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주도주 투자 와 장기채권으로 헷징이 필요한 시기

Published on 2023-05-24 06:32 by macle

아래표는 나스닥 100선물과 미국채 30년물의 2008년 금융위기 당시 데이터입니다.

아래표를 보면 나스닥은 1월에 큰 변동폭을 보이다가 3월에 베어스턴스 파산이후, 8월까지는 상승하거나 보합권에 머물러 있었습니다. 지수는 상승세이면서 지금처럼 개별주 장이 아니었을까 생각됩니다. (개별주식까지 분석은 못했습니다)

리먼이파산한 충격으로 9월 8일 부터 지수가 폭락하며 11월에 1000부근까지 하락합니다. 시장의 충격을 막기위해 금리를 인하하면서 장기채 선물은 12월부근에 141까지 오르게 됩니다.

이번에도 퍼스트 리퍼블릭 파산이 3월에 있었습니다. 금리인상 충격은 금리가 오르고나서 1~2년후 충격이 오는만큼 햇징을 가져가야할 시기가 아닌가 싶네요.

일반적으로 대출을 받으면 만기이후에 다시대출을 받을때는 오른금리로 받게됩니다. 한계기업이 속출하고 개인 연체율이 올라갈 수 있는 시기이죠.

괜찮은 주식에 투자하되 50%금액은 채권으로도 햇징을 해놓으면 어느정도 방어되는 시기이지 않을까해서 올립니다. 큰 위험이 오지 않을 수도 있지만 위험이 와서 주식들이 싸지면 값이 오른 채권을 팔고 주식 수량을 더 확보하는 전략이 좋아보이네요.

