The Empirical Performance of TXO Trading Strategies by Volume-weighted Index
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 102 === In this paper, we use the open interest and the volume of the TXO to establish a trading volume-weighted index to find the trend of market. We try to establish the relationship of the trading volume index and the TX by the methodology of non-stationary ec...
| 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/69th6z |