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Patrones Visuales en Análisis Técnico: Identificación Algorítmica y Evaluación de Estrategias de Inversión

Author

Listed:
  • Sergio Mario Ferro Cárdenas

Abstract

El análisis técnico es un método que busca pronosticar movimientos en los precios a partir de información pasada. Aunque la subjetividad asociada a esta técnica dificulta un estudio científico, los fundamentos lógicos del análisis técnico permiten la creación de algoritmos que pueden mitigar dicha subjetividad. Este trabajo utiliza un procedimiento computacional que se aproxima a la capacidad humana para reconocer patrones visuales. Con base en la evaluación estadística de los retornos obtenidos a partir del reconocimiento de estos patrones, es posible comprobar que el análisis técnico es una forma científicamente válida de extraer información a partir de los precios de mercado. Asimismo, el algoritmo permite obtener rendimientos positivos y significativos en tasa de cambio, bonos de renta fija y acciones.

Suggested Citation

  • Sergio Mario Ferro Cárdenas, 2013. "Patrones Visuales en Análisis Técnico: Identificación Algorítmica y Evaluación de Estrategias de Inversión," Documentos CEDE 11469, Universidad de los Andes, Facultad de Economía, CEDE.
    • Handle: RePEc:col:000089:011469
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    File URL: https://repositorio.uniandes.edu.co/bitstream/handle/1992/8438/dcede2013-39.pdf
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    More about this item

    Keywords

    Trading basado en señales; Técnicas Computacionales; Trading Algorítmico;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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