An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory

An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 91 === This study uses the main concept of excellent dealers including trend -following, stop losses and broaden the gains to construct trading rules. Also, we get an empirical study on trading rules of Taiwan Index Futures -Application of Fuzzy Theory to see whether t...

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Main Authors: Wen-lan chien, 簡文蘭
Other Authors: Kun-huang Huarng
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/49521109818284958232
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spelling ndltd-TW-091CYIT53040102015-10-13T15:01:28Z http://ndltd.ncl.edu.tw/handle/49521109818284958232 An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory 模糊化交易法則應用於台灣加權指數期貨之實證研究 Wen-lan chien 簡文蘭 碩士 朝陽科技大學 財務金融系碩士班 91 This study uses the main concept of excellent dealers including trend -following, stop losses and broaden the gains to construct trading rules. Also, we get an empirical study on trading rules of Taiwan Index Futures -Application of Fuzzy Theory to see whether they are capable of outperforming the buy-and-hold strategy for the next days. The result is that the trading rules applied to fuzzy theory can gain 10 millions dollars after transaction costs are introduced in the next five years .The performance is great than buy-and-hold which is lost about 80 thousands. So the trading program can help investors to make decisions to trade in the Taiwan Index Futures. Kun-huang Huarng 黃焜煌 2003 學位論文 ; thesis 58 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 朝陽科技大學 === 財務金融系碩士班 === 91 === This study uses the main concept of excellent dealers including trend -following, stop losses and broaden the gains to construct trading rules. Also, we get an empirical study on trading rules of Taiwan Index Futures -Application of Fuzzy Theory to see whether they are capable of outperforming the buy-and-hold strategy for the next days. The result is that the trading rules applied to fuzzy theory can gain 10 millions dollars after transaction costs are introduced in the next five years .The performance is great than buy-and-hold which is lost about 80 thousands. So the trading program can help investors to make decisions to trade in the Taiwan Index Futures.
author2 Kun-huang Huarng
author_facet Kun-huang Huarng
Wen-lan chien
簡文蘭
author Wen-lan chien
簡文蘭
spellingShingle Wen-lan chien
簡文蘭
An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory
author_sort Wen-lan chien
title An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory
title_short An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory
title_full An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory
title_fullStr An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory
title_full_unstemmed An Empirical Study on Trading Rules of Taiwan Index Futures－ Application of Fuzzy Theory
title_sort empirical study on trading rules of taiwan index futures－ application of fuzzy theory
publishDate 2003
url http://ndltd.ncl.edu.tw/handle/49521109818284958232
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