Day Trading in Taiwan Index Future with Open-Price Breakout Using Effective Filter and Optimal Parameter Combinations Analysis
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 breakthrough strategy, join different time and trend filters. Observe whether its performance is better than the unadjusted opening price breakthrough strategy. Using the 5.5-year target period data...
| 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/ahg8en |