Strategies Design by the Order Book Information in Taiwan Futures Market
碩士 === 國立高雄科技大學 === 金融資訊系 === 107 === The purpose of this study was to use the quantity and price information of order book in the Taiwan Index Futures market to design quantitative indicators for detecting the following volatile price changes and then design various strategies based on the signific...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/s75948 |