A Study of Pair Trading Using TAIEX Futures, Electronic Sector Index Futures, Finance Sector Index Futures, and Taiwan Top 50 ETF
碩士 === 國立交通大學 === 財務金融研究所 === 101 === Historical data shows that there were high correlations among TAIEX Futures, Electronic Sector Index Futures, Finance Sector Index Futures and Taiwan Top 50 ETF. The spreads between ETF and various Futures may expand or narrow due to changes of the relative pric...
| 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/5q4dv6 |