並列摘要
Along with financial market liberalism trend and invest a merchandise increasingly diversified the investor has more avoid the insurance method. Currently global option exchange index number option merchandise, the Taiwanese futures exchange TXO trade amount ranks the fourth, for promoting the investor funds more efficient make use of aim at a TXO combination (expectation soars, expectation declines, expecting the small of price oscillates, expecting the indetermination rises or falls) 4 main direction strategies and select the best combination strategy. This thesis uses a Taiwanese futures exchange option merchandise. Use various combination strategies with different customer's data and different bargain time data. Carry on the history data test. Put forward a set of TXO Margin optimization strategy. Providing the investor carries on the TXO bargain and can reach the most efficient application of customer's funds.