Design of Options Program Trading

碩士 === 國立臺灣科技大學 === 資訊工程系 === 95 === This thesis focuses on developing programming trades on options . Three trading strategies for both holder and seller are proposed. For the holder, they are BAC (Bidirection After Consolidation), DAC (Direction After Consolidation) and EAK (Entry After Kbar); For...

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Bibliographic Details
Main Authors: Yan-huang Chan, 陳彥篁
Other Authors: none
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/6gzqs9