Technical Systems Of Trading
Mostrando 1-4 de 4 artigos, teses e dissertações.
-
1. Sistemas técnicos de trading no mercado de ações brasileiro : testando a hipótese de eficiência de mercado em sua forma fraca e avaliando se a análise técnica agrega valor
O objetivo deste trabalho é examinar se a análise técnica agrega valor às decisões de investimentos. Através da elaboração de intervalos de confiança, construídos através da técnica de Bootstrap de inferência amostral, e consistentes com a hipótese nula de eficiência de mercado na sua forma fraca, foram testados 4 sistemas técnicos de trading
Publicado em: 29/06/2010
-
2. An automated speculative trading system proposal / Uma proposta para um sistema automatizado de tomada de decisão financeira especulativa
In this work we present the development of an automatic trading system based upon simplified time series models that, when applied on prices of liquid financial assets, derivatives and indexes, and with parameters adjusted by extensive back testing and reality conditions checks (Hansens SPA test), seeks to reach out financial returns that exceed the traditio
Publicado em: 2009
-
3. Factors that describe a successful rural entrepreneur. / Caracterização dos fatores relacionados ao sucesso de um empreendedor rural.
In order to identify the factors that describe a successful rural entrepreneur, three focus groups were conduced with farmers and extension agents of the Wheat Cooperative of Alto Jacui Cotrijal at Não-Me-Toque, Rio Grande do Sul State. Several variables were suggested as playing important roles in explaining why a farmer is considered successful or not,
Publicado em: 2002
-
4. Modeling the stylized facts in finance through simple nonlinear adaptive systems
Recent work on adaptive systems for modeling financial markets is discussed. Financial markets are viewed as evolutionary systems between different, competing trading strategies. Agents are boundedly rational in the sense that they tend to follow strategies that have performed well, according to realized profits or accumulated wealth, in the recent past. Sim
National Academy of Sciences.