| dc.description.abstract | Trading Taiwan Index Futures is one of the preferred methods for many investors. Taiwan Index Futures, which use the Weighted Index as the trading target, offer several advantages, including low transaction costs, high financial leverage, high liquidity, and the ability to engage in both long and short trades. The high leverage feature allows trading with a small amount of capital. With a solid trading strategy, investors have the potential to achieve higher returns.
In this thesis, we employ Moving Average (MA) and Keltner Channel technical indicators to backtest the Taiwan Weighted Index over the past 20 years, from 2003 to 2023. By using double leverage to simulate optimized trading strategies, we aim to establish a long-term investment strategy for passive income based on historical investment performance. The strategy uses technical analysis of the Taiwan Futures Index movements to determine appropriate entry and exit points for higher returns.
Finally, we propose a trading strategy and simulate trading using various strategies for Taiwan Index Futures. After analysis and backtesting, the study concludes that, under trend-following trading with both long and short positions and the application of double leverage, maximum performance returns can be achieved. | en_US |