| Summary: | 碩士 === 國立雲林科技大學 === 財務金融系 === 107 === This research uses the OLS algorithm to check the correlation between the large trade indicators and the future price. The results show that the large trade indicators from 8:45 to 9:00 can have a significant positive correlation with the futures price trend from 9:00 to 9:05.
Through the XGBoost machine learning algorithm, use large trade indicators to predict the future price. The data is divided into training data and testing data according to the period, and use training data to train module. The research results show that the correct rate of training data is 86%, the correct rate of testing data is 72%, and the trading strategy can have a stable profit.
Keywords：Large trade investor，Futures price
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