An Empirical Study of Layering and Pegging Tactics in Taiwan Futures Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === The efficiency of information technology speeds up the transactions in financial markets and makes various order-placing tactics possible. The research uses layering and pegging tactics combined with the trading algorithms, including TWAP and VWAP, to improv...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90206014724449325169 |