Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data

碩士 === 國立虎尾科技大學 === 經營管理研究所在職專班 === 100 === By the development of computer technology and empirical research, people employed different kinds of methodology and model to prove their ability of beat the market. However, the most directly question is, does more complicate methodology means better perf...

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Bibliographic Details
Main Authors:	Chen-Chung Yang, 楊振忠
Other Authors:	Chi-Lin Lu
Format:	Others
Language:	zh-TW
Published:	2012
Online Access:	http://ndltd.ncl.edu.tw/handle/5axavm

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spelling	ndltd-TW-100NYPI54570062019-09-21T03:32:08Z http://ndltd.ncl.edu.tw/handle/5axavm Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data 簡單的技術指標即能打敗市場？期貨即時資料的驗證 Chen-Chung Yang 楊振忠碩士國立虎尾科技大學經營管理研究所在職專班 100 By the development of computer technology and empirical research, people employed different kinds of methodology and model to prove their ability of beat the market. However, the most directly question is, does more complicate methodology means better performance? Does the simple technical method can achieve a good investment performance? This study use Stochastic KD Line to construct trading strategies as a single technical method to test this hypothesis in Taiwan Future Market. By observe the real-time trading data, this study shows that, with good invest discipline, the KD index can beat the market significantly and can have an abnormal return as well. Chi-Lin Lu 呂麒麟 2012 學位論文 ; thesis 78 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立虎尾科技大學 === 經營管理研究所在職專班 === 100 === By the development of computer technology and empirical research, people employed different kinds of methodology and model to prove their ability of beat the market. However, the most directly question is, does more complicate methodology means better performance? Does the simple technical method can achieve a good investment performance? This study use Stochastic KD Line to construct trading strategies as a single technical method to test this hypothesis in Taiwan Future Market. By observe the real-time trading data, this study shows that, with good invest discipline, the KD index can beat the market significantly and can have an abnormal return as well.
author2	Chi-Lin Lu
author_facet	Chi-Lin Lu Chen-Chung Yang 楊振忠
author	Chen-Chung Yang 楊振忠
spellingShingle	Chen-Chung Yang 楊振忠 Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data
author_sort	Chen-Chung Yang
title	Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data
title_short	Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data
title_full	Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data
title_fullStr	Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data
title_full_unstemmed	Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data
title_sort	can simple technical method beat the market ?an evidence of real time future data
publishDate	2012
url	http://ndltd.ncl.edu.tw/handle/5axavm
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Can Simple Technical Method Beat the Market ?An Evidence of Real Time Future Data

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