Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/125116

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题名:	Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules
作者:	Ni, Yen-sen
日期:	2023-05-11
上传时间:	2024-03-01 12:06:32 (UTC+8)
摘要:	We investigate whether using various VMA trading rules would improve investment performance due to the flexibility of VMA trading rules and the aid of Heatmap Visualization. Previously, investors frequently chose the best performance derived from limited VMA trading rules. However, our new design, which can display all results using Heatmap Visualization, shows that the NASDAQ100 index outperforms the DJ30 index and that weekly data outperforms daily data when measured by annualized return. These findings may be useful to those who trade index ETFs tracking the DJ30 and NASDAQ100 indices, as well as investors making investment decisions, and may contribute to the existing literature by evaluating the outcomes of VMA trading rules and providing insights for index ETF investors using a heatmap matrix, which is rarely explored and presented in the relevant literature.
關聯:	Plos One 18(5),　e0284918
DOI:	10.1371/journal.pone.0284918
显示于类别:	[管理科學學系暨研究所] 期刊論文

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