Estratégias de momentum no mercado cambial

Utilizo dados semanais para investigar a lucratividade de estratégias de momentum no mercado de câmbio baseadas em dois diferentes métodos de extração da tendência, possivelmente não linear. Comparo a performance com as tradicionais regras de médias móveis, método linear bastante utilizado pelos profissionais do mercado. Eu encontro que o desempenho de todas as estratégias é extremamente sensível à escolha da moeda, às defasagens utilizadas e ao critério de avaliação escolhido. A despeito disso, as moedas dos países do G10 apresentam resultados médios melhores com a utilização dos métodos não lineares, enquanto as moedas dos países emergentes apresentam resultados mistos. Adoto também uma metodologia para o gerenciamento do risco das estratégias de momentum, visando minimizar as “grandes perdas”. Ela tem êxito em diminuir as perdas máximas semanais, o desvio-padrão, a assimetria e curtose para a maior parte das moedas em ambas as estratégias. Quanto ao desempenho, as operações baseadas no filtro HP com gestão do risco apresentam retornos e índices de Sharpe maiores para cerca de 70% das estratégias, enquanto as baseadas na regressão não paramétrica apresentam resultados melhores para cerca de 60% das estratégias.

Politica de indexação: visando a qualidade para a recuperação da informação

NASCIMENTO, Bruna Laís C. do; FELIPE, Carla Beatriz Marques; BEZERRA, Midinai Gomes.Política de indexação: visando a qualidade para a recuperação da informação. In: SEMINÁRIO DE PESQUISA DO CCSA, 16., 2010, Natal. Anais eletrônicos... Natal: UFRN, 2010. Disponível em:.

Sistema eleitoral proporcional : uma proposta técnico-politica para o Brasil

The present work aims to analyze the several proportional electoral systems from the contemporaries democracies in order to, in the end, purpose a system that better fits to the constitutional Brazilian order. In this direction, we pursued to indicate the main virtues and imperfections in proportional electoral systems in use in more than two hundred countries, especially relating to the positive and negative effects that these systems inject in the party systems, in the governability and in the representativity. In order to collect elements, and also before getting to the work s main point, other issues were approached, even in a shortened way. Nevertheless, in a position taking, we conclude the work opting for a proportional electoral system that potencializes the constitutional principles of representativity and governability as well as prints a party system strong and strict, once these are the depositaries of a democracy compromised with the Brazilian society

Seasonal presence of acicular calcium oxalate crystals in the cambial zone of Citharexylum myrianthum (Verbenaceae)

This study focuses on the seasonal presence of acicular crystals in the cambial zone of Citharexylum myrianthum Chain. (Verbenaceae). Specimens collected in different months from 1996 to 2000 were examined for the abundance of acicular crystals in the cambium. This information was correlated with the phenology of the species and the climate of the region. Acicular calcium oxalate crystals were found in cambial fusiform and ray cell initials, as well as in their daughter cells. An abundance of crystals was observed during periods of water deficit and leaf fall (July). Fewer crystals were found in the beginning of the wet season and bud swelling (September). When trees were flowering and the soil was wet (November and December), acicular crystals were rarely observed. During this period, acicular crystals were found in differentiating phloem and xylem parenchyma cells, in fully differentiated phloem cells, but not in fully differentiated xylem cells.

Para onde caminha a ciência politica?

The purpose of this paper is to analyze the challenges to Political Sciences at the moment when many authors emphasize the usage of democratic paradigm as the only way to the rational building of speech in pluralist societies. At the end of one century of the consolidation of modern liberal thought, both in right and left versions (Wallerstein, 1995), the democracy as research tradition(Ball, 1987) fades away its ethical meaning, based upon equality and freedom, and lacks room for discussions about rules for implementing it. The analytical method seeks to historically rebuild the different levels of modern state-nation upbringing and the consolidation of competitive party democracy in the 20th century, which is the explanation key for the political organizational phenomenon of globalized societies. The result of this analysis opens new perspectives to Political Sciences advance in discussing the nature of democratic paradigm since it needs to face challenges to survive, such as: the fight against the structural violence of our society; the fight against despotism; and the adjustment to the meaning of the word freedom. The facing of the mentioned challenges may open explanation keys that will lead to a change in Political Sciences ways.

Le sfide della politica energetica in America Latina e nei Caraibi : ridurre i divari produttivi e sociali

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Nuevas formas de participacion politica: las mujeres en el Brasil

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Politica migratoria argentina: lineamientos y procesos de implementación

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Sobre la politica demografica de algunos paises socialistas de Europa

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Medios juridicos para la configuracion de una politica de poblacion en el estado socialista

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Indagacion en la estructura de poder y la politica de poblacion

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Migracoes internas no Brasil: reflexoes sobre a correpondencia entre problema, pesquisa e politica

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Teoria socio-economica y politica de poblacion

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Pobreza extrema y gasto social: definiciones y opciones de politica economica

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