Applying the Back Testing to Construct An Investment Strategy: An Empirical Study of Taiwan Stock Index Futures

碩士 === 國立彰化師範大學 === 財務金融技術學系 === 102 === This study utilizes the technical analysis which combined with program trading system software to examine the three widely used technical indicators (Dow theory, moving average, trend prediction) of TAIEX Futures system and to conduct a portfolio which has at...

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Bibliographic Details
Main Authors: CHEN,YIN-DAI, 陳銀黛
Other Authors: WU,MING-ZHENG
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/6czh5n