Transaction Costs Comparison of Different Trading Algorithms - An Empirical Study of Taiwan Futures Market

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === Transaction costs are important issues for financial traders and academia. When traders adjust the portfolio by block trade, the transaction costs are often exceeded expectations. Even the trading strategies can be superior to the market performance, the act...

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Bibliographic Details
Main Authors: Wei-Di Shao, 邵韋迪
Other Authors: Chieh-Yow ChiangLin
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/61132522722294264048