| URN | etd-0714120-162121 | Statistics | This thesis had been viewed 232 times. Download 18 times. |
| Author | Pei-shan Chiang | ||
| Author's Email Address | No Public. | ||
| Department | Institute of Industrial Management | ||
| Year | 2019 | Semester | 2 |
| Degree | Master | Type of Document | Master's Thesis |
| Language | zh-TW.Big5 Chinese | Page Count | 77 |
| Title | The Study of Technical Analysis and Filter Rules on investment Return for Taiwan Stock Weighted Index Futures | ||
| Keyword | |||
| Abstract | The main empirical technical analysis of this study is applied to the performance of investment in Taiwan Stock Weighted Index Futures. The method of technical analysis is based on Candlestick and the Moving Average (MA) as operating principles. In this study, Candlestick is used as the main axis of the operation strategy, and the Moving Average (MA) is as the filtering principle. Considering investment risk costs, nine types of trading strategies and ninety sets of investment combinations are simulated to find the optimal combination of investment strategy by using Microsoft EXCEL. The input of this study has three candlestick charts, One chart is 5389 rows of minute data of the 5 minutes Candlestick chart of Taiwan Stock Weighted Index Futures from August 22, 2019 to December 31, 2019, snd the second chart is 2693 rows of minute data of the 10 minutes Candlestick chart of Taiwan Stock Weighted Index Futures from August 22, 2019 to December 31, 2019 and the final chart is 5390 rows data of the 15 minutes Candlestick chart of Taiwan Stock Weighted Index Futures from November 22, 2018 to December 31, 2019. The result shows the total investment return is optimal with the high low scenario of Candlestick 35 and Moving Average (MA) 300 of 15 minutes Candlestick chart. Meanwhile the investment risk is acceptable. |
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| Files | indicate in-campus access immediately and off-campus access at 1 years | ||
| Date of Defense | 2020-06-19 | Date of Submission | 2020-07-15 |