Strategy Portfolios and Testing Evaluation of a Futures Trading System
碩士 === 玄奘大學 === 企業管理學系碩士在職專班 === 102 === This paper provides a testing evaluation procedure on various newly developed futures trading strategies as well as testing strategy portfolios constructed by the combination of these strategies. We focus on back-testing performance evaluations and profit/ris...
| 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/6ve4gu |