Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis
碩士 === 國立中興大學 === 財務金融學系所 === 107 === We followed Detzel et al.(2018)paper to determine the theoretical basis of the moving average(MA). Then we recorded the return of the cryptocurrency, and the result is that the cryptocurrency cannot be predicted by macroeconomic variables, but the 5 to 100-day M...
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ndltd-TW-107NCHU53040112019-11-30T06:09:40Z http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5304011%22.&searchmode=basic Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis 技術分析在加密貨幣上的預測與投資應用 Jeng-Jia Yang 楊政家 碩士 國立中興大學 財務金融學系所 107 We followed Detzel et al.(2018)paper to determine the theoretical basis of the moving average(MA). Then we recorded the return of the cryptocurrency, and the result is that the cryptocurrency cannot be predicted by macroeconomic variables, but the 5 to 100-day MA can be used to predict the price, while the MA''s trading strategy is compared with the holding. It does significantly reduce the standard deviation of cryptocurrencies and increases the Sharpe ratio and the Sotino ratio. In many cryptocurrencies, there is a very high degree of linkage with each other, and bitcoin is different from other currencies. In a variety of strategies, bitcoin has more stability, which may be related to it as a mainstream currency Chung-Ying Yeh 葉宗穎 2019 學位論文 ; thesis 70 zh-TW |
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碩士 === 國立中興大學 === 財務金融學系所 === 107 === We followed Detzel et al.(2018)paper to determine the theoretical basis of the moving
average(MA). Then we recorded the return of the cryptocurrency, and the result is that
the cryptocurrency cannot be predicted by macroeconomic variables, but the 5 to 100-day
MA can be used to predict the price, while the MA''s trading strategy is compared with
the holding. It does significantly reduce the standard deviation of cryptocurrencies and
increases the Sharpe ratio and the Sotino ratio.
In many cryptocurrencies, there is a very high degree of linkage with each other, and
bitcoin is different from other currencies. In a variety of strategies, bitcoin has more
stability, which may be related to it as a mainstream currency
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author2 |
Chung-Ying Yeh |
author_facet |
Chung-Ying Yeh Jeng-Jia Yang 楊政家 |
author |
Jeng-Jia Yang 楊政家 |
spellingShingle |
Jeng-Jia Yang 楊政家 Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis |
author_sort |
Jeng-Jia Yang |
title |
Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis |
title_short |
Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis |
title_full |
Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis |
title_fullStr |
Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis |
title_full_unstemmed |
Cryptocurrency Forecasting and InvestmentApplications using Technical Analysis |
title_sort |
cryptocurrency forecasting and investmentapplications using technical analysis |
publishDate |
2019 |
url |
http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5304011%22.&searchmode=basic |
work_keys_str_mv |
AT jengjiayang cryptocurrencyforecastingandinvestmentapplicationsusingtechnicalanalysis AT yángzhèngjiā cryptocurrencyforecastingandinvestmentapplicationsusingtechnicalanalysis AT jengjiayang jìshùfēnxīzàijiāmìhuòbìshàngdeyùcèyǔtóuzīyīngyòng AT yángzhèngjiā jìshùfēnxīzàijiāmìhuòbìshàngdeyùcèyǔtóuzīyīngyòng |
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