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波浪理論在台灣股市的應用性探討 / Applying Wave Principle to Taiwan Stock Market

波浪理論是由 Nalph Nelson Elliott在1938年所發表的價格趨勢分析工具,它也是近年來技術分析界運用相當廣泛的一種工具。艾略特認為:「不管是股票或是任何商品價格的波動,都與大自然潮汐一樣,具有一種相當程度的規律性。」。其實這個原理和產業周期循環也很接近,運用於越多人參與的市場會越準確,因為人性也是一種大自然的現象。
台灣加權股價指數是以民國55年為基期100來編製,本文雖由民國55年談起,但由於資料繁多,故集中採用民國76年1月至民國95年12月的二十年資料做為資料收集期間,以艾略特波浪理論的原則找出在台灣股市的應用規則,進而推演出未來的走勢。 / Wave Principle is a trend analysis method that was developed by Nalph Elliott in 1938. Today, the principle is one of the most widely adopted methods for technical analysis in finance. Elliott discovered that the ever-changing path of stock market prices reveals a structural design that in turn reflects a basic harmony found in nature. In fact this principle is also similar to industry cycle. When this principle is utilized in a market, especially when a lot of people participate in this market, the principle will be rather accurate, because humanity is also a natural phenomenon.
The Taiwan Weighted Stock Index was at 100 in 1966, the base period. Although the discussion in this paper starts from 1966, due to the abundance of the data, I decide to focus my research on the recent twenty years. The purpose of this study is to identify the usability of Eilliott’s Wave Principle by applying it in Taiwan’s stock market and to figure out the trend for the future.

Identiferoai:union.ndltd.org:CHENGCHI/G0929321191
Creators徐駿豪
Publisher國立政治大學
Source SetsNational Chengchi University Libraries
Language中文
Detected LanguageEnglish
Typetext
RightsCopyright © nccu library on behalf of the copyright holders

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