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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Estratégias para operações de day trade na B3

Gomes, Igor de Oliveira 29 August 2018 (has links)
Submitted by Igor De Oliveira Gomes (igor.gomes@apolotubulars.com.br) on 2018-09-28T15:07:20Z No. of bitstreams: 1 Dissertação_Operações_Day_Trade_Igor_Gomes_Final_0.pdf: 1822890 bytes, checksum: f9f5fb86145ee28f8930cb763a8619b7 (MD5) / Approved for entry into archive by Joana Martorini (joana.martorini@fgv.br) on 2018-09-28T18:46:27Z (GMT) No. of bitstreams: 1 Dissertação_Operações_Day_Trade_Igor_Gomes_Final_0.pdf: 1822890 bytes, checksum: f9f5fb86145ee28f8930cb763a8619b7 (MD5) / Approved for entry into archive by Suzane Guimarães (suzane.guimaraes@fgv.br) on 2018-10-01T12:36:20Z (GMT) No. of bitstreams: 1 Dissertação_Operações_Day_Trade_Igor_Gomes_Final_0.pdf: 1822890 bytes, checksum: f9f5fb86145ee28f8930cb763a8619b7 (MD5) / Made available in DSpace on 2018-10-01T12:36:21Z (GMT). No. of bitstreams: 1 Dissertação_Operações_Day_Trade_Igor_Gomes_Final_0.pdf: 1822890 bytes, checksum: f9f5fb86145ee28f8930cb763a8619b7 (MD5) Previous issue date: 2018-08-29 / Este trabalho se propõe a avaliar algumas estratégias que são utilizadas por pessoas físicas, comumente conhecidas como traders, em operações de day trade na bolsa de valores de São Paulo, atual B3, e avaliar a eficácia destas estratégias. As estratégias utilizadas foram baseadas em modelos operacionais de traders profissionais e iniciantes que atuam no mercado brasileiro diretamente em operações de day trade e utilizam-se destas estratégias para aumento do capital investido ou também como rendimentos mensais. Após as análises das estratégias, foram realizadas comparações com operações de buy and hold para avaliar as condições operacionais com maior lucro. Os resultados destas estratégias mostram diferentes taxas de acerto e payoff, que podem variar de acordo com o estilo operacional de cada trader. Apesar das estratégias apresentarem uma taxa de retorno positiva, todas mostraram-se negativas quando incluímos os custos operacionais envolvidos e também inferiores quando comparadas ao modelo buy and hold. / This paper proposes to evaluate some strategies that are used by individuals, commonly known as traders, in day trades operations on the São Paulo stock exchange, current B3, and to evaluate the effectiveness of these strategies. The strategies used were based on operational models of professional traders and beginners who operate in the Brazilian market directly in day trade operations and use these strategies to increase the capital invested or also as monthly income. After the analysis of the strategies, comparisons were made with buy and hold operations to evaluate the most profitable operating conditions. The results of these strategies show different hit and payoff rates, which may vary according to the operational style of each trader. Although the strategies presented a positive rate of return, all were negative when we included the operational costs involved and also lower when compared to the buy and hold model.

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