Strategies Design by Using Transaction Counts Information – Empirical Studies in Taiwan Futures

碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 106 === In this thesis, trading strategies by using transaction counts information were proposed and empirical studies were made in Taiwan Stock Price Index Futures market to test the performance of proposed strategies. During the emperical studies period, from 2...

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Bibliographic Details
Main Authors: PAN,GUAN-YONG, 潘冠詠
Other Authors: CHIANGLIN,CHIEH-YOW
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/uf5ev8