การวิเคราะห์การลงทุนในสัญญาซื้อขายทองคำล่วงหน้าด้วยวิธีการพยากรณ์

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ยุวลักษณ์ ปิติสุขสมบัติ วีรภัทร วงศ์ถิรวิทย์ อังศุมาลิน เสนจันทร์ฒิไชย

Abstract

Nowadays, Gold Futures investment has received considerable attention due to the transaction convenience and small initial investment. But Gold Futures is a risky investment because its price fluctuates all the time. The objective of this study is then to develop the investment analysis for Gold Futures by employing the forecasting method of gold. The decisions determined by the model will be to short or to long or to do nothing at the desired minimum attractive rate of return (MARR). The decisions determined by the model with the forecasting Gold Futures price are compared to the decisions determined from the past Gold Futures price. The correct decision percentage is greater than 70% if there are 100 days left before Gold Futures expires. The correct decision percentage is not sensitive to the changes in MARR between 5-55%.       

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