Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/19793 |
Resumo: | Among various strategies of financial assets negotiations, The Pair Trading strategy has shown relevance in the academic and professional environment and it’s being used as an important strategy. In the main investment funds in Brazil and around the world. The purpose of this work is to examine the Pair Trading strategy with a statistical bias in order to identify and explore financial assets’ inefficiencies. That present long-term relationship. The rules of negotiation proposed, make the use of Cointegration tests to identify eligible actions’ pairs, in order to apply such strategy, along with the use Markov-switching models to define the negotiation strategy. The main goal is to explorer. Temporary deviations (anomalies) of the long-term relationship equilibrium between assets and diferents Regimes. The model is able to identify the nonlinear structure data and also the first and second conditional moments. The applications along with real data from brazilian financial market indicates that a simple portfolio composed by an unique spread, already overcome some of the principals benchmarks of the market. |
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Macedo, Marcos Vagner de CastroEscolas::EPGEFGVPolydoro, Angelo Luiz RochaSimonsen, Axel AndréPessoa, Marcelo de Sales2018-01-16T13:52:02Z2018-01-16T13:52:02Z2016https://hdl.handle.net/10438/19793Among various strategies of financial assets negotiations, The Pair Trading strategy has shown relevance in the academic and professional environment and it’s being used as an important strategy. In the main investment funds in Brazil and around the world. The purpose of this work is to examine the Pair Trading strategy with a statistical bias in order to identify and explore financial assets’ inefficiencies. That present long-term relationship. The rules of negotiation proposed, make the use of Cointegration tests to identify eligible actions’ pairs, in order to apply such strategy, along with the use Markov-switching models to define the negotiation strategy. The main goal is to explorer. Temporary deviations (anomalies) of the long-term relationship equilibrium between assets and diferents Regimes. The model is able to identify the nonlinear structure data and also the first and second conditional moments. The applications along with real data from brazilian financial market indicates that a simple portfolio composed by an unique spread, already overcome some of the principals benchmarks of the market.Dentre muitas estratégias para a negociação de ativos financeiros, a estratégia de Pair Trading tem apresentado relevância no meio acadêmico e profissional. Sendo utilizada como uma importante estratégia nos principais fundos de investimentos no Brasil e no mundo. Neste trabalho, é examinado o desempenho da estratégia de Pair Trading com um viés estatístico buscando identificar e explorar ineficiências de ativos financeiros que apresentem uma relação de longo prazo. As regras de negociação proposta utilizam-se dos testes de cointegração na identificação de pares de ações elegíveis para a aplicação da estratégia e usa-se o modelo de mudança de regime markoviano para definir a estratégia de negociação. O objetivo é explorar desvios temporários (anomalias) das relações de equilíbrio de longo prazo entre os ativos em diferentes regimes. O modelo permite identificar a estrutura não linear dos dados e o primeiro e segundo momentos condicionais. As aplicações com dados reais do mercado brasileiro indicam que um portfólio simples composto por um único spread já supera alguns dos principais benchmarks do mercado.porPairs tradingArbitragem estatísticaCointegraçãoRegime markovianoEstratégia neutra ao mercadoEconomiaOperações com pares (Finanças)Ações (Finanças)Bolsa de valoresCointegraçãoMarkov, Processos deInvestigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiroinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesis2017-01-09info:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVTEXTVersão Final.pdf.txtVersão Final.pdf.txtExtracted texttext/plain70266https://repositorio.fgv.br/bitstreams/0d55aea1-32e0-42ac-8d0a-72617e4a1e8a/downloadb06435072bc62bd68280883ea1441bd1MD54ORIGINALVersão Final.pdfVersão 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dc.title.por.fl_str_mv |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro |
title |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro |
spellingShingle |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro Macedo, Marcos Vagner de Castro Pairs trading Arbitragem estatística Cointegração Regime markoviano Estratégia neutra ao mercado Economia Operações com pares (Finanças) Ações (Finanças) Bolsa de valores Cointegração Markov, Processos de |
title_short |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro |
title_full |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro |
title_fullStr |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro |
title_full_unstemmed |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro |
title_sort |
Investigação sobre o desempenho da regra de negociação de pairs trading utilizando o modelo de mudança de regime no mercado de ações brasileiro |
author |
Macedo, Marcos Vagner de Castro |
author_facet |
Macedo, Marcos Vagner de Castro |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.member.none.fl_str_mv |
Polydoro, Angelo Luiz Rocha Simonsen, Axel André |
dc.contributor.author.fl_str_mv |
Macedo, Marcos Vagner de Castro |
dc.contributor.advisor1.fl_str_mv |
Pessoa, Marcelo de Sales |
contributor_str_mv |
Pessoa, Marcelo de Sales |
dc.subject.eng.fl_str_mv |
Pairs trading |
topic |
Pairs trading Arbitragem estatística Cointegração Regime markoviano Estratégia neutra ao mercado Economia Operações com pares (Finanças) Ações (Finanças) Bolsa de valores Cointegração Markov, Processos de |
dc.subject.por.fl_str_mv |
Arbitragem estatística Cointegração Regime markoviano Estratégia neutra ao mercado |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Operações com pares (Finanças) Ações (Finanças) Bolsa de valores Cointegração Markov, Processos de |
description |
Among various strategies of financial assets negotiations, The Pair Trading strategy has shown relevance in the academic and professional environment and it’s being used as an important strategy. In the main investment funds in Brazil and around the world. The purpose of this work is to examine the Pair Trading strategy with a statistical bias in order to identify and explore financial assets’ inefficiencies. That present long-term relationship. The rules of negotiation proposed, make the use of Cointegration tests to identify eligible actions’ pairs, in order to apply such strategy, along with the use Markov-switching models to define the negotiation strategy. The main goal is to explorer. Temporary deviations (anomalies) of the long-term relationship equilibrium between assets and diferents Regimes. The model is able to identify the nonlinear structure data and also the first and second conditional moments. The applications along with real data from brazilian financial market indicates that a simple portfolio composed by an unique spread, already overcome some of the principals benchmarks of the market. |
publishDate |
2016 |
dc.date.issued.fl_str_mv |
2016 |
dc.date.accessioned.fl_str_mv |
2018-01-16T13:52:02Z |
dc.date.available.fl_str_mv |
2018-01-16T13:52:02Z |
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.uri.fl_str_mv |
https://hdl.handle.net/10438/19793 |
url |
https://hdl.handle.net/10438/19793 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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FGV |
institution |
FGV |
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collection |
Repositório Institucional do FGV (FGV Repositório Digital) |
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