Development of an Algorithmetic Trading System and its Empirical Studies by Applying VWAP Strategies in Taiwan Stock Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === Algorithmic trading has been used extensively in executing process of trading strategies. In this paper, two algorithmic trading systems have been developed. The first system is designed for executing various real-time orders automatically, including market o...
Main Authors: | Yi-Ying Lin, 林依瑩 |
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Other Authors: | Chieh-Yow ChiangLin |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/94516470809728597287 |
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