TRIANGULAR ARBITRAGE STRATEGY USED IN THE EMPIRICAL STUDY OF INTELLIGENT AUTOMATED FOREX TRADING

碩士 === 大同大學 === 資訊經營學系(所) === 100 === In this study, we use an investment theory, the triangular arbitrage, which can be computerized to implement an automated arbitrage trading strategy for the foreign exchange trading. We analyze the possibility whether the system based on this strategy can be pro...

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Bibliographic Details
Main Authors: Chia-Shuo Liu, 劉佳碩
Other Authors: Patrick S. Chen
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/25403241656946173420