The Trading Performance of Technical Analysis:The Case of Taiwan 50 ETF
碩士 === 國立臺灣大學 === 國際企業學研究所 === 104 === This paper uses TTT daily data from 2010 to 2015 to examine the profitability of technical trading rules by evaluating their ability to outperform the buy-and-hold trading strategy. Three technical analysis indicators with different parameters and strategies we...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/d476sn |