0f\u3055\u306a\u30dd\u30b8\u30b7\u30e7\u30f3\u306b\u9069\u7528\u3059\u308b\u3002<\/strong><\/p>\n<ul>\n<li><strong>\u91d10.1\u30ed\u30c3\u30c8<\/strong>\uff0825,000 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