| URN | etd-0722126-115157 | Statistics | This thesis had been viewed 5 times. Download 3 times. |
| Author | TRAN HUE PHUONG | ||
| Author's Email Address | No Public. | ||
| Department | Institute of Industrial Management | ||
| Year | 2025 | Semester | 2 |
| Degree | Master | Type of Document | Master's Thesis |
| Language | zh-TW.Big5 Chinese | Page Count | 69 |
| Title | A Study on the Application of Technical Analysis in Investing in the Vietnamese Futures Market: A Case Study of the VN30 Index | ||
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| Abstract | This study aims to explore how to apply technical analysis methods to invest in the Vietnamese futures market, using the VN30 Index as a case study. The analysis covers the investment performance during the period from February 6, 2012, to July 31, 2025. Using two key technical indicators¡XCandlestick (K-line) and Moving Average (MA)¡Xas the operational principles, the research adopts a trading strategy primarily based on candlestick (K-line) patterns, with moving aver-ages (MA) as auxiliary filtering criteria. A total of four candlestick strategies and five moving-average configurations are combined to form twenty portfo-lio-based investment strategies. These strategies are empirically tested using computer software (Microsoft Excel) to evaluate their performance, with in-vestment risk and cost considerations incorporated to identify the optimal investment strategy portfolio. The study employs historical data for backtesting, with the dataset con-sisting of 3,368 daily candlestick records of the VN30 Index from February 6, 2012, to July 31, 2025. The results indicate that the total investment re-turn is optimal with the high low scenario of Candlestick 15 and Moving Average (MA) 200, while the investment risk is acceptable. |
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| Files | indicate access worldwide | ||
| Date of Defense | 2026-06-27 | Date of Submission | 2026-07-22 |