Currency Futures Trading: Application of Trend-Following Strategy
碩士 === 國立中央大學 === 財務金融學系 === 107 === This research establishes a back-testing system to verify the effectiveness of trend-following strategy. We take currency futures based on US dollar as the commodity. The back-testing data is collected from May 1998 to September 2018. The back-testing system buil...
| 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/dptm3g |