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  • 學位論文

臺灣股價指數期貨基差移動平均線技術分析之實證

An Empirical Analysis of Basis Moving Average of Taiwan Stock Index Futures

指導教授 : 王傳慶
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摘要


因目前已有之相關技術分析模式,較少依據現貨與期貨市場之價格變動關連性來進行技術分析,本研究欲藉由「基差移動平均線」來涵蓋市場中現貨與期貨的商品資訊,嘗試使用基差移動平均線此一技術分析,能使投資人在解讀基差所傳遞之訊息上更有效益的利用,以臺灣股價指數期貨作為研究對象進行實證,研究期間為1998年7月21號至2012年3月31號,期望能獲得有效的策略做為投資參考的依據探,再依訊號出現後30日內的報酬率做分析,訂定基差移動平均線交易模式。

關鍵字

基差 移動平均線 技術分析

並列摘要


無資料

並列關鍵字

Basis Moving Average Technical Analysis

參考文獻


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