The Application of Chaos to the Trading Analysis on Spread of Taiwan Future Index

• Main Authors: Ying-Chang Kuo, 郭盈昌
• Other Authors: Chien-Hung Chen
• Format: Others
• Language: zh-TW
• Published: 2006
• Online Access: http://ndltd.ncl.edu.tw/handle/59891397922201215796

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 94 === The academia researches the non-linear model from the linear model in the past and the reality develops the new indices day by day for the excess profit of the financial market. The “Chaos Theory” adopted in anticipation manipulation induced more popular attention among these new tactics. This essay will study the anticipation manipulation of Taiwan Future Index spread and the performance comparison with the academic “Chaos Theory” and the realistic operation. There are three type of trading strategies in this study; two with “Chaos Theory” and one with ”Chaos operation”. According to the comparison between the four spreads, two trading strategies with “Chaos Theory” make more profit or less loss. But, the probability of making profit among these three trading strategies cannot exceed 50%.