The Performance of Volume Weighted Average Price (VWAP) Algorithm and Percentage of Volume(POV) Algorithm under Different Parameter Settings
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This study develops an empirical system to evaluate the trading performance of the volume weighted average price (VWAP) algorithm and percentage of volume(POV) algorithm in Taiwan Futures market. First, this study process high-frequency transaction datum. An...
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| Format: | Others |
| Language: | zh-TW |
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44354829356879318407 |