Logo image
應用技術分析於期貨市場進行危機預警:以台指期為例
Thesis

應用技術分析於期貨市場進行危機預警:以台指期為例

馮竣嗣
Masters, 國立清華大學, 經營管理碩士在職專班
2015

Abstract

技術分析 基因演算法 獲利平滑 危機預警 Technical analysis Genetic Algorithm Stable growth avoid crisis
Since 1998, the trading volume of FITX has had hundredfold growth. We should not underestimate the convenience of FITX, for instance, being line with Taiwan market and using New Taiwan dollar to close an account. Although technical analysis after several times of financial turmoil seems like twenty-twenty hindsight, we should not ignore the importance of it. This thesis mainly rely on technical analysis supplemented by Genetic Algorithm, truly presents investors’ sentiment, finding way to pursue interests and to prevent losses in many kinds of technical analysis and trading indicators. After experiment and backtesting we are also able to avoid crisis in strong volatility. Genetic Algorithm is commonly used to maximize benefits. In this thesis, Genetic Algorithm is mainly used to get a stable growth. It is able to avoid crisis, and conforming to the investors’ sentiment in real trading. It can be seen that we are really able to find trend by using Genetic Algorithm with technical analysis.

Metrics

1 Record Views

Details

Logo image