Probabilistic Momentum or Trend Following Strategy? Empirical Evidence of Taiwan TOP 50 ETF、Taiwan Mid-Cap 100 ETF
碩士 === 亞洲大學 === 財務金融學系碩士在職專班 === 103 === This research mainly applies the probabilistic momentum of Daivd Varadi (2014) and the trend trading strategy to the Taiwan stock market. By choosing stocks with momentum higher than the benchmark index and/or moving average of prices, the reconstructed portf...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8v37ab |