An Empirical Study of Technical Indicator in TSCE

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 96 === Recently, stock markets are an important topic in financial markets. In this research, we emphasis on “how to rise return on investment, ROI”. The article mainly introduces a suitable time for commerce by analyzing technical indicator. We take mainly two tec...

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Bibliographic Details
Main Authors: Kung-Hong Lu, 盧昆鴻
Other Authors: Chao-Hsin Lin
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/qscv57
Description
Summary:碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 96 === Recently, stock markets are an important topic in financial markets. In this research, we emphasis on “how to rise return on investment, ROI”. The article mainly introduces a suitable time for commerce by analyzing technical indicator. We take mainly two technical indicator, MACD and KD. Then, we try to find out what parameters result in the highest return when buying TSCE. Finally, combining two indicators into dual-indexed rule of commerce, we do empirical study of TSCE in 2007. Research result shows that the highest return rate as MACD indicator of parameter is(34,46,9). As far as KD indicator is concerned, when we bought as K-value break through up to D-value and D-value is below 40 and sold as K-value break through down to D-value and D-value is above 85, we had the highest return. As for dual-indicators, we had the most return when MACD of parameter is(12,26,9)and in KD indicator, we bought as K-value breakthrough up to D-value and D-value is below 60 and we sold as K-value break through down to D-value and D-value is above 50.