Test Box Theory by Using Taiwan Stock Market as An Example

碩士 === 聖約翰科技大學 === 工業工程與管理系碩士班 === 98 === Due to stock market volatility, resulting in the selected profit is not easy, so the study according to Nicolas Darvas’s Box Theory based analysis of stock prices in support and pressure fluctuations of duplication between the campaigns. This study to 2009 T...

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Bibliographic Details
Main Authors: Wei Ru Chen, 陳威儒
Other Authors: Lii Yuh Leu
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/61269475215610846982
Description
Summary:碩士 === 聖約翰科技大學 === 工業工程與管理系碩士班 === 98 === Due to stock market volatility, resulting in the selected profit is not easy, so the study according to Nicolas Darvas’s Box Theory based analysis of stock prices in support and pressure fluctuations of duplication between the campaigns. This study to 2009 Taiwan listed companies as sample data, use the Joel Greenblatt magic formula chosen stock, respectively, using Minitab for observation and in CUSUM control chart and, EWMA control chart three methods, verify that the use of box theory to human observation and control diagrams, predict future trends for the profits to validate the feasibility of this theory. From this study shows that the use of box theory to the CUSUM control chart, EWMA control chart and human observation of rate of return compared to each other, find the best rate of profit is the EWMA control chart , visible using box theory in the control chart is feasible.