Browsing TCC by Subject "Cointegration"
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Long and short por cointegração aplicado ao mercado acionário brasileiro
(Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 06/09/2023)In this article, we conduct a detailed analysis of the long and short investment strategy with cointegration in the Brazilian stock market. We explore the correlation between pairs of stocks and propose a trading approach ...