An Application of Global Futures Portfolios Trading Strategies
碩士 === 淡江大學 === 財務金融學系碩士班 === 104 === This thesis examines the profitability of futures portfolio. The main products in the thesis are futures of S&P500 Index, 10-year T-Bond of America Index, US Dollar Index, gold and oil. We process close price daily data from January 2007 to December 2015 by...
| 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/14247067427969429440 |