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Trading por arbitragem estatística

Detalhes bibliográficos
Ano de defesa: 2016
Autor(a) principal: Panariello, André
Orientador(a): Ruilova Terán, Juan Carlos
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Não Informado pela instituição
Programa de Pós-Graduação: Não Informado pela instituição
Departamento: Não Informado pela instituição
País: Não Informado pela instituição
Palavras-chave em Português:
Arbitragem estatística
Ativo sintético
Sistema de trading
Previsão
GARCH
Palavras-chave em Inglês:
Pairs trading
Link de acesso: http://hdl.handle.net/10438/17026
Resumo: This paper proposes a tool to detect statistical arbitrage opportunities in a particular pair of stocks in the Brazilian market. The technique is based on the construction of a synthetic asset that presents mean reversion process. The forecasts will be realized in the form of conditional probability density, which is based on econometric techniques such as autoregressive process (AR) and conditional variance of the residuals (GARCH). A trading system able to take advantage of mispricing observed by the synthetic asset dynamic is created. The approach will consider prices in one minute intervals and positions with limit orders and to market. Still be considered transaction costs and analysis of P&L for the cases addressed.
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spelling Panariello, AndréEscolas::EESPBotelho, Marcos AntonioScarpel, Rodrigo ArnaldoRuilova Terán, Juan Carlos2016-09-08T16:53:52Z2016-09-08T16:53:52Z2016-08-12PANARIELLO, André. Trading por arbitragem estatística. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016.http://hdl.handle.net/10438/17026This paper proposes a tool to detect statistical arbitrage opportunities in a particular pair of stocks in the Brazilian market. The technique is based on the construction of a synthetic asset that presents mean reversion process. The forecasts will be realized in the form of conditional probability density, which is based on econometric techniques such as autoregressive process (AR) and conditional variance of the residuals (GARCH). A trading system able to take advantage of mispricing observed by the synthetic asset dynamic is created. The approach will consider prices in one minute intervals and positions with limit orders and to market. Still be considered transaction costs and analysis of P&L for the cases addressed.Este trabalho propõe uma ferramenta para detectar oportunidades de arbitragem estatística (AE) em um par específico de ações no mercado brasileiro. A técnica baseia-se na construção de um ativo sintético que apresente característica de reversão à média. Os forecasts serão realizados em forma de densidade de probabilidade condicional, elaborada com base em técnicas econométricas como processos autoregressivos (AR) e variância condicional dos resíduos (GARCH). Será criado um sistema de trading capaz de se aproveitar das discrepâncias de preços observadas através da dinâmica do ativo sintético. A abordagem considerará preços em intervalos de um minuto e posições tomadas com ordens limitadas e a mercado. Ainda serão considerados custos de transação e análise do P&L para os casos abordados.porPairs tradingArbitragem estatísticaAtivo sintéticoSistema de tradingPrevisãoGARCHEconomiaAções (Finanças)Mercado de opçõesModelos econométricosOperações com pares (Finanças)PreçosAnálise de séries temporaisTrading por arbitragem estatísticainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTEXTDissAndre.pdf.txtDissAndre.pdf.txtExtracted texttext/plain70583https://repositorio.fgv.br/bitstreams/703c0f5c-8d7f-4b9a-8a0e-4ad0041d63bb/download97cf9ec7cdf1fb60f96bec4004ec7981MD57ORIGINALDissAndre.pdfDissAndre.pdfapplication/pdf999529https://repositorio.fgv.br/bitstreams/8cb8c2f8-e5be-4ce3-94ba-66720937c058/download02ecf52c019411c80ce72b39268b2d33MD51LICENSElicense.txtlicense.txttext/plain; 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dc.title.eng.fl_str_mv Trading por arbitragem estatística
title Trading por arbitragem estatística
spellingShingle Trading por arbitragem estatística
Panariello, André
Pairs trading
Arbitragem estatística
Ativo sintético
Sistema de trading
Previsão
GARCH
Economia
Ações (Finanças)
Mercado de opções
Modelos econométricos
Operações com pares (Finanças)
Preços
Análise de séries temporais
title_short Trading por arbitragem estatística
title_full Trading por arbitragem estatística
title_fullStr Trading por arbitragem estatística
title_full_unstemmed Trading por arbitragem estatística
title_sort Trading por arbitragem estatística
author Panariello, André
author_facet Panariello, André
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Botelho, Marcos Antonio
Scarpel, Rodrigo Arnaldo
dc.contributor.author.fl_str_mv Panariello, André
dc.contributor.advisor1.fl_str_mv Ruilova Terán, Juan Carlos
contributor_str_mv Ruilova Terán, Juan Carlos
dc.subject.eng.fl_str_mv Pairs trading
topic Pairs trading
Arbitragem estatística
Ativo sintético
Sistema de trading
Previsão
GARCH
Economia
Ações (Finanças)
Mercado de opções
Modelos econométricos
Operações com pares (Finanças)
Preços
Análise de séries temporais
dc.subject.por.fl_str_mv Arbitragem estatística
Ativo sintético
Sistema de trading
Previsão
GARCH
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Ações (Finanças)
Mercado de opções
Modelos econométricos
Operações com pares (Finanças)
Preços
Análise de séries temporais
description This paper proposes a tool to detect statistical arbitrage opportunities in a particular pair of stocks in the Brazilian market. The technique is based on the construction of a synthetic asset that presents mean reversion process. The forecasts will be realized in the form of conditional probability density, which is based on econometric techniques such as autoregressive process (AR) and conditional variance of the residuals (GARCH). A trading system able to take advantage of mispricing observed by the synthetic asset dynamic is created. The approach will consider prices in one minute intervals and positions with limit orders and to market. Still be considered transaction costs and analysis of P&L for the cases addressed.
publishDate 2016
dc.date.accessioned.fl_str_mv 2016-09-08T16:53:52Z
dc.date.available.fl_str_mv 2016-09-08T16:53:52Z
dc.date.issued.fl_str_mv 2016-08-12
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv PANARIELLO, André. Trading por arbitragem estatística. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/17026
identifier_str_mv PANARIELLO, André. Trading por arbitragem estatística. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016.
url http://hdl.handle.net/10438/17026
dc.language.iso.fl_str_mv por
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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institution FGV
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