How to Judge Stock Price Index Futures Trading Signals- Application Bollinger Bands?

• Main Authors: Chang, Chi-Ping, 張吉平
• Other Authors: Lin, Ying-Li
• Format: Others
• Language: zh-TW
• Published: 2019
• Online Access: http://ndltd.ncl.edu.tw/handle/6r8d48

碩士 === 亞洲大學 === 財務金融學系 === 107 === Bollinger Bands is a good technical indicator for prices volatility band intervals from literature review and market practice to locate the opportunity of returns with low risks; therefore, moving averages (MA) and %b (statistically significant) apply to identification of the trading strategy of prices volatility intervals. Taiwan Equity Index Futures and the 5-minute data of the daily closing price thereof serve as the subject and the data, respectively. Based on the findings, a transaction can gain a great return if it is done according to the preconditions; in the event of the trend inversed by a false breakout, issues can be solved by timely stopping loss and taking profit.