{"id":8810,"date":"2020-11-06T16:19:27","date_gmt":"2020-11-06T19:19:27","guid":{"rendered":"https:\/\/warren.com.br\/magazine\/?p=8810"},"modified":"2023-08-02T22:14:39","modified_gmt":"2023-08-03T01:14:39","slug":"o-que-e-quantitative-trading","status":"publish","type":"post","link":"https:\/\/warren.com.br\/magazine\/o-que-e-quantitative-trading\/","title":{"rendered":"O que \u00e9 quantitative trading"},"content":{"rendered":"<div id=\"playht-iframe-wrapper\" style=\"max-height: 210px !important;\">\n\t<iframe\n\tscrolling=\"no\"\n\tclass=\"playht-iframe-player\"\n\tid=\"playht-iframe-player\"\n\theight=\"90px\"\n\twidth=\"100%\"\n\tframeborder=\"0\"\n\tstyle=\"max-height: 90px; height: 90px !important;\"\n\tsrc=\"https:\/\/play.ht\/embed\/?article_url=https:\/\/warren.com.br\/magazine\/?p=8810&voice=pt-BR-FranciscaNeural&appId=l7OQ6uC_zK&trans_id=-N0bLbrdGgHfb_6h5U2A\"\n\tdata-voice=\"pt-BR-FranciscaNeural\"\n\tarticle-url=\"https:\/\/warren.com.br\/magazine\/?p=8810\"\n\tdata-appId=\"l7OQ6uC_zK\"\n\tallowfullscreen=\"\">\n\t<\/iframe>\n<\/div>\n\n<p><em><strong>Quantitative trading<\/strong><\/em>, ou negocia\u00e7\u00e3o quantitativa, \u00e9 uma estrat\u00e9gia de negocia\u00e7\u00e3o que tem como base uma an\u00e1lise quantitativa feita por computadores e implementada de forma sistem\u00e1tica.<\/p>\n\n\n\n<p>Geralmente utilizada por institui\u00e7\u00f5es financeiras ou fundos multimercado para grandes transa\u00e7\u00f5es, seu objetivo \u00e9 encontrar boas oportunidades de negocia\u00e7\u00e3o no mercado financeiro.<\/p>\n\n\n\n<div id=\"ez-toc-container\" class=\"ez-toc-v2_0_83 counter-hierarchy ez-toc-counter ez-toc-grey ez-toc-container-direction\">\n<p class=\"ez-toc-title\" style=\"cursor:inherit\">Indice<\/p>\n<label for=\"ez-toc-cssicon-toggle-item-6a0732da68155\" class=\"ez-toc-cssicon-toggle-label\"><span class=\"ez-toc-cssicon\"><span class=\"eztoc-hide\" style=\"display:none;\">Toggle<\/span><span class=\"ez-toc-icon-toggle-span\"><svg style=\"fill: #999;color:#999\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" class=\"list-377408\" width=\"20px\" height=\"20px\" viewBox=\"0 0 24 24\" fill=\"none\"><path d=\"M6 6H4v2h2V6zm14 0H8v2h12V6zM4 11h2v2H4v-2zm16 0H8v2h12v-2zM4 16h2v2H4v-2zm16 0H8v2h12v-2z\" fill=\"currentColor\"><\/path><\/svg><svg style=\"fill: #999;color:#999\" class=\"arrow-unsorted-368013\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"10px\" height=\"10px\" viewBox=\"0 0 24 24\" version=\"1.2\" baseProfile=\"tiny\"><path d=\"M18.2 9.3l-6.2-6.3-6.2 6.3c-.2.2-.3.4-.3.7s.1.5.3.7c.2.2.4.3.7.3h11c.3 0 .5-.1.7-.3.2-.2.3-.5.3-.7s-.1-.5-.3-.7zM5.8 14.7l6.2 6.3 6.2-6.3c.2-.2.3-.5.3-.7s-.1-.5-.3-.7c-.2-.2-.4-.3-.7-.3h-11c-.3 0-.5.1-.7.3-.2.2-.3.5-.3.7s.1.5.3.7z\"\/><\/svg><\/span><\/span><\/label><input type=\"checkbox\"  id=\"ez-toc-cssicon-toggle-item-6a0732da68155\"  aria-label=\"Alternar\" \/><nav><ul class='ez-toc-list ez-toc-list-level-1 ' ><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-1\" href=\"https:\/\/warren.com.br\/magazine\/o-que-e-quantitative-trading\/#Como_funciona_o_quantitative_trading\" >Como funciona o quantitative trading?<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-2\" href=\"https:\/\/warren.com.br\/magazine\/o-que-e-quantitative-trading\/#Qual_a_vantagem_do_quantitative_trading\" >Qual a vantagem do quantitative trading?