Development of a Diversified Trend Following Futures Trading Strategy: The Case of Overseas Futures Market Trading with Daily Charts
碩士 === 東吳大學 === EMBA高階經營碩士在職專班 === 105 === This study attempts to develop a diversified trend-following futures trading strategy, i.e. multi-markets and multi-strategy fix, through back-testing six futures markets, which are from three major groupings, including Index futures, e.g. Mini S&P 500,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8w872n |