Strategy Design and Performance Analysis of Spread Trading in Taiwan Stock Index Futures Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 101 === Spread trading is a way that building two different direction positions by buying relatively low price futures and selling relatively high price futures at the same time when the price difference between two related futures is unreasonable. And then, when th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03426469600871541130 |