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Abstract(s)
A volatilidade do mercado refere-se ao grau da variação na cotação de um ativo com o
passar do tempo. Esta flutuação de preço, que depende de um conjunto de fatores
externos ao mercado, poderá ser rápida e imprevisível, tornando a tarefa do investidor
de abrir uma posição rentável complicada.
Surge, então, a Análise Técnica que, através do estudo do comportamento da cotação de
um título ou índice, procura prever a tendência do mesmo. Nesta tentativa de perceber
até que ponto a Análise Técnica consegue prever o dinamismo de diversos mercados
especulativos, surge esta dissertação. A presente investigação tem como objetivo
analisar a performance de uma estratégia de investimento ativa baseada na Análise
Técnica em mercados de futuros.
Para o efeito, foram selecionados, e estudados de forma isolada, diversos indicadores e
osciladores técnicos, amplamente utilizados em mercados financeiros, para encontrar o
melhor timing de abertura e fecho de posições nos mercados Crude Oil WTI Futures
(CL), Bitcoin Futures CME (BMC) e o índice Euro Stoxx 50 Futures (FESX).
The market volatility refers to the degree of variation in the price of an asset over time. This price fluctuation, which depends on a set of external market factors, can be rapid and unpredictable, making the task of opening a profitable position for investors complicated. This leads to Technical Analysis, which, through the study of the behavior of a security or index´s price, seeks to predict the dynamics of various speculative markets. This is where this dissertation comes in. The present research aims to analyze the performance of an active investment strategy based on Technical Analysis in futures markets. For this purpose, various technical indicators and oscillators widely used in financial markets were selected and studied in isolation to find the best timing for opening and closing position in the Crude Oil WTI Futures (CL), Bitcoin Futures CME (BMC), and Euro Stoxx 50 Futures (FESX) markets.
The market volatility refers to the degree of variation in the price of an asset over time. This price fluctuation, which depends on a set of external market factors, can be rapid and unpredictable, making the task of opening a profitable position for investors complicated. This leads to Technical Analysis, which, through the study of the behavior of a security or index´s price, seeks to predict the dynamics of various speculative markets. This is where this dissertation comes in. The present research aims to analyze the performance of an active investment strategy based on Technical Analysis in futures markets. For this purpose, various technical indicators and oscillators widely used in financial markets were selected and studied in isolation to find the best timing for opening and closing position in the Crude Oil WTI Futures (CL), Bitcoin Futures CME (BMC), and Euro Stoxx 50 Futures (FESX) markets.
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Keywords
Análise Técnica Bitcoin Euro Stoxx 50 Mercado de Futuros Petróleo Volatilidade