「Cost Driven Algorithmic」Taiwan Futures Market Empirical Studies

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === In recent years, the trading volume executed by algorithmic trading methods increased. Combined with transaction cost analysis, the transaction cost components can be analyzed by investment institutions to enhance the performance of the algorithmic strategie...

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Bibliographic Details
Main Authors: Jian-yi Lin, 林建億
Other Authors: Chieh-Yow ChiangLin
Format: Others
Language:zh-TW
Published: 101
Online Access:http://ndltd.ncl.edu.tw/handle/70488359078639593765