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: | Chin-Ying Hung, 洪志穎 |
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Other Authors: | Wei-che,Tsai |
Format: | Others |
Language: | en_US |
Published: |
2019
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Online Access: | http://ndltd.ncl.edu.tw/handle/74y4h3 |
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