The comparison and clustering mechanism of multi-commodity and multi-strategy program trading performance

碩士 === 國立中央大學 === 資訊管理學系 === 103 === Program trading is the combination of technical index and programs, used both to control the time of entry and exit. Program trading plus commodity will have performance output, these performances are the basis to judge a strategy. There are some program trading...

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Bibliographic Details
Main Authors: Yu-siang LIN, 林鈺翔
Other Authors: Chihcheng Hsu
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/16024373886889168509