A Study on the KD Indicator Performance
碩士 === 東吳大學 === 資訊管理學系 === 99 === There are investment risks in the stock market. Many scholars used technical analysis and fundamental analysis conducting trading simulations to find access to excess return. In this study, we used KD Stochastic Oscillator to output buy and sell signals for strategi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34683844744898139357 |
| Summary: | 碩士 === 東吳大學 === 資訊管理學系 === 99 === There are investment risks in the stock market. Many scholars used technical analysis and fundamental analysis conducting trading simulations to find access to excess return. In this study, we used KD Stochastic Oscillator to output buy and sell signals for strategic investment. Setting stop-loss point and partial purchase were used to constitute varied investments that would reduce losses when the KD Stochastic Oscillator mistake. Finally, we surveyed the performance of those various investment strategies to confirm the effectiveness of the strategies in this study. The empirical results show: setting stop-loss point and partial purchase can improve the performance of KD Stochastic Oscillator index. The best result of our strategy has 3.8 times higher performance than the one of buy and hold.
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