나스닥 100선물 가격과 미국채 30년물 선물가격

날짜 종가 거래량 변동 % 종가 변동 %
2008-01-03 2,076.25 291.49K 0.30% 117.75 -0.14%
2008-01-04 1,985.00 524.48K -4.39% 118.09 0.29%
2008-01-07 1,975.25 581.48K -0.49% 118.41 0.27%
2008-01-08 1,928.50 592.71K -2.37% 118.28 -0.11%
2008-01-09 1,956.50 665.80K 1.45% 118.81 0.45%
2008-01-10 1,960.75 639.03K 0.22% 117.44 -1.15%
2008-01-11 1,925.50 488.35K -1.80% 118.25 0.69%
2008-01-14 1,955.00 378.13K 1.53% 118.5 0.21%
2008-01-15 1,912.00 540.89K -2.20% 119.53 0.87%
2008-01-16 1,881.00 707.61K -1.62% 119.19 -0.28%
2008-01-17 1,856.00 645.26K -1.33% 120.09 0.76%
2008-01-18 1,849.50 644.55K -0.35% 119.59 -0.42%
2008-01-22 1,801.00 751.48K -2.62% 120.78 1.00%
2008-01-23 1,807.50 888.04K 0.36% 121.44 0.55%
2008-01-24 1,837.00 505.97K 1.63% 118.97 -2.03%
2008-01-25 1,793.50 519.63K -2.37% 119.88 0.76%
2008-01-28 1,810.25 399.00K 0.93% 119.97 0.08%
2008-01-29 1,812.00 329.07K 0.10% 119.31 -0.55%
2008-01-30 1,811.50 531.77K -0.03% 118.31 -0.84%
2008-01-31 1,847.75 580.74K 2.00% 119.31 0.85%
2008-02-01 1,863.50 431.95K 0.85% 119.78 0.39%
2008-02-04 1,826.75 283.44K -1.97% 119.19 -0.49%
2008-02-05 1,785.00 470.68K -2.29% 119.78 0.50%
2008-02-06 1,748.25 432.05K -2.06% 119.38 -0.33%
2008-02-07 1,767.00 668.88K 1.07% 117.81 -1.32%
2008-02-08 1,776.50 411.99K 0.54% 118.72 0.77%
2008-02-11 1,797.25 360.07K 1.17% 119.28 0.47%
2008-02-12 1,790.00 411.53K -0.40% 118.5 -0.65%
2008-02-13 1,820.25 392.00K 1.69% 118.06 -0.37%
2008-02-14 1,794.25 424.78K -1.43% 116.41 -1.40%
2008-02-15 1,786.50 250.73K -0.43% 117 0.51%
2008-02-19 1,781.50 370.97K -0.28% 116.06 -0.80%
2008-02-20 1,789.25 421.14K 0.44% 115.91 -0.13%
2008-02-21 1,776.00 371.06K -0.74% 117.25 1.16%
2008-02-22 1,781.00 380.62K 0.28% 117.06 -0.16%
2008-02-25 1,785.50 383.13K 0.25% 115.84 -1.04%
2008-02-26 1,796.75 437.19K 0.63% 116 0.14%
2008-02-27 1,800.25 364.97K 0.19% 116.22 0.19%
2008-02-28 1,784.25 357.77K -0.89% 117.72 1.29%
2008-02-29 1,748.25 437.68K -2.02% 119.69 1.67%
2008-03-03 1,736.75 414.74K -0.66% 119.67 -0.02%
2008-03-04 1,742.50 525.38K 0.33% 119 -0.56%
2008-03-05 1,759.50 442.01K 0.98% 117.55 -1.22%
2008-03-06 1,714.25 429.88K -2.57% 117.95 0.34%
2008-03-07 1,708.75 536.85K -0.32% 118.42 0.40%
2008-03-10 1,676.75 378.87K -1.87% 119.86 1.22%
2008-03-11 1,750.50 510.68K 4.40% 118.27 -1.33%
2008-03-12 1,734.75 390.38K -0.90% 120.02 1.48%
2008-03-13 1,748.50 295.28K 0.79% 119.39 -0.52%
2008-03-14 1,718.00 185.27K -1.74% 120.7 1.10%
2008-03-17 1,689.75 132.79K -1.64% 121.48 0.65%
2008-03-18 1,764.75 98.49K 4.44% 120.64 -0.69%
2008-03-19 1,718.50 69.72K -2.62% 121.19 0.46%
2008-03-20 1,722.98 1.66K 0.26% 120.95 -0.20%
2008-03-24 1,819.25 353.22K 5.59% 118.8 -1.78%
2008-03-25 1,826.00 328.96K 0.37% 119.06 0.22%
2008-03-26 1,810.25 304.13K -0.86% 118.81 -0.21%
