Implementation of CSI300 Program Trading System

碩士 === 國立臺灣科技大學 === 資訊工程系 === 97 === In order to diversify investment risk, in the rising emerging market, CSI300 is a market which we cannot ignore. Because the futures market and the spot market have high correlation, this research is to create futures market program trading models based on the s...

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Bibliographic Details
Main Authors: Yi-Cheng Albert Liu, 劉奕成
Other Authors: Yen-Tseng Hsu
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/23635791449166069890