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作者：北京大学光华管理学院管理科学教授王其文，2009年9月整理,本文件包括2009年2月及以前的道琼斯指数的数据。共取4400交易日。重点学习IF（）、VLOOKUP()、COUNTIF（）、INDEX（）、MATCH（）等投资假设：根据今天之前的收盘价做出判断，按当日最高和最低之间的中间价策略1：买涨，卖跌策略2：买跌，卖涨按策略投资与长期持有进行比较：按策略投资：按事先确定的规则，从开始日期起可以按规则买卖、到结束日期将股票全部长期持有：从开始日期买入、到事先确定的结束日期卖出、中间没有交易。
1作者：北京大学光华管理学院管理科学教授王其文，2009年9月整理,2011年7月修改。本文件包括2009年2月及以前的道琼斯指数的数据。共取4400交易日。重点学习IF（）、VLOOKUP()、COUNTIF（）、INDEX（）、MATCH（）等函数，并领会股市变化的复杂性。投资假设：根据今天之前的收盘价做出判断，按当日最高和最低之间的中间价成交，并交纳交易税。策略1：买涨，卖跌策略2：买跌，卖涨按策略投资与长期持有进行比较：按策略投资：按事先确定的规则，从开始日期起可以按规则买卖、到结束日期将股票全部卖出。长期持有：从开始日期买入、到事先确定的结束日期卖出、中间没有交易。
2投资策略1：前两天收盘价连续两天涨，买；连续两天跌，卖。初始资金100000卖方交易税0.20%买方交易税0.20%日期选择入市:100出市:4000买量占资金买点:涨的标准:0.50%50%比例:卖量占股票卖点:跌的标准:-0.50%50%比例:买笔数239卖笔数213最终资本150510最终资本1.51长期持有比4.14投资比长期0.36比初始资道琼斯初指始数资历金史数据持有买涨卖跌投资策略期数日期收盘价中间价涨率资金股票买股票量191/8/303043.63043.20.00010000000291/9/33017.63039.7-0.00910000000391/9/43008.53011.5-0.00310000000491/9/53008.53010.80.00010000000591/9/63011.63010.40.00110000000691/9/93007.13006.6-0.00110000000791/9/102982.52991.2-0.00810000000891/9/112987.02984.70.00210000000991/9/123007.83000.40.007100000001091/9/132985.62992.3-0.007100000001191/9/163015.22998.30.010100000001291/9/173013.13014.3-0.001100000001391/9/183017.83009.10.002100000001491/9/193024.33026.80.002100000001591/9/203019.23023.9-0.002100000001691/9/233010.53017.7-0.003100000001791/9/243029.03019.60.006100000001891/9/253021.03026.7-0.003100000001991/9/263017.23018.8-0.001100000002091/9/273006.03015.1-0.004100000002191/9/303016.73007.80.004100000002291/10/13018.33024.10.001100000002391/10/23012.53016.2-0.002100000002491/10/32984.72998.5-0.009100000002591/10/42961.72981.0-0.008100000002691/10/72942.72950.0-0.006100000002791/10/82963.72955.70.007100000002891/10/92946.32952.3-0.006100000002991/10/102976.52958.40.010100000003091/10/112983.62977.30.002100000003191/10/143019.43001.30.012100000003291/10/153041.33028.50.007100000003391/10/163061.73050.10.007100000003491/10/173053.03053.9-0.003100000003591/10/183077.13064.70.008100000003691/10/213060.33064.3-0.005100000003791/10/233040.83039.7-0.006100000003891/10/243016.33022.0-0.008100000003991/10/253004.93009.5-0.00410000000
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239模拟运算:买涨卖跌投资策略最后资本与买跌卖涨投资策略最后资本之比170019002100230025002700290031003300350037003900410043001.01.01.00.90.90.90.90.90.91.01.11.11.11.11.21.01.00.91.01.01.01.01.01.01.01.11.01.01.01.01.01.01.11.01.01.01.01.01.01.01.11.01.01.01.00.90.90.91.01.01.00.91.01.01.00.90.80.90.90.90.90.90.90.90.90.90.80.80.80.90.90.90.80.90.90.90.91.00.70.70.70.80.80.80.70.80.80.80.80.90.90.80.80.80.80.90.80.80.80.80.90.90.91.01.1
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