{"id":87,"date":"2024-10-06T11:53:52","date_gmt":"2024-10-06T08:53:52","guid":{"rendered":"https:\/\/blog.metu.edu.tr\/caglart\/?p=87"},"modified":"2024-10-06T11:54:00","modified_gmt":"2024-10-06T08:54:00","slug":"bir-borsa-paradoksu","status":"publish","type":"post","link":"https:\/\/blog.metu.edu.tr\/caglart\/2024\/10\/06\/bir-borsa-paradoksu\/","title":{"rendered":"Bir borsa paradoksu"},"content":{"rendered":"<p>AYKIRI SORULAR -3-<\/p>\n<p>\u0130\u00e7erik: Borsa g\u00f6stergeleri kullanmak deha par\u0131lt\u0131s\u0131 m\u0131, bo\u015fa hamall\u0131k m\u0131?<\/p>\n<p>&nbsp;<\/p>\n<p>Pek \u00e7ok borsac\u0131, Teknik Analiz G\u00f6stergeleri diye bilinen RSI, MACD, ULTIMATE gibi baz\u0131 matematiksel fonksiyon grafiklerini kullanmay\u0131 pek sever. Oysa bunlar neredeyse t\u00fcm\u00fcyle g\u00fcvensizdir. \u00c7\u00fcnk\u00fc<\/p>\n<ul>\n<li>Parametrelere ba\u011f\u0131ml\u0131d\u0131rlar. \u00d6rne\u011fin, g\u00fcn bazl\u0131 grafiklerde RSI(5) mi RSI(10) mu yoksa RSI(14) m\u00fc, basit ortalamalarla m\u0131 yoksa \u00fcstl\u00fc(=\u00fcsl\u00fc, \u00fcstel) ortalamalarla m\u0131 kullan\u0131lmas\u0131 gerekir? Bunlardan baz\u0131s\u0131 AL_\u0131m \u00f6nerirken di\u011ferleri ayn\u0131 anda SAT_\u0131m \u00f6nerir.<\/li>\n<li>Dolay\u0131s\u0131 ile, herhangi bir hissenin \u00f6rne\u011fin g\u00fcn bazl\u0131 grafi\u011finde baz\u0131 g\u00f6stergeler baz\u0131 parametre setleriyle AL_\u0131m \u00f6nerirken ba\u015fka baz\u0131 g\u00f6stergeler baz\u0131 ba\u015fka parametrelerle SAT_\u0131m \u00f6nerebilir.<\/li>\n<li>Herhangi bir g\u00f6sterge \u00f6rne\u011fin g\u00fcn bazl\u0131 grafiklerde AL_\u0131m \u00f6nerirken ayn\u0131 hisselerin haftal\u0131k bazl\u0131 grafiklerinde SAT_\u0131m \u00f6neriyor olabilirler.<\/li>\n<li>Baz\u0131 g\u00f6stergeler aras\u0131nda ise, hemen hemen hi\u00e7 fark yoktur. \u00d6rne\u011fin, CCI, RSI, ULTIMATE OSC., MACD ve MOMENTUM g\u00f6stergeleri ziyadesiyle benze\u015ftirler.<\/li>\n<li>G\u00f6stergelerin hi\u00e7biri, ilgili grafikteki fiyat+hacim verisinin t\u00fcm\u00fcn\u00fc kapsamaz. \u00d6rne\u011fin RSI(14) g\u00fcn bazl\u0131 grafiklerde 14 g\u00fcn \u00f6ncesini g\u00f6rmez, 14 g\u00fcn \u00f6ncesini yok sayar.<\/li>\n<li>S\u00f6z\u00fc uzatmaya da gerek yok; o g\u00f6stergelerden herhangi biri i\u015fe yar\u0131yor(=para kazand\u0131r\u0131yor) olsa, zaten borsa olmaz. Herkes o g\u00f6stergeyi kullan\u0131r, \u2026 sonras\u0131 mal\u00fbm.<\/li>\n<\/ul>\n<p>Durum buysa, o g\u00f6stergeler binlerce hatta milyonlarca insan taraf\u0131ndan ni\u00e7in kullan\u0131lmaktad\u0131r acaba?<\/p>\n<p>\u015e\u00f6yle d\u00fc\u015f\u00fcnen de olabilir tabii; \u201cFevkaladenin de fevkinde s\u00fcper kazan\u00e7l\u0131 baz\u0131 ama en az\u0131ndan bir tane g\u00f6sterge vard\u0131r. Ama hen\u00fcz ke\u015ffedilmemi\u015f olabilir ve bunu ben ke\u015ffedebilirim, ke\u015ffedece\u011fim.\u201d<\/p>\n<p>Bu fakir ise, hen\u00fcz ilk c\u00fcmlede belirtti\u011fi \u00fczere, var olan, bilinen g\u00f6stergelere asla g\u00fcvenmez. Onun yerine, orta vadeli i\u015flemler i\u00e7in karar verirken, hacmin artt\u0131\u011f\u0131na m\u0131 yoksa azald\u0131\u011f\u0131na m\u0131 bakar, \u00f6rne\u011fin.<\/p>\n<p>Hep bilinir; ezc\u00fcmle sosyal medyas\u0131ndan radyo ve televizyonlara dek bas\u0131n kanallar\u0131nda hacim azalmas\u0131na sevinilmezken hacim art\u0131\u015f\u0131 m\u00fcjdeli haber olarak verilir. Oysa ekteki grafikte de g\u00f6r\u00fclece\u011fi gibi, haftal\u0131k d\u00fc\u015f\u00fc\u015fler y\u00fcksek hacimli g\u00fcnleri takiben ger\u00e7ekle\u015fmi\u015ftir. Bkz.,<a href=\"https:\/\/blog.metu.edu.tr\/caglart\/files\/2024\/10\/borsa-paradoks.pdf\">borsa paradoks<\/a><\/p>\n<p>Son not: 1) Demek ki, tarihten ders \u00e7\u0131kart\u0131labilir. 2) Tarihten ders \u00e7\u0131kartmak iyidir.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>AYKIRI SORULAR -3- \u0130\u00e7erik: Borsa g\u00f6stergeleri kullanmak deha par\u0131lt\u0131s\u0131 m\u0131, bo\u015fa hamall\u0131k m\u0131? &nbsp; Pek \u00e7ok borsac\u0131, Teknik Analiz G\u00f6stergeleri diye bilinen RSI, MACD, ULTIMATE gibi baz\u0131 matematiksel fonksiyon grafiklerini kullanmay\u0131 pek sever. Oysa bunlar neredeyse t\u00fcm\u00fcyle g\u00fcvensizdir. \u00c7\u00fcnk\u00fc Parametrelere ba\u011f\u0131ml\u0131d\u0131rlar. \u00d6rne\u011fin, g\u00fcn bazl\u0131 grafiklerde RSI(5) mi RSI(10) mu yoksa RSI(14) m\u00fc, basit ortalamalarla m\u0131 [&hellip;]<\/p>\n","protected":false},"author":1425,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"categories":[1],"tags":[],"class_list":["post-87","post","type-post","status-publish","format-standard","hentry","category-genel"],"_links":{"self":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/87","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/users\/1425"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/comments?post=87"}],"version-history":[{"count":0,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/87\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/media?parent=87"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/categories?post=87"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/tags?post=87"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}