The Application of Program Trading to TAIEX Futures Trading Strategy
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 94 === Abstract This study targets the TAIEX (Taiwan Capitalization Weighted Stock Index) futures traded on Taiwan Futures Exchange. Using Trade Station programming language, we design two program trading systems - oscillator indicator strategy and reversal patte...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/c4x35t |