| URN | etd-0710120-230542 | Statistics | This thesis had been viewed 259 times. Download 11 times. |
| Author | Yu-na Hsu | ||
| Author's Email Address | No Public. | ||
| Department | Institute of Industrial Management | ||
| Year | 2020 | Semester | 2 |
| Degree | Master | Type of Document | Master's Thesis |
| Language | zh-TW.Big5 Chinese | Page Count | 114 |
| Title | Application of cobweb theory and regular quota method Comparison of the Investment Performance of Investing in Taiwan Stock Market-Taking ETF Taiwan 50 as an Example |
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| Abstract | With the growth of the domestic economy, national income has gradually increased, and bank interest rates have been declining year by year. How to use limited funds to increase a low-risk and stable income. Ordinary people are used to depositing funds in banks or post offices to earn interest, and slowly transfer to safer investment commodities. This research uses historical data of ETF Taiwan 50 (index stock fund) as the research object of the backtest. The maximum total investment in the research is limited to 1 million, and the annual spider is used in this quota. "Operation of strategy" and "Operation of regular quota" study the adjustment of variable parameters and the various performance changes produced in two modes to verify the actual backtest results and compare the investment results. The research interval is a total of nine years from January 1, 100 to December 31, 108. The transaction data used in the process is the closing price of the day. The data records a total of 2,214 transaction records. The module corresponds to the combination of different parameters to obtain empirical data and provide investors with a reference for investment. |
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| Files | indicate in-campus access immediately and off-campus access at 2 years | ||
| Date of Defense | 2020-05-29 | Date of Submission | 2020-07-15 |