Statistical Analysis of Spread Strategies in Taiwan Stock Index Options Markets with Relative Strength Index
碩士 === 逢甲大學 === 統計與精算所 === 95 === This research uses the Relative Strength Index (abbrevited as RSI) applied in technical analysis to measure the investment performance of the spread strategy in TAIEX Option (TXO).The sample period were from July 1, 2002 to September 31, 2006, including the 1055 int...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50574724292025543180 |