Day Trading in Taiwan Index Futures with Open-Price BreakoutUsing Optimal Parameter Combinations with Near-Day Sample Data
碩士 === 東吳大學 === 經濟學系 === 107 === The purpose of this paper is to explore the use of the opening price breakout strategy and the use of Vince (2009) LSM model derived from the opening f breakout strategy for intraday trading, to observe whether these two strategic parameters can be used as a technica...
| 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/eg4454 |