Simulação de estratégias de investimento de médio prazo

Abstract

It's still notable the absent of most Brazilians at the stock market , due to its risk. There are a few that adventure themselves to spend part of their monthly incomes on an investment which the return may vary month to month or even cause losses. This work will present, with real examples, the fact that risk investment can become a great ally for those who wish to increase their savings and investments. The dissertation discusses initial and basic concepts of the stock exchange, allowing the reader to construct the necessary basis for the complete understanding of the work. Some of these concepts involve ways to represent the values of shares on stock markets and what it means to establish a strategy for investment through the observation of past data belonging to the same share we're dealing with. The work involves di erent investment strategies with dierent investment methodologies. It is presented 10 strategies of investment for an investment methodology that involving the analysis of weekly stock exchange variations. These strategies were studiedfrom a material developed by author Stormer, as presented in [12].Following, it is presented 4 strategies for an investment methodology involving the analysis of daily stock exchange variations. These strategies were presented by author Krauz in his book described in [6]. In order to compare performance, the 14 investment strategies analyzed are simulated for the 10 most negotiated shares belonging to iBovespa. Through the simulation, strategies performance data were collected in order to evaluate their eectiveness and consequent applicability.