Implementation of Futures Evaluation and Options Hedge Platform

• Main Authors: Ming-hsuan Kuo, 郭明軒
• Other Authors: none
• Format: Others
• Language: zh-TW
• Published: 2007
• Online Access: http://ndltd.ncl.edu.tw/handle/xaa59u

碩士 === 國立臺灣科技大學 === 資訊工程系 === 95 === The research of this thesis has two parts, the development that is assessed for the evaluation of the futures respectively, and the futures match options hedge platform FOH (Futures Options Hedge). Among them, the purpose to develop the evaluation of the futures and assess lies in forgoing most investors in the past to the program trading model, whether only accurate as judging trading the view with good and bad model or not with profit-making number and signal, this research analyses with each evaluation data , offer more than 30 kinds evaluations to assess the method , and then discover the characteristic of each trade model , enable investors to accord with the models of various kinds of characteristics, match and enable using and avoiding various kinds of risks each other. FOH is in the first platform possessing simulation function of the futures and options at the same time so far of AiSM development, the main purpose is that the futures match options hedge program trading simulation, among them include three major parts: PRES (Profit / Risk Estimation scheme), PRES_Ideal, PRES_Practical. FOH offers a convenient operation interface to investors, and the tool that interval simulation operated, enable investors to carry on the options hedge simulation to match to one's own program trading model, offer and invest people in the historical materials to imitate the function which makes the single trade any time too at the same time, the use lies in helping investors test one's own operation strategy by way of imitating.