臺灣博碩士論文加值系統

本研究旨在幫助投資者在越南投資黃金時，以美元指數為主導因素。本研究使用的數據涵蓋2010年1月至2020年7月。本次調查的金價是越南的金價。利用相關分析來檢驗兩者之間的關係。結果表明，美元指數與黃金價格之間存在負相關關係。此外，移動平均科技還用於根據黃金價格的符號决定黃金的買賣利潤，以及根據美元指數的符號决定在越南買賣黃金。所提出的技術已通過統計 Student’s T test。所有計算均採用Excel Visual Basic for Application程式進行計算。

The purpose of this study is to help investors use the U.S. dollar index as the leading factor when investing in gold in Vietnam. The data used in this study covers from January 2010 to July 2020. The gold price in this investigation is the gold price in Vietnam. The correlation analysis is utilized to check the relationship. The result shows that a negative correlation exists between the U.S. dollar index and the gold price. The moving average technique is additionally used to decide to buy and selling the profit of gold dependent on the sign from the gold price as well as decide to buy and selling gold in Vietnam dependent on the sign from the U.S. dollar index. The proposed technique was tested by statistical Student’s T-test. All calculations are calculated by Excel Visual Basic for Application program.

Abstract......i
摘要......ii
Acknowledgments......iii
Table of Contents......iv
List of Tables......vi
List of Figures......vii
Chapter 1. Introduction......1
1.1 Research Background......1
1.2 Overview of the Gold price in Vietnam......2
1.3 Research Methods......4
1.4 Research Purpose......5
Chapter 2. Literature Review......6
2.1 Similar past study......6
2.2 Technical analysis......7
Chapter 3. Data and Methodology......9
3.1 Data source......9
3.2 Correlation Analysis......10
3.3 Moving Average......11
3.3.1 Trading Strategy......12
3.3.2 Short selling strategy......13
3.4 Hypothesis Testing and Student’s T-test......14
3.5 Excel Visual Basic for Application program......16
3.5.1 Correlation Analysis by VBA......17
3.5.2 Moving Average by VBA......18
3.5.3 Student’s T-test by VBA......20
Chapter 4. Analysis and Results......23
4.1 Correlation results......23
4.2 Trading results......25
4.3 Student’s T-test......30
Chapter 5. Conclusion......33
5.1 Conclusion......33
5.2 Limitation of the research......34
5.3 Suggestion for further study......34
References......35
Appendix I Profit of 10 days moving average Result......39
Appendix II Profit of 20 days moving average Result......41
Appendix III Profit of 30 days moving average Result......43
Appendix IV Profit of 40 days moving average Result......45
Appendix V Profit of 50 days moving average Result......46
Appendix VI Profit of 60 days moving average Result......47
Extended Abstract......48

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