A Study Of Stock Investment Using Box Theory And Moving Average Technique

以箱型理論及移動平均法研究股市投資

阮黃勇(Hoang-Dung Nguyen)

指導教授 ： 黃俊平

共同指導教授 ： 胡智熊(Chih-Hsiung Hu)

國立虎尾科技大學/管理學院/工業工程與管理研究所/碩士(2015年)

https://doi.org/10.6827/NFU.2015.00072

摘要

本研究為調查股票的技術分析組合:股票箱型理論與移動平均法是否能夠預測股票的價格波動和良好的買入賣出訊息。本研究為了要測試此方法對任何股票在任何時間是否有效即使是在2008年的金融風暴中，而使用的數據於2005年01月到2015年01月由美國股市、越南股市和其它股市(S&P 500, Hang Sheng, KOSPI, TWSE, NASDAQ composite, NASDAQ100, DJIA, NIKKEI225, CAC40 and FTSE100)。研究結果經由統計方法測試表明了該模型於投資組合是一個有效率的方法。

關鍵字

股票箱型理論 ； 移動平均法 ； 技術分析 ； 投資組合

並列摘要

This paper investigates whether the combination of technical analysis techniques: box theory and moving average can predict the stock price movement and well define buying and selling signals. This paper also proposes a stock trading model based on these techniques. The experiment on historical data of S&P 500 components and some indexes (S&P 500, Hang Sheng, KOSPI, TWSE, NASDAQ composite, NASDAQ100, DJIA, NIKKEI225, CAC40 and FTSE100) from 2005/1 to 2015/1 show a promising performance with outstanding potential profit that outperforms buy-and-hold strategy, even in the global financial crisis 2008. The result which tested by statistic methods shows that the proposed model is a significant tool of investing.

並列關鍵字

Box theory ； Moving average ； Technical analysis

參考文獻

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