| Summary: | 碩士 === 國立臺北大學 === 統計學系 === 105 === In the stock market, the general is the moving average (day, month, quarter) as a trading strategy of the reference indicators, this paper to modify the moving average method to volume, transaction price adjustment moving average, so that Originally in the technical analysis to supplement the reference with the moving average, as the main reference. In this case, the daily data into the main information, rather than the previous daily closing price as the basis, which is the biggest difference with the general moving average.
In this study, we use the transaction information of TSMC and other stocks in the Taiwan stock market as the research object. We use the price information proposed in this paper to make a good trading strategy and whether it will be better than the traditional moving average of the performance, and can further use the historical transaction data for statistical analysis.
|
|---|
