April 2025
Intermediate to advanced
380 pages
9h 5m
Portuguese (Portugal, Brazil)
Content preview from Python para Negociação Algorítmica
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Capítulo 3. Trabalhar com dados financeiros
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Claramente, os dados superam os algoritmos. Sem dados abrangentes, tendes tendência para obter previsões não abrangentes.
Rob Thomas (2016)
Na negociação algorítmica, geralmente é preciso lidar com quatro tipos de dados, conforme ilustrado na Tabela 3-1. Embora simplifique o mundo dos dados financeiros, distinguir os dados ao longo dos pares histórico versus tempo real e estruturado versus não-estruturado muitas vezes se mostra útil em configurações técnicas.
| Estruturado | Não estruturado | |
|---|---|---|
| Histórico | Preços de fecho no final do dia | Artigos de notícias financeiras |
| Em tempo real | Preços de compra e venda de divisas | Publica no Twitter |
Este livro trata principalmente de dados estruturados (dados numéricos e tabulares), tanto históricos como em tempo real. Este capítulo, em particular, centra-se em dados históricos e estruturados, como os valores de fecho de fim de dia das acções da SAP SE negociadas na Bolsa de Valores de Frankfurt. No entanto, esta categoria também inclui dados intradiários, como dados de barra de 1 minuto para a ação da Apple, Inc. negociada na bolsa de valores NASDAQ. O processamento de dados estruturados em tempo real é abordado no Capítulo 7.
Um projeto de negociação algorítmica começa normalmente com uma ideia ou hipótese de negociação que ...
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