Technical Trading Strategies with Slope Trend Indicator in Taiwan Futures Market

碩士 === 國立臺灣大學 === 國家發展研究所 === 97 === This study aims to apply the methods devised by Su (2005). By adopting the quantitative technical trading strategy Slope Trend Indicator (referred to herein as “STI”), we analyzed the performance of the Taiwan futures market. The sample data consisted of 30-...

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Bibliographic Details
Main Authors: Da-Hong Cheng, 鄭達鴻
Other Authors: 唐代彪
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/05891607114424761216