A Study of Spread Trading Strategies via Bollinger Bands and Cointegration Approaches on SGX FTSE Xinhua China A50 Index Futures and Mini H-shares Index Futures.
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 105 === This thesis examines the profits associated with spread trading via Bollinger bands and cointegration approaches on SGX FTSE Xinhua China A50 Index Futures and Mini H-shares Index Futures. The study period is from 2011 to April, 28th 2017, 1604 trading...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/f3ghqz |