Does a candlestick strategy have its value in the VIX future market?
碩士 === 國立中山大學 === 金融創新產業碩士專班 === 107 === This study explores the potential value for a K-bar strategy in VIX futures trading. We collect the VIX futures historical transaction data from the Chicago Board Options Exchange (CBOE) with 9 kinds of single candlestick strategies and 7 kinds of double cand...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/74y4h3 |