Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2015, Director: Josep Vives i Santa Eulàlia
Financial Markets are studied in different ways, in this piece of work we study and compare two of the most common types of analysis: Technical Analysis and Time Series.
The first one is focused on the evolution of market prices, mainly through the use of graphics. It tries to find chart patterns, with the purpose of predicting future trends of
prices.
In the second type of analysis we will study the data and we will try to find a model that
adjusts the best possible way to the data given. The purpose is to find a model to with we can extrapolate the data in the future, and then, make it operational in the market.
The goal of my work is to study Technical Analysis and Time Series separately. Finally, I intend to compare them and try to choose which one is more productive.