Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados

Detalhes bibliográficos
Ano de defesa: 2018
Autor(a) principal: Maia, Abra?o Vieira lattes
Orientador(a): Rodrigues, Carlos Alberto lattes
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Universidade Estadual de Feira de Santana
Programa de Pós-Graduação: Mestrado em Computa??o Aplicada
Departamento: DEPARTAMENTO DE TECNOLOGIA
País: Brasil
Palavras-chave em Português:
padr?es candlesticks
Sistema de negocia??o
an?lise t?cnica
walk-forward
Palavras-chave em Inglês:
candlesticks patterns
trading system
technical analysis
walk-forward
Área do conhecimento CNPq:
CIENCIA DA COMPUTACAO::TEORIA DA COMPUTACAO
Link de acesso: http://tede2.uefs.br:8080/handle/tede/683
Resumo: The biggest challenge for stock market traders is to identify the timing to enter and exit in a trade. This research uses a trading system based on bullish and bearish candlesticks patterns to identify buy and sell signals in the brazilian?s stock market with exit through the chandelier method. The trading system was tested during the period 2005 and 2010 for application in two strategies between 2011 and 2016. The statistical significance and robustness of the strategies were evaluated through skewness, kurtosis, Monte Carlo, z-score, t-test and walk-forward. They revealed some prediction in bullish candlesticks standards
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spelling Rodrigues, Carlos Alberto28243625291http://lattes.cnpq.br/254679945590000346220160525http://lattes.cnpq.br/1855567219002847Maia, Abra?o Vieira2018-07-20T23:30:41Z2018-03-06MAIA, Abra?o Vieira. Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados. 2018. 114f. Disserta??o (Mestrado em Computa??o Aplicada) - Universidade Estadual de Feira de Santana. Feira de Santana, 2018.http://tede2.uefs.br:8080/handle/tede/683The biggest challenge for stock market traders is to identify the timing to enter and exit in a trade. This research uses a trading system based on bullish and bearish candlesticks patterns to identify buy and sell signals in the brazilian?s stock market with exit through the chandelier method. The trading system was tested during the period 2005 and 2010 for application in two strategies between 2011 and 2016. The statistical significance and robustness of the strategies were evaluated through skewness, kurtosis, Monte Carlo, z-score, t-test and walk-forward. They revealed some prediction in bullish candlesticks standardsO maior desafio para os investidores no mercado de a??es ? identificar o momento para entrar e sair de uma negocia??o. Esta pesquisa utilizou um sistema de negocia??o baseado em padr?es candlesticks de alta e de baixa para gerar sinal de compra/venda no mercado brasileiro de a??es e vender/comprar por meio do m?todo chandelier exit. O sistema de negocia??o foi testado para simular negocia??es no per?odo entre 2005 e 2010 e para aplica??o em duas estrat?gias no per?odo entre 2011 e 2016. A signific?ncia estat?stica e robustez das estrat?gias foram avaliadas por meio daskewness, kurtosis, Monte Carlo, z-score, t-test e walk-forward. Eles revelaram algum grau de predi??o nos padr?es de candlesticks de altaSubmitted by Verena Pereira (verenagoncalves@uefs.br) on 2018-07-20T23:30:41Z No. of bitstreams: 1 Disserta??oMestradoVers?oFinalCD.pdf: 2552948 bytes, checksum: 021c9ef4954fba969e5860759364257e (MD5)Made available in DSpace on 2018-07-20T23:30:41Z (GMT). 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dc.title.por.fl_str_mv Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
title Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
spellingShingle Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
Maia, Abra?o Vieira
padr?es candlesticks
Sistema de negocia??o
an?lise t?cnica
walk-forward
candlesticks patterns
trading system
technical analysis
walk-forward
CIENCIA DA COMPUTACAO::TEORIA DA COMPUTACAO
title_short Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
title_full Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
title_fullStr Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
title_full_unstemmed Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
title_sort Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados
author Maia, Abra?o Vieira
author_facet Maia, Abra?o Vieira
author_role author
dc.contributor.advisor1.fl_str_mv Rodrigues, Carlos Alberto
dc.contributor.advisor1ID.fl_str_mv 28243625291
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/2546799455900003
dc.contributor.authorID.fl_str_mv 46220160525
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/1855567219002847
dc.contributor.author.fl_str_mv Maia, Abra?o Vieira
contributor_str_mv Rodrigues, Carlos Alberto
dc.subject.por.fl_str_mv padr?es candlesticks
Sistema de negocia??o
an?lise t?cnica
walk-forward
topic padr?es candlesticks
Sistema de negocia??o
an?lise t?cnica
walk-forward
candlesticks patterns
trading system
technical analysis
walk-forward
CIENCIA DA COMPUTACAO::TEORIA DA COMPUTACAO
dc.subject.eng.fl_str_mv candlesticks patterns
trading system
technical analysis
walk-forward
dc.subject.cnpq.fl_str_mv CIENCIA DA COMPUTACAO::TEORIA DA COMPUTACAO
description The biggest challenge for stock market traders is to identify the timing to enter and exit in a trade. This research uses a trading system based on bullish and bearish candlesticks patterns to identify buy and sell signals in the brazilian?s stock market with exit through the chandelier method. The trading system was tested during the period 2005 and 2010 for application in two strategies between 2011 and 2016. The statistical significance and robustness of the strategies were evaluated through skewness, kurtosis, Monte Carlo, z-score, t-test and walk-forward. They revealed some prediction in bullish candlesticks standards
publishDate 2018
dc.date.accessioned.fl_str_mv 2018-07-20T23:30:41Z
dc.date.issued.fl_str_mv 2018-03-06
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 MAIA, Abra?o Vieira. Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados. 2018. 114f. Disserta??o (Mestrado em Computa??o Aplicada) - Universidade Estadual de Feira de Santana. Feira de Santana, 2018.
dc.identifier.uri.fl_str_mv http://tede2.uefs.br:8080/handle/tede/683
identifier_str_mv MAIA, Abra?o Vieira. Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados. 2018. 114f. Disserta??o (Mestrado em Computa??o Aplicada) - Universidade Estadual de Feira de Santana. Feira de Santana, 2018.
url http://tede2.uefs.br:8080/handle/tede/683
dc.language.iso.fl_str_mv por
language por
dc.relation.program.fl_str_mv 3553627358684095092
dc.relation.confidence.fl_str_mv 600
600
600
dc.relation.department.fl_str_mv 4335108523020347051
dc.relation.cnpq.fl_str_mv -862078257083325301
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Estadual de Feira de Santana
dc.publisher.program.fl_str_mv Mestrado em Computa??o Aplicada
dc.publisher.initials.fl_str_mv UEFS
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv DEPARTAMENTO DE TECNOLOGIA
publisher.none.fl_str_mv Universidade Estadual de Feira de Santana
dc.source.none.fl_str_mv reponame:Biblioteca Digital de Teses e Dissertações da UEFS
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institution UEFS
reponame_str Biblioteca Digital de Teses e Dissertações da UEFS
collection Biblioteca Digital de Teses e Dissertações da UEFS
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