Long Short por Cointegração - Filtro 1 (Light). Atualizada diariamente.

Pairs Condition-21 Condition-40 Condition-50 Condition-60
CRFB3 ODPV3 0 buy buy buy
ODPV3 EGIE3 0 sell sell sell
EGIE3 CPLE3 0 buy buy buy
ELET3 BRDT3 0 sell sell sell
ELET6 BRDT3 0 sell sell sell
BEEF3 FLRY3 0 0 sell sell
CSMG3 ODPV3 0 0 buy buy
CSMG3 ABEV3 0 0 sell sell
ODPV3 ITSA4 0 0 sell sell
ODPV3 ITSA3 0 0 sell sell
PRIO3 SMTO3 0 0 sell sell
PRIO3 TAEE11 0 0 sell sell
ENAT3 RANI3 0 0 sell sell
SULA11 SBSP3 0 0 buy buy
BEEF3 DIRR3 0 0 0 sell
BEEF3 YDUQ3 0 0 0 sell
CESP6 FLRY3 0 0 0 sell
PRIO3 GGBR4 0 0 0 sell
WEGE3 NTCO3 0 0 0 sell

Long Short por Cointegração - Filtro 2 (Conservadora (p-value<0.01)). Atualizada diariamente.

Pairs Condition-21 Condition-40 Condition-50 Condition-60
CRFB3 ODPV3 0 buy 0 0
ODPV3 EGIE3 0 sell 0 0
EGIE3 CPLE3 0 buy 0 0
ELET3 BRDT3 0 sell 0 0
ELET6 BRDT3 0 sell 0 0
ODPV3 ITSA4 0 0 sell sell
CSMG3 ABEV3 0 0 sell sell
CSMG3 ODPV3 0 0 buy buy
ODPV3 ITSA3 0 0 sell sell
BBSE3 MULT3 0 0 sell sell
CPLE3 PFRM3 0 0 sell sell
POMO4 PINE4 0 0 sell sell
MRFG3 BMEB4 0 0 sell sell
ODPV3 ABEV3 0 0 sell sell
CESP6 FLRY3 0 0 0 sell
BEEF3 DIRR3 0 0 0 sell

Ultima atualização Forex.

2021-09-29 10:14:58

Ultima atualização Brasil

2021-09-29 10:14:58