A Study on the Relationship between the Value-Weighted Stocks and TAIEX Futures

• Main Authors: Shan-ching Yang, 楊上慶
• Other Authors: Horng-Twu Liaw
• Format: Others
• Language: zh-TW
• Published: 2012
• Online Access: http://ndltd.ncl.edu.tw/handle/10638093960520333643

碩士 === 世新大學 === 資訊管理學研究所(含碩專班) === 100 === In this study, the measured weight value stocks intraday trend for the subject, the use of technical analysis of the K-line days of trading for the experimental design to predict TAIEX movements for the purpose. The subject of the transaction of the TAIEX Taiwan Stock Index, the right value of shares of stock prices affect the trend of the Taiwan Stock Index hugely. Taiwan weighted stock index affect stock market opened in the direction of the TAIEX index, so this study weights stocks technical analysis. Uncertainties and the method of day trading, it will affect Taiwan's stock market and futures market trading opening to a minimum, this research is the study of the dish Change signal will not be closing hours came to the bad news. The technical analysis of the K-line is a long history of proven technology and a number of Western and Asian scholars. Results of this study, the top of the weighted stock price index constituent stocks & market capitalization weights of 19 stocks is the right value of this study grouped the second group, the use of four kinds of K-line methods of technical analysis, in 2011 AD during the study period November 1 to June 5, 2012, the success rate and performance are the use of K-line to the right value cap stocks technical analysis forecast the trend of the Taiwan Stock Index Futures.