2008-03-27 1,792.00 377.78K -1.01% 118.17 -0.54%
2008-03-28 1,780.00 286.25K -0.67% 118.53 0.30%
2008-03-31 1,790.50 301.95K 0.59% 118.8 0.23%
2008-04-01 1,857.75 436.93K 3.76% 117.64 -0.98%
2008-04-02 1,862.25 366.93K 0.24% 117.45 -0.16%
2008-04-03 1,867.25 295.36K 0.27% 117.55 0.09%
2008-04-04 1,869.75 321.64K 0.13% 119.11 1.33%
2008-04-07 1,865.75 291.30K -0.21% 118.34 -0.65%
2008-04-08 1,854.75 254.23K -0.59% 118.27 -0.06%
2008-04-09 1,837.25 335.96K -0.94% 119.42 0.97%
2008-04-10 1,858.75 307.70K 1.17% 119.03 -0.33%
2008-04-11 1,806.25 349.46K -2.82% 119.67 0.54%
2008-04-14 1,796.25 251.45K -0.55% 119.3 -0.31%
2008-04-15 1,796.75 295.91K 0.03% 118.42 -0.74%
2008-04-16 1,862.25 409.68K 3.65% 117 -1.20%
2008-04-17 1,867.00 329.33K 0.26% 116.69 -0.26%
2008-04-18 1,903.00 374.16K 1.93% 116.44 -0.21%
2008-04-21 1,914.00 207.01K 0.58% 117.08 0.55%
2008-04-22 1,895.00 288.11K -0.99% 117.16 0.07%
2008-04-23 1,905.50 292.85K 0.55% 116.98 -0.15%
2008-04-24 1,920.75 421.39K 0.80% 116.11 -0.74%
2008-04-25 1,921.00 304.35K 0.01% 115.59 -0.45%
2008-04-28 1,926.50 189.03K 0.29% 116.03 0.38%
2008-04-29 1,939.00 283.76K 0.65% 116.11 0.07%
2008-04-30 1,923.25 368.16K -0.81% 116.89 0.67%
2008-05-01 1,983.25 437.07K 3.12% 117.14 0.21%
2008-05-02 1,990.25 373.36K 0.35% 116.23 -0.78%
2008-05-05 1,980.50 210.79K -0.49% 116.12 -0.09%
2008-05-06 1,999.00 341.52K 0.93% 115.42 -0.60%
2008-05-07 1,960.50 377.15K -1.93% 115.75 0.29%
2008-05-08 1,965.00 303.94K 0.23% 116.77 0.88%
2008-05-09 1,963.25 260.39K -0.09% 117.25 0.41%
2008-05-12 1,998.50 281.05K 1.80% 117.25 0.00%
2008-05-13 2,006.00 274.15K 0.38% 115.84 -1.20%
2008-05-14 1,996.50 355.47K -0.47% 115.5 -0.29%
2008-05-15 2,035.75 363.69K 1.97% 116.42 0.80%
2008-05-16 2,035.50 339.38K -0.01% 116.45 0.03%
2008-05-19 2,025.75 364.27K -0.48% 116.61 0.14%
2008-05-20 2,009.50 357.16K -0.80% 117.3 0.59%
2008-05-21 1,964.50 480.93K -2.24% 116.97 -0.28%
2008-05-22 1,966.50 378.16K 0.10% 115.81 -0.99%
2008-05-23 1,958.25 281.97K -0.42% 116.86 0.91%
2008-05-27 1,993.00 327.75K 1.77% 115.64 -1.04%
2008-05-28 2,005.00 309.77K 0.60% 114.77 -0.75%
2008-05-29 2,023.00 355.56K 0.90% 113.94 -0.72%
2008-05-30 2,035.25 255.73K 0.61% 114.47 0.47%
2008-06-02 2,011.25 371.39K -1.18% 115.05 0.51%
2008-06-03 1,998.25 462.34K -0.65% 115.89 0.73%
2008-06-04 2,020.75 469.22K 1.13% 115.25 -0.55%
2008-06-05 2,056.25 381.11K 1.76% 114.25 -0.87%
2008-06-06 1,988.75 524.91K -3.28% 115.11 0.75%
2008-06-09 1,987.75 512.51K -0.05% 114.94 -0.15%
2008-06-10 1,973.25 410.37K -0.73% 113.95 -0.86%
2008-06-11 1,926.75 481.60K -2.36% 114.12 0.15%
2008-06-12 1,930.00 242.63K 0.17% 112.94 -1.03%
2008-06-13 1,965.00 131.47K 1.81% 112.55 -0.35%
2008-06-16 1,980.50 101.86K 0.79% 112.8 0.22%
