Modelo para el cálculo de soportes y resistencias de activos de renta variable de alta capitalización bursátil en el mercado de la BVC
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Arredondo, John Alexander | 2020
The principle of effectiveness of a financial transaction in any market is simple: «buy cheap and sell expensive». In practice, establish a priori when the price of a
action can be called «expensive» or «cheap» is still an open question that can be addressed from qualitative approaches, as is the case with fundamental analysis; or
quantitative, which include the inference of behaviors from the reading of letters and trend measures, or more formally, the study of financial assets under
the approach to quantitative finance. The impact that the study of an action, or in general the study of a financial asset, may have depends not only on the conclusions drawn on it, but also on the
the relevance of the asset in the market in which it operates, so it is also of interest to establish which financial assets will be subject to the study and thus
project its findings to a wider audience. The paper presented established a model based on time series and elements of probability theory, for the calculation of the supports and the resistances of the
Prices of the most relevant shares in the Colombian Stock Exchange market, with data for the second half of 2020. It is proposed, on the basis of a
probability obtained from the statisticians generated by the ARIMA model and from a probability function developed by the author and based on a random walk
parameterized, define a filtered probability space that allows the calculation of supports and resistances for the actions, as well as a forecast of the trend of its price.
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