A Study of Intermarket Spread Trading Strategies of TAIFEX and SIMEX Taiwan Stock Index Futures
碩士 === 國立臺灣大學 === 商學研究所 === 87 === This thesis studies the opportunity of spread trading and the magnitude of profit under different spread trading strategies, which are evaluated from the intraday transaction data of SIMEX and TAIFEX Taiwan index futures and based on the five-minutes intraday data....
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80361064163794970805 |