2008-06-17 1,976.50 100.28K -0.20% 112.81 0.01%
2008-06-18 1,952.25 70.95K -1.23% 113.58 0.68%
2008-06-19 1,981.00 69.74K 1.47% 113.25 -0.29%
2008-06-20 1,965.70 2.20K -0.77% 113.45 0.18%
2008-06-23 1,918.00 347.90K -2.43% 113.28 -0.15%
2008-06-24 1,911.50 413.46K -0.34% 114.12 0.74%
2008-06-25 1,932.25 395.52K 1.09% 113.97 -0.13%
2008-06-26 1,866.50 492.06K -3.40% 115 0.90%
2008-06-27 1,865.75 434.64K -0.04% 115.66 0.57%
2008-06-30 1,846.00 369.69K -1.06% 115.59 -0.06%
2008-07-01 1,869.00 582.02K 1.25% 115.52 -0.06%
2008-07-02 1,825.00 476.84K -2.35% 116.12 0.52%
2008-07-03 1,822.00 326.61K -0.16% 115.88 -0.21%
2008-07-07 1,832.25 506.85K 0.56% 116.3 0.36%
2008-07-08 1,868.50 490.69K 1.98% 116.84 0.46%
2008-07-09 1,831.50 425.06K -1.98% 117.19 0.30%
2008-07-10 1,844.25 520.21K 0.70% 117.31 0.10%
2008-07-11 1,820.50 586.09K -1.29% 115.84 -1.25%
2008-07-14 1,802.50 480.21K -0.99% 116.73 0.77%
2008-07-15 1,799.00 685.48K -0.19% 116.88 0.13%
2008-07-16 1,844.75 542.83K 2.54% 115.5 -1.18%
2008-07-17 1,839.75 532.83K -0.27% 114.64 -0.74%
2008-07-18 1,828.75 430.28K -0.60% 114.33 -0.27%
2008-07-21 1,827.50 332.64K -0.07% 114.55 0.19%
2008-07-22 1,824.00 436.30K -0.19% 114.16 -0.34%
2008-07-23 1,849.00 494.06K 1.37% 113.61 -0.48%
2008-07-24 1,819.50 412.53K -1.60% 115 1.22%
2008-07-25 1,840.50 294.47K 1.15% 113.81 -1.03%
2008-07-28 1,813.75 351.22K -1.45% 115.03 1.07%
2008-07-29 1,842.00 374.08K 1.56% 114.89 -0.12%
2008-07-30 1,856.25 412.76K 0.77% 114.83 -0.05%
2008-07-31 1,853.75 448.37K -0.13% 115.5 0.58%
2008-08-01 1,833.00 454.18K -1.12% 115.91 0.35%
2008-08-04 1,811.75 282.46K -1.16% 115.7 -0.18%
2008-08-05 1,869.00 408.42K 3.16% 115.28 -0.36%
2008-08-06 1,896.25 418.19K 1.46% 114.66 -0.54%
2008-08-07 1,886.00 361.54K -0.54% 116.25 1.39%
2008-08-08 1,923.75 405.31K 2.00% 116.38 0.11%
2008-08-11 1,943.00 431.06K 1.00% 115.56 -0.70%
2008-08-12 1,944.75 386.80K 0.09% 116.5 0.81%
2008-08-13 1,941.50 443.82K -0.17% 116.08 -0.36%
2008-08-14 1,965.75 440.38K 1.25% 116.91 0.72%
2008-08-15 1,965.50 346.04K -0.01% 117.48 0.49%
2008-08-18 1,943.50 352.95K -1.12% 117.92 0.37%
2008-08-19 1,919.25 385.10K -1.25% 117.58 -0.29%
2008-08-20 1,916.00 341.72K -0.17% 118.05 0.40%
2008-08-21 1,907.25 303.35K -0.46% 117.73 -0.27%
2008-08-22 1,929.50 271.66K 1.17% 117.69 -0.03%
2008-08-25 1,895.00 351.01K -1.79% 118.55 0.73%
2008-08-26 1,891.50 263.22K -0.18% 118.62 0.06%
2008-08-27 1,901.75 297.43K 0.54% 118.8 0.15%
2008-08-28 1,905.50 285.92K 0.20% 118.78 -0.02%
2008-08-29 1,875.00 366.69K -1.60% 118.19 -0.50%
2008-09-02 1,851.75 456.06K -1.24% 118.98 0.67%
2008-09-03 1,834.25 406.93K -0.95% 119.45 0.40%
2008-09-04 1,775.75 491.52K -3.19% 119.94 0.41%
2008-09-05 1,770.00 472.01K -0.32% 119.94 0.00%
2008-09-08 1,760.75 571.29K -0.52% 120.11 0.14%
