The Futures Speculation Strategy Based On Sentiment Indicators

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This study uses the open interests and trading volumes of TXO to compute the Put/Call ratios, then the Put/Call ratios are used to construct several sentiment indicators to represent the state of Taiwan stock market. These sentiment indicators are then used...

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Bibliographic Details
Main Authors:	Hsin-Yi Ma, 馬欣怡
Other Authors:	Chih-Hsien Lo
Format:	Others
Language:	zh-TW
Published:	101
Online Access:	http://ndltd.ncl.edu.tw/handle/75542879344714507063

id	ndltd-TW-100KUAS8213009
record_format	oai_dc
spelling	ndltd-TW-100KUAS82130092016-07-28T04:15:52Z http://ndltd.ncl.edu.tw/handle/75542879344714507063 The Futures Speculation Strategy Based On Sentiment Indicators 以情緒指標建構之期貨投機策略 Hsin-Yi Ma 馬欣怡碩士國立高雄應用科技大學金融資訊研究所 100 This study uses the open interests and trading volumes of TXO to compute the Put/Call ratios, then the Put/Call ratios are used to construct several sentiment indicators to represent the state of Taiwan stock market. These sentiment indicators are then used to guide the trading of stock index futures. Our findings indicate that the sentiment indicators based on open interests are superior than those based on trading volumes. Among the sentiment indicators based on open interests, the top 10 block trades’ open interests are most valuable. Chih-Hsien Lo 羅志賢 101 學位論文 ; thesis 65 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This study uses the open interests and trading volumes of TXO to compute the Put/Call ratios, then the Put/Call ratios are used to construct several sentiment indicators to represent the state of Taiwan stock market. These sentiment indicators are then used to guide the trading of stock index futures. Our findings indicate that the sentiment indicators based on open interests are superior than those based on trading volumes. Among the sentiment indicators based on open interests, the top 10 block trades’ open interests are most valuable.
author2	Chih-Hsien Lo
author_facet	Chih-Hsien Lo Hsin-Yi Ma 馬欣怡
author	Hsin-Yi Ma 馬欣怡
spellingShingle	Hsin-Yi Ma 馬欣怡 The Futures Speculation Strategy Based On Sentiment Indicators
author_sort	Hsin-Yi Ma
title	The Futures Speculation Strategy Based On Sentiment Indicators
title_short	The Futures Speculation Strategy Based On Sentiment Indicators
title_full	The Futures Speculation Strategy Based On Sentiment Indicators
title_fullStr	The Futures Speculation Strategy Based On Sentiment Indicators
title_full_unstemmed	The Futures Speculation Strategy Based On Sentiment Indicators
title_sort	futures speculation strategy based on sentiment indicators
publishDate	101
url	http://ndltd.ncl.edu.tw/handle/75542879344714507063
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The Futures Speculation Strategy Based On Sentiment Indicators

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