| Summary: | 碩士 === 國立交通大學 === 資訊管理研究所 === 102 === This research based on one minute time frame candlestick, market profile theory and volume profile. we can get the mood and behavior that generate by market by Extracting the hiding information in every minutes in day trading. Then using the classification(Decision Tree、Supervised Self Organized Map) or clustering analysis(K-means、Supervised Self Organized Map) algorithm to give a label to every one minute time frame candlestick.
After we give every candlestick a label and sort them by time, use the stream analysis algorithm to find the relationship between candlesticks then we can get a invest strategy and use the data between 2010 and 2013 to backtest.
This research including the time series concept, showing that not only the big, once psychological factors change can the continuous, little psychological factors change can affect the price in the market.
Experimental results show that the market is not random walk, the market has a logical and would be affected by psychological factors, the investors mood will be brewing through time, in the end reactions in the price.
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