碩士 / 國立高雄第一科技大學 / 資訊管理研究所 / 102 / There are a growing number of investment tools and many different types of investments, such as real estate, foreign currency and funds in the development of economy and information age.Most people choose investment in the stock market and the investment rules is also emerge as the times require. “Way of the Turtle” is used in this study. The way includes the buying rules, selling rules, overweight rules and stop lose rules. In addition, it includes the concept of capital allocation.The fund is divided into four equal parts before buying. The Buying rules take the price breakthrough on the 30th day moving average line. And the selling rules is divided into two parts. First: Stop lose rules uses 80% of buying share price. Second: After overweight rules of selling rules uses breakthrough 110%, 120% and 130% share price.In this study, we found Taiwan ETF50 and Taiwan Mid-Cap 100 of gained positive rewards. ROI gained positive returns 0.04%.Use the trading rules build DSS website to help people decision.In this study, it used TWSE/GTSM Taiwan ETF50 and Taiwan Mid-Cap 100 of share.And the time of 2013.
| Identifer | oai:union.ndltd.org:TW/102NKIT5396045 |
| Date | January 2014 |
| Creators | Yun-Lung Lin, 林雲龍 |
| Contributors | Weissor Shiue, 薛兆亨 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 48 |
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