<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"Como_funciona_o_quantitative_trading\"><\/span>Como funciona o quantitative trading?<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>Para colocar o quantitative trading em pr\u00e1tica, \u00e9 preciso:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>Criar um <strong>modelo matem\u00e1tico<\/strong>;<\/li><li>Desenvolver um <strong>programa de computador<\/strong>;<\/li><li><strong>Testar <\/strong>o programa com dados hist\u00f3ricos; e<\/li><li><strong>Implementar o sistema no mercado <\/strong>em tempo real e com dinheiro de verdade.<\/li><\/ul>\n\n\n\n<p>Para identificar os ativos que t\u00eam mais chance de apresentar um bom desempenho no futuro, o sistema conta com a ajuda de algoritmos que coletam dados dos <strong>ativos<\/strong> e aplicam essas informa\u00e7\u00f5es no modelo matem\u00e1tico criado.<\/p>\n\n\n\n<p>Dois dos dados mais utilizados no quantitative trading s\u00e3o <strong>pre\u00e7o <\/strong>e <strong>volume<\/strong>.<\/p>\n\n\n\n<p>Depois que o programa identifica a estrat\u00e9gia (analisando, por exemplo, qual a frequ\u00eancia da opera\u00e7\u00e3o), existe a etapa do backtesting, que nada mais \u00e9 do que um teste: a estrat\u00e9gia \u00e9 aplicada aos dados e, em caso de bons resultados, ela pode ser automatizada e executada.<\/p>\n\n\n\n<p>As oportunidades de compra e venda podem ser recomendadas ao investidor ou <strong>gestor<\/strong> ou efetuadas automaticamente, dependendo do programa.<\/p>\n\n\n\n<p>Vale lembrar que, como em qualquer transa\u00e7\u00e3o, \u00e9 preciso fazer uma an\u00e1lise dos riscos envolvidos na opera\u00e7\u00e3o, buscando maneiras de minimiz\u00e1-los.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"Qual_a_vantagem_do_quantitative_trading\"><\/span>Qual a vantagem do quantitative trading?<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>Seu principal diferencial est\u00e1 na premissa de que as m\u00e1quinas s\u00e3o capazes de atuar com mais precis\u00e3o do que n\u00f3s, humanos \u2013 neste caso, do que os gestores \u2013 e, por isso, tomam <strong>decis\u00f5es mais racionais<\/strong>.<\/p>\n\n\n\n<p>Com essa estrat\u00e9gia, quem se debru\u00e7a sobre dados, padr\u00f5es e hist\u00f3ricos de pre\u00e7o \u00e9 um computador, e n\u00e3o um especialista.<\/p>\n\n\n\n<p>Por outro lado, o quantitative trading tem uso limitado, pois pode perder sua efic\u00e1cia caso as condi\u00e7\u00f5es do mercado se modifiquem.<br><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Quantitative trading, ou negocia\u00e7\u00e3o quantitativa, \u00e9 uma estrat\u00e9gia de negocia\u00e7\u00e3o que tem como base uma an\u00e1lise quantitativa feita por computadores e implementada de forma sistem\u00e1tica.<\/p>\n","protected":false},"author":8,"featured_media":8811,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[1016],"tags":[],"class_list":["post-8810","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-por-dentro-do-mercado","entry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.6 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Quantitative trading: tudo o que voc\u00ea precisa saber<\/title>\n<meta name=\"description\" content=\"Quantitative trading \u00e9 uma estrat\u00e9gia de negocia\u00e7\u00e3o sistem\u00e1tica que tem como base uma an\u00e1lise quantitativa feita por computadores.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" 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