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Doctoral Thesis
DOI
https://doi.org/10.11606/T.12.2008.tde-14082008-102631
Document
Author
Full name
Marco Antonio de Barros Penteado
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2008
Supervisor
Committee
Siqueira, Jose de Oliveira (President)
Canton, Adolpho Walter Pimazoni
Silva, Ricardo Humberto Rocha da
Takada, Hellinton Hatsuo
Ventura, Alessandra Montini
Title in Portuguese
A função log-periódica e sua aplicação na previsão da reversão de tendências por meio da análise gráfica do mercado acionário brasileiro
Keywords in Portuguese
Ações
Finanças
Investimentos - Análise
Mercado de capitais
Abstract in Portuguese
Este trabalho tem por objetivo mostrar que a função log-periódica pode ser utilizada na Análise Gráfica como um indicador do tipo oscilador, que prevê a reversão de tendências. Os testes realizados mostraram a viabilidade e eficácia de sua utilização, levando a significativas evidências em favor de sua utilização, quando os resultados são comparados àqueles obtidos através da utilização dos indicadores médias móveis, IFR e MACD e do rompimento de tendências.
Title in English
The log-periodic function and its application in the forecast of the reversion of trends by means of the graphical analysis of the Brazilian shareholding market
Keywords in English
Action
Finances
Investments - Analysis
Stock market
Abstract in English
The purpose of present work is to show that the log-periodic function can be used in Technical Analysis as an oscillator, which anticipates trend reversions. The tests show its usefulness and the advantages of its utilization, once meaningful differences appear when its results are compared with those of moving averages, RSI , MACD and trend reversals.
 
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Resumo_Marco.pdf (20.53 Kbytes)
TESE_Capa_Marco.pdf (15.92 Kbytes)
Tese_Marco.pdf (983.17 Kbytes)
Publishing Date
2008-08-14
 
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