The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market

碩士 === 國立高雄第一科技大學 === 財務管理系碩士班 === 106 === This study uses 「trend」 as the main purpose of the transaction, using three kinds of the simple moving average to express mode of operating of short term ,medium-term ,medium-long term . Try to verification that using the simplest trend operational strateg...

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Bibliographic Details
Main Authors: CHANG,SU-ER, 張素娥
Other Authors: HUANG,YU-CHUAN
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/96n4u2
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spelling ndltd-TW-106NKIT03050242019-09-23T15:29:42Z http://ndltd.ncl.edu.tw/handle/96n4u2 The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market 以移動平均線趨勢指標驗證台股之投資績效 CHANG,SU-ER 張素娥 碩士 國立高雄第一科技大學 財務管理系碩士班 106 This study uses 「trend」 as the main purpose of the transaction, using three kinds of the simple moving average to express mode of operating of short term ,medium-term ,medium-long term . Try to verification that using the simplest trend operational strategy can or can not to bring positive returns to investors and defeat the buy and hold strategy. The results of the study show that except for the 0050ETF and telecom stocks, the performance of the trend indicator trading strategy is better than buy and hold strategy and it also shows that the short term trend trading strategies can make investors get more invest returns. HUANG,YU-CHUAN 黃玉娟 2018 學位論文 ; thesis 66 zh-TW
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language zh-TW
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description 碩士 === 國立高雄第一科技大學 === 財務管理系碩士班 === 106 === This study uses 「trend」 as the main purpose of the transaction, using three kinds of the simple moving average to express mode of operating of short term ,medium-term ,medium-long term . Try to verification that using the simplest trend operational strategy can or can not to bring positive returns to investors and defeat the buy and hold strategy. The results of the study show that except for the 0050ETF and telecom stocks, the performance of the trend indicator trading strategy is better than buy and hold strategy and it also shows that the short term trend trading strategies can make investors get more invest returns.
author2 HUANG,YU-CHUAN
author_facet HUANG,YU-CHUAN
CHANG,SU-ER
張素娥
author CHANG,SU-ER
張素娥
spellingShingle CHANG,SU-ER
張素娥
The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market
author_sort CHANG,SU-ER
title The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market
title_short The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market
title_full The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market
title_fullStr The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market
title_full_unstemmed The Performance of Moving Average Trend Trading:Evidence from Taiwan Stock Market
title_sort performance of moving average trend trading:evidence from taiwan stock market
publishDate 2018
url http://ndltd.ncl.edu.tw/handle/96n4u2
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