Spread Trading
Mostrando 1-8 de 8 artigos, teses e dissertações.
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1. Comportamento de pares de ações no mercado brasileiro sob a ótica da cointegração, para preços intra-diários
Esta dissertação estuda o movimento do mercado acionário brasileiro com o objetivo de testar a trajetória de preços de pares de ações, aplicada à estratégia de pair trading. Os ativos estudados compreendem as ações que compõem o Ibovespa e a seleção dos pares é feita de forma unicamente estatística através da característica de cointegraçã
Publicado em: 19/08/2011
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2. Spread trading strategy for intraday short term interest rate futures markets
Neste trabalho analisaram-se estratégias de spread calendário de contratos futuros de taxa de juros de curto prazo (STIR – Short Term Interest Rate) em operações de intraday trade. O spread calendário consiste na compra e venda simultânea de contratos de STIR com diferentes maturidades. Cada um dos contratos individualmente se comporta de forma aleat
Publicado em: 04/02/2011
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3. Pigeonpea selection and breeding.
Pigeonpea [Cajanus cajan (L.) Millsp] is believed to be native of Indian subcontinent where the greatest genetic variability of the species is found. Africa has also been considered by some authors as a possible center of its origin, since ample variability can be found there as well. Most likely, however, pigeonpea is originated from that subcontinent but i
SIMPÓSIO INTERNACIONAL SOBRE MELHORAMENTO DE FORRAGEIRAS. Publicado em: 2011
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4. Apreçamento racional de mercadorias utilizando modelo de valor presente para o boi gordo no período de 2001 a 2008
Campbell and Schiller (1987) proposed, within the scope of econometric analysis and cointegration, a powerful tool that enabled the present value model tests to also test market rationality and efficiency. The opportunity offered by the present value model of a substantial and settled fundamental value theory together with a powerful tool kit of empiricaleco
Publicado em: 2010
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5. As redes mercantis no final do século XVI e a figura do mercador João Nunes Correia / The commercial network in the final of the 16th century and João Nunes Correia
The european maritime expansion of the 15th and 16th centuries as well as the mercantile activities inherent to it provoked a geographical spread of trading centers in addition to supply sources of merchandise situated in Asia, Africa and America. The complexity of the new trade demanded a reorganization of agreements and finances and imposed a new relations
Publicado em: 2007
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6. Contingent claim valuation with penalty costs on short selling positions. / Um modelo estocástico para o apreçamento de derivativos com penalidades em vendas a descoberto.
In this work we present a financial theory with penalty costs on short selling positions. Penalty costs differ from transaction costs for they do not depend on changes on trading positions (strategies). In the case of short selling in stocks, the investor borrows and then sells the position; in this case, the penalty costs are associated with the borrowing r
Publicado em: 2006
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7. Evolutionary-genetical studie of modern and archaeological samples of maize (Zea mays mays, L.) and beans (Phaseolus vulgaris, L.). / Estudo genético-evolutivo de amostras modernas e arqueológicas de milho (Zea mays mays, L.) e feijão (Phaseolus vulgaris, L.).
Seven archaeological samples of maize (Zea mays mays, Lineu), 620±60 to 990±60 years old and one sample of bean (Phaseolus vulgaris, Lineu), 301 ± 39 years old (based on C14 datation), were studied by biomolecular techniques to understand their historical origin. They were found in indigenous subterranean silos, from archaeological sites at Januária (Per
Publicado em: 2001
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8. Molecular Epidemiology of Mycobacterium avium subsp. paratuberculosis: IS900 Restriction Fragment Length Polymorphism and IS1311 Polymorphism Analyses of Isolates from Animals and a Human in Australia
The distribution and prevalence of strains of Mycobacterium avium subsp. paratuberculosis were determined among sheep, cattle, and other species with Johne's disease in Australia. A total of 328 isolates were evaluated from numerous farms in New South Wales, Victoria, Tasmania, and South Australia, Australia. Restriction fragment length polymorphism (RFLP) a
American Society for Microbiology.