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以標的模型為基礎之投資策略應用框架設計 / An Application framework designed for investment strategies based on The object model謝天健, Hsieh, Tien Chien Unknown Date (has links)
本研究之目的為設計一應用框架供建置投資策略之用,其方法是自一般投資活動中整理出常用的投資方式,再自投資方式中萃取出抽象化之結構,並以標的模型為基礎,將其轉換為應用框架。本研究之貢獻為投資人可建置各式各樣之投資策略於框架中,並且透過框架達到自動化執行投資策略。除了定義投資策略框架結構與投資策略建置流程,本研究也透過建置三種不同性質之投資策略來驗證其適用性。 / The purpose of this research is to design an application framework for the use of constructing investment strategies. The research method is to sum up the whole ordinary investment types, generalize the structure of those, and transfer them into application framework based on object model. This application framework can assist investors flexibly constructing their investment strategies and executing it automatically. This research not only defined both the structures and construct procedures of investment strategies, but also tested the application framework with three different investment strategies in order to verify applicability. Finally, this research has imitated the layout of system when constructed.
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