The Research of Spread between Spot and Futures And TAIFEX Daytrade Strategies
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士在職專班 === 102 === There were two strategies in the research: daytrade strategy and follow trend strategy. We could find that there was an opportunity for earning money when spread diverged at 09:00. We examined spread between spot and futures(DIFF_TAITWSE) was stable sequ...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64316964336881599222 |