Empirical Studies of Dynamic VWAP Strategy - Using TSMC as an Example
碩士 === 國立交通大學 === 財務金融研究所 === 100 === Because of the rapid development in algorithmic trading, brokers can use strategies to get the positions they want automatically and fast. It also reduces the trading cost and its impact to the market where information flows quickly. VWAP (Volume Weighted Averag...
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| Format: | Others |
| Language: | zh-TW |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96708061837439205822 |