Testing the Simple Trading Rules with Stochastic Dominance in the Taiwan Stock Index Futures Market
碩士 === 逢甲大學 === 國際貿易所 === 96 === This study simulates daily data of the Taiwan Stock Index Futures by eight Technical Indicator Strategies which include: Candlestick Pattern, DMI (Directional Movement Indicator), MA (Moving Average) Crossover, MACD (Moving Average Convergence Divergence) Crossover,...
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12110223965111089414 |