2008-09-09 1,728.75 484.67K -1.82% 121.05 0.78%
2008-09-10 1,737.50 408.21K 0.51% 120.55 -0.41%
2008-09-11 1,775.25 327.40K 2.17% 120.84 0.24%
2008-09-12 1,773.25 153.68K -0.11% 119.45 -1.15%
2008-09-15 1,715.50 103.61K -3.26% 122.19 2.29%
2008-09-16 1,726.25 136.49K 0.63% 122.55 0.29%
2008-09-17 1,640.75 97.64K -4.95% 122.89 0.28%
2008-09-18 1,700.25 110.22K 3.63% 122.8 -0.07%
2008-09-19 1,768.09 7.82K 3.99% 119.22 -2.92%
2008-09-22 1,669.75 393.82K -5.56% 117.45 -1.48%
2008-09-23 1,650.50 423.08K -1.15% 117.05 -0.34%
2008-09-24 1,672.00 354.27K 1.30% 117.36 0.26%
2008-09-25 1,680.00 356.37K 0.48% 116.77 -0.50%
2008-09-26 1,674.75 363.34K -0.31% 117.44 0.57%
2008-09-29 1,512.00 602.28K -9.72% 119.83 2.04%
2008-09-30 1,604.50 433.13K 6.12% 117.17 -2.22%
2008-10-01 1,578.75 360.32K -1.60% 118.2 0.88%
2008-10-02 1,510.50 375.72K -4.32% 119.39 1.01%
2008-10-03 1,477.50 501.71K -2.18% 119.64 0.21%
2008-10-06 1,406.50 665.35K -4.81% 121.97 1.95%
2008-10-07 1,336.50 586.34K -4.98% 120.73 -1.02%
2008-10-08 1,320.00 720.81K -1.23% 118.28 -2.03%
2008-10-09 1,272.00 596.73K -3.64% 116.52 -1.49%
2008-10-10 1,282.50 829.12K 0.83% 116.62 0.09%
2008-10-13 1,458.50 483.70K 13.72% 115.05 -1.35%
2008-10-14 1,366.00 629.28K -6.34% 114.78 -0.23%
2008-10-15 1,229.00 559.28K -10.03% 114.25 -0.46%
2008-10-16 1,323.00 787.16K 7.65% 114.39 0.12%
2008-10-17 1,311.00 585.78K -0.91% 113.05 -1.17%
2008-10-20 1,360.00 382.89K 3.74% 113.48 0.38%
2008-10-21 1,292.50 427.56K -4.96% 115.17 1.49%
2008-10-22 1,248.00 508.04K -3.44% 115.86 0.60%
2008-10-23 1,253.50 585.87K 0.44% 117.95 1.80%
2008-10-24 1,191.50 530.49K -4.95% 116.95 -0.85%
2008-10-27 1,162.00 394.57K -2.48% 117.33 0.32%
2008-10-28 1,308.00 485.39K 12.56% 116.36 -0.83%
2008-10-29 1,294.00 521.65K -1.07% 115.03 -1.14%
2008-10-30 1,345.00 412.42K 3.94% 114.31 -0.63%
2008-10-31 1,337.00 351.85K -0.59% 113.12 -1.04%
2008-11-03 1,341.50 214.65K 0.34% 113.55 0.38%
2008-11-04 1,380.50 323.13K 2.91% 115.36 1.59%
2008-11-05 1,306.25 372.65K -5.38% 116.62 1.09%
2008-11-06 1,240.50 462.52K -5.03% 116.8 0.15%
2008-11-07 1,288.50 338.14K 3.87% 116.36 -0.38%
2008-11-10 1,256.50 291.82K -2.48% 117.64 1.10%
2008-11-11 1,223.00 339.64K -2.67% 118.44 0.68%
2008-11-12 1,163.50 371.60K -4.87% 118.09 -0.30%
2008-11-13 1,234.50 579.98K 6.10% 117.02 -0.91%
2008-11-14 1,155.50 439.35K -6.40% 118.55 1.31%
2008-11-17 1,158.50 364.61K 0.26% 118.81 0.22%
2008-11-18 1,174.00 437.11K 1.34% 120.16 1.14%
2008-11-19 1,092.50 469.24K -6.94% 122.09 1.61%
2008-11-20 1,039.50 584.82K -4.85% 125.78 3.02%
2008-11-21 1,091.00 511.39K 4.95% 126.3 0.41%
2008-11-24 1,147.00 415.25K 5.13% 125.28 -0.81%
2008-11-25 1,135.50 388.74K -1.00% 126.91 1.30%
2008-11-26 1,194.50 304.61K 5.20% 128.05 0.90%
