Development and Empirical Tests of a Generalized Back-Testing System Based on Technical Indicator Strategies
| Autor: | Chen-Yu Dai, 戴鎮宇 |
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| Rok vydání: | 2009 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 97 Nowadays, security and finance information companies provide strategy back-testing software which allows investors to test the performance of their trading strategies. However, these tools keep some drawbacks to limit the investors to test their strategies. In this research, we use Visual BASIC of Application (VBA) on Excel as the development tool to build up a back-testing system with whole functions. By setting the interface of the system or customizing interior codes, the system can assist investors to complete back-testing of strategies and provide abundant performance reports and charts. For testing the usability of the system, this research applies it to test some scholars’ empirical studies in the past as well. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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