Trend-following program trading in Taiwan''s index future market
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 94 === We believe that one should follow the market trend to make profitable transactions. This research applies trend-following program tradings to Taiwan’s index future market from 2000 to 2005. We set up three program trading strategies and test their performa...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15472443915710070498 |