APPLYING PRICE AND VOLUME TECHNICAL INDICATORS AND VaR TO CONSTRUCT TRADING STRATEGIES FOR YUANTA TAIWAN TOP 50 ETF
碩士 === 銘傳大學 === 風險管理與保險學系碩士班 === 107 === In this study, the daily data of Taiwan 50 ETF is used to as the research object to construct trading policies with R software and several technical indicators, such as VaR, MA, KD, RSI and MFI, from May 8, 2006 to January 21, 2016. The influencing effects of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/d82dd8 |