2008-11-28 1,186.00 86.99K -0.71% 128.56 0.40%
2008-12-01 1,094.50 335.42K -7.72% 131.62 2.38%
2008-12-02 1,133.00 376.42K 3.52% 132.2 0.44%
2008-12-03 1,156.00 422.33K 2.03% 132.97 0.58%
2008-12-04 1,135.00 381.60K -1.82% 134.94 1.48%
2008-12-05 1,178.00 440.16K 3.79% 134.61 -0.24%
2008-12-08 1,212.00 383.65K 2.89% 134.7 0.07%
2008-12-09 1,217.00 373.55K 0.41% 135.59 0.66%
2008-12-10 1,217.00 339.14K 0.00% 135.03 -0.41%
2008-12-11 1,188.50 182.02K -2.34% 135.61 0.43%
2008-12-12 1,213.50 135.27K 2.10% 135.94 0.24%
2008-12-15 1,193.50 95.90K -1.65% 136.31 0.27%
2008-12-16 1,239.00 78.66K 3.81% 138.48 1.59%
2008-12-17 1,227.00 45.42K -0.97% 140.48 1.44%
2008-12-18 1,224.00 38.34K -0.24% 142.55 1.47%
2008-12-19 1,216.54 0.87K -0.61% 142.62 0.05%
2008-12-22 1,197.00 186.23K -1.61% 140.69 -1.35%
2008-12-23 1,184.50 134.79K -1.04% 141 0.22%
2008-12-24 1,180.00 39.77K -0.38% 140.47 -0.38%
2008-12-26 1,188.50 39.81K 0.72% 141.17 0.50%
2008-12-29 1,175.50 120.96K -1.09% 140.89 -0.20%
2008-12-30 1,206.00 151.28K 2.59% 141.42 0.38%
2008-12-31 1,212.50 125.38K 0.54% 138.05 -2.38%
2009-01-02 1,253.00 190.79K 3.34% 135.47 -1.87%
2009-01-05 1,265.00 206.05K 0.96% 133.02 -1.81%
2009-01-06 1,271.00 264.04K 0.47% 132.69 -0.25%
2009-01-07 1,239.50 277.24K -2.48% 132.69 0.00%
2009-01-08 1,249.50 256.81K 0.81% 133.02 0.25%
2009-01-09 1,221.50 245.20K -2.24% 133.14 0.09%
2009-01-12 1,206.00 224.80K -1.27% 134.83 1.27%
2009-01-13 1,204.00 285.22K -0.17% 134.83 0.00%
2009-01-14 1,165.50 289.54K -3.20% 136.88 1.52%
2009-01-15 1,177.25 384.58K 1.01% 137.14 0.19%
2009-01-16 1,197.00 310.41K 1.68% 136.22 -0.67%
2009-01-20 1,147.50 326.09K -4.14% 134.92 -0.95%
2009-01-21 1,181.50 299.36K 2.96% 131.66 -2.42%
2009-01-22 1,172.25 356.74K -0.78% 129.94 -1.31%
2009-01-23 1,164.25 347.36K -0.68% 129.61 -0.25%
2009-01-26 1,179.50 300.37K 1.31% 129.23 -0.29%
2009-01-27 1,185.75 248.89K 0.53% 131.2 1.52%
2009-01-28 1,231.25 320.65K 3.84% 128.92 -1.74%
2009-01-29 1,206.00 268.95K -2.05% 127.14 -1.38%
2009-01-30 1,179.25 298.96K -2.22% 126.7 -0.35%
2009-02-02 1,188.75 289.56K 0.81% 128.77 1.63%
2009-02-03 1,207.75 305.83K 1.60% 126.97 -1.40%
2009-02-04 1,214.00 310.95K 0.52% 126.64 -0.26%
2009-02-05 1,234.50 428.89K 1.69% 126.91 0.21%
2009-02-06 1,275.75 337.65K 3.34% 125.84 -0.84%
2009-02-09 1,275.75 218.40K 0.00% 125.67 -0.14%
2009-02-10 1,232.50 423.41K -3.39% 127.91 1.78%
2009-02-11 1,224.50 295.60K -0.65% 128.73 0.64%
2009-02-12 1,245.25 412.71K 1.69% 129.28 0.43%
2009-02-13 1,229.25 286.59K -1.28% 126.28 -2.32%

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contact

이메일: iorunon@gmail.com

개발자 이메일: ysys86a@gmail.com

깃허브:
github.com/runonio
github.com/seomse

섬세한사람들(스터디모임 블로그):
seomse.com

카페(최근생성):
cafe.naver.com/radvisor

오픈톡(카카오): 톡방링크
참여코드 : runon