Use legal public investment information on the transaction strategy research

• Main Authors: Yi-Chen Tsai, 蔡易辰
• Other Authors: Jia-Li Hou
• Format: Others
• Published: 2012
• Online Access: http://ndltd.ncl.edu.tw/handle/n2c8b2

碩士 === 國立東華大學 === 資訊管理碩士學位學程 === 100 === It is difficult for general investor to grasp technical analysis and fundamental analysis, so that a lot of investors may use media, financial web page or newspaper and magazines to get analyst’s recommend to operate it, among of these analysis information, target price information is easier to use, so that this study may use udndata’s juristic person forcast target price to become object experience and use it develope invest strategy. This study experience time from 2006 January 2 to 2011 December 31, and use early 2011 market capitalization first one hundred stocks intersection with early 2009 to 2011 three years highest price first one hundred stocks, and choose 9 stocks which have more data from intersection data to plane transaction strategy, and carry out timing and capital allocation, and collocate genetic algorithm GA and portfolio insurance TIPP to do the experiment. The results indicate that this study’s transaction strategy collocate GA and TIPP make a profit performance is 225.05%, it’s better than same period 9 stocks buy and hold’s capital and interest is 113.6%, it founds that juristic person research institutional forecast target price are effective and can be used.