Trading Strategies for US Treasury Bonds Using Technical Analysis and Bloomberg Professional Services
| dc.creator | Jiménez-Méndez, Édgar Ricardo | |
| dc.creator | Álvarez-Lamus, GKevin Gustavo | |
| dc.date | 2024-01-29 | |
| dc.date.accessioned | 2025-10-01T23:49:10Z | |
| dc.description | Purpose: To determine at least one optimal trading strategy for US Treasury bonds using technical analysis based on traditional indicators that brokers apply daily at trading desks. Design/methodology: In this quantitative study, the BT and BTST functions on the Bloomberg Professional platform were employed to obtain the information and process the data. This tool was also used to conduct backtesting experiments in a short time. Several kinds of technical indicators were selected: oscillators, volatility, and trends (such as MACD, RSI, and Bollinger Bands). Findings: Among the multiple strategies that were identified, the most effective one used MACD and a combination of Bollinger Bands and RSI. Effectiveness was defined as the number of successful trades. Conclusions: Based on this study, it can be claimed that trading strategies designed for US Treasury bonds that use technical analysis and more than one indicator have better results than those that implement only one of them. Originality: This study presents empirical contributions from technical analysis that help to demonstrate the effectiveness of trading strategies applied to US Treasury bonds, as opposed to similar studies where this was usually done using equities or currencies. | en-US |
| dc.description | Objetivo: determinar al menos una estrategia óptima de trading aplicada al bono del Tesoro de los Estados Unidos usando análisis técnico bursátil basado en indicadores tradicionales que a diario aplican operadores del mercado en mesas de dinero. Diseño/metodología: se aplicó un estudio de orden cuantitativo donde la información obtenida y el procesamiento de datos fueron realizados usando las funciones BT y BTST de la plataforma Bloomberg. Esta herramienta permitió realizar experimentos basados en backtesting de manera ágil. Fueron seleccionados indicadores técnicos pertenecientes a los grupos de: osciladores, volatilidad y tendencia, como MACD, RSI y bandas de Bollinger. Resultados: se lograron identificar estrategias como la relacionada con el uso del MACD y la combinación de bandas de Bollinger con RSI, presentando esta última mejores niveles de efectividad, entendida esta como la cantidad de operaciones exitosas. Conclusiones: a partir de este estudio se puede afirmar que las estrategias de trading diseñadas para operar bonos del Tesoro estadounidense, usando análisis técnico bursátil, en las que se incluye más de un indicador, generan mejores resultados que aquellas realizadas con uno solo de estos. Originalidad: este estudio presenta aportes empíricos, abordados desde el análisis técnico bursátil, que ayudan a demostrar la efectividad de estrategias de trading aplicadas al bono del Tesoro estadounidense donde usualmente trabajos similares lo hacen con activos de renta variable o divisas. | es-ES |
| dc.format | application/pdf | |
| dc.format | application/zip | |
| dc.format | text/xml | |
| dc.format | text/html | |
| dc.identifier | https://revistas.itm.edu.co/index.php/revista-cea/article/view/2634 | |
| dc.identifier | 10.22430/24223182.2634 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12622/7120 | |
| dc.language | spa | |
| dc.publisher | Institución Universitaria ITM | es-ES |
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| dc.rights | Derechos de autor 2023 Edgar Ricardo Jiménez-Méndez, GKevin Gustavo Álvarez-Lamus | es-ES |
| dc.rights | https://creativecommons.org/licenses/by-nc-sa/4.0 | es-ES |
| dc.source | Revista CEA; Vol. 10 No. 22 (2024); e2634 | en-US |
| dc.source | Revista CEA; Vol. 10 Núm. 22 (2024); e2634 | es-ES |
| dc.source | 2422-3182 | |
| dc.source | 2390-0725 | |
| dc.subject | Technical analysis | en-US |
| dc.subject | treasury | en-US |
| dc.subject | investments | en-US |
| dc.subject | pension funds | en-US |
| dc.subject | Bloomberg | en-US |
| dc.subject | Análisis técnico | es-ES |
| dc.subject | bonos del Tesoro | es-ES |
| dc.subject | inversiones | es-ES |
| dc.subject | fondos de pensiones | es-ES |
| dc.subject | Bloomberg | es-ES |
| dc.title | Trading Strategies for US Treasury Bonds Using Technical Analysis and Bloomberg Professional Services | en-US |
| dc.title | Estrategias de trading para el bono del Tesoro estadounidense usando análisis técnico y Bloomberg Professional Services | es-ES |
| dc.type | info:eu-repo/semantics/article | |
| dc.type | info:eu-repo/semantics/publishedVersion |
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