Intra-day momentum trading strategy for Taiwan stock exchange index futures

碩士 === 國立交通大學 === 財務金融研究所 === 99 === Using the concept of ”buy high and sell low” with programmed trading, I try to find out a strategic model that can earn abnormal return in Taiwan Futures Exchange. Programmed operation can help investors prevent psychological bias and perform trading strategies p...

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Bibliographic Details
Main Authors: Lee, Chun-Ming, 李俊明
Other Authors: Wang, Keh-Luh
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/52689920140436203088