{"id":862,"date":"2020-09-14T11:24:41","date_gmt":"2020-09-14T11:24:41","guid":{"rendered":"https:\/\/ricovictor.com\/?p=862"},"modified":"2026-01-29T22:05:46","modified_gmt":"2026-01-29T22:05:46","slug":"arbitraje-estadistico-forex-analisis-de-cointegracion","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/","title":{"rendered":"Arbitraje Estad\u00edstico Forex. An\u00e1lisis de Cointegraci\u00f3n"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"862\" class=\"elementor elementor-862\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-663a84ea elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"663a84ea\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-wide\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-355d61b2\" data-id=\"355d61b2\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-17710fee elementor-widget elementor-widget-text-editor\" data-id=\"17710fee\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>En este post haremos dos\u00a0 ejemplos\u00a0 analizando el mercado <strong>Forex<\/strong>\u00a0a d\u00eda de hoy usando arbitraje estad\u00edstico mediante<a href=\"https:\/\/ricovictor.com\/index.php\/2020\/06\/27\/econometria-de-series-de-tiempo-cointegracion\/\"><strong>\u00a0Cointegraci\u00f3n<\/strong><\/a>.<\/p><p>Veremos dos ejemplos. Uno ser\u00e1 la relaci\u00f3n entre <strong>AUDUSD\u00a0 y GBPNZD<\/strong>\u00a0 y el otro <strong>AUDCHF y USDCHF.<\/strong><\/p><p>He creado un v\u00eddeo para hacer el an\u00e1lisis y que sea m\u00e1s didactico. Tambi\u00e9n abajo puedes ver la representaci\u00f3n gr\u00e1fica del an\u00e1lisis.<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-5ee4c2bd\" data-id=\"5ee4c2bd\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-69f30bc5 elementor-widget elementor-widget-video\" data-id=\"69f30bc5\" data-element_type=\"widget\" data-settings=\"{&quot;youtube_url&quot;:&quot;https:\\\/\\\/www.youtube.com\\\/watch?v=PiDbZdzEjKw&amp;t=8s&quot;,&quot;video_type&quot;:&quot;youtube&quot;,&quot;controls&quot;:&quot;yes&quot;}\" data-widget_type=\"video.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-wrapper elementor-open-inline\">\n\t\t\t<div class=\"elementor-video\"><\/div>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-1bd3454 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"1bd3454\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-bd98555\" data-id=\"bd98555\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-955bea7 elementor-widget elementor-widget-image\" data-id=\"955bea7\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img loading=\"lazy\" decoding=\"async\" width=\"743\" height=\"373\" src=\"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_2.png\" class=\"attachment-large size-large wp-image-866\" alt=\"\" srcset=\"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_2.png 743w, https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_2-300x151.png 300w, https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_2-600x300.png 600w, https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_2-400x200.png 400w\" sizes=\"(max-width: 743px) 100vw, 743px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-12c6096\" data-id=\"12c6096\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-419d8b8 elementor-widget elementor-widget-image\" data-id=\"419d8b8\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img loading=\"lazy\" decoding=\"async\" width=\"739\" height=\"397\" src=\"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_1.png\" class=\"attachment-large size-large wp-image-865\" alt=\"\" srcset=\"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_1.png 739w, https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/SPREAD_SEPTIEMBRE_1-300x161.png 300w\" sizes=\"(max-width: 739px) 100vw, 739px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-48fdfa70 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"48fdfa70\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-14545ef2\" data-id=\"14545ef2\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-5cd9de12 elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"5cd9de12\" data-element_type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-7cf86dba elementor-widget elementor-widget-text-editor\" data-id=\"7cf86dba\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>Si quieres\u00a0<strong>aprender<\/strong>\u00a0m\u00e1s acerca de los mercados de divisas, y\u00a0<strong>t\u00e9cnicas estad\u00edsticas<\/strong>\u00a0para crear estrategias en tanto en\u00a0<strong>Forex<\/strong>,como <strong>\u00edndices o acciones<\/strong> pincha abajo donde encontrar\u00e1s formaci\u00f3n interesante<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-24ad30e3 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"24ad30e3\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-44d13a5\" data-id=\"44d13a5\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-2805de1 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"2805de1\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/ricovictor.com\/index.php\/multicointegracion\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Curso GRATIS Multicointegraci\u00f3n en FOREX<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-7323c8b1\" data-id=\"7323c8b1\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-79dacd20 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"79dacd20\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-md\" href=\"https:\/\/ricovictor.com\/index.php\/iniciacion-al-arbitraje-estadistico\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">Aprende Arbitraje Estad\u00edstico<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>En este post haremos dos\u00a0 ejemplos\u00a0 analizando el mercado Forex\u00a0a d\u00eda de hoy usando arbitraje estad\u00edstico mediante\u00a0Cointegraci\u00f3n. Veremos dos ejemplos. Uno ser\u00e1 la relaci\u00f3n entre AUDUSD\u00a0 y GBPNZD\u00a0 y el otro AUDCHF y USDCHF. He creado un v\u00eddeo para hacer el an\u00e1lisis y que sea m\u00e1s didactico. Tambi\u00e9n abajo puedes ver la representaci\u00f3n gr\u00e1fica del &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/\"> <span class=\"screen-reader-text\">Arbitraje Estad\u00edstico Forex. An\u00e1lisis de Cointegraci\u00f3n<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":1,"featured_media":863,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[24],"tags":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Arbitraje Estad\u00edstico Forex. An\u00e1lisis de Cointegraci\u00f3n - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Arbitraje Estad\u00edstico Forex. An\u00e1lisis de Cointegraci\u00f3n - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" \/>\n<meta property=\"og:description\" content=\"En este post haremos dos\u00a0 ejemplos\u00a0 analizando el mercado Forex\u00a0a d\u00eda de hoy usando arbitraje estad\u00edstico mediante\u00a0Cointegraci\u00f3n. Veremos dos ejemplos. Uno ser\u00e1 la relaci\u00f3n entre AUDUSD\u00a0 y GBPNZD\u00a0 y el otro AUDCHF y USDCHF. He creado un v\u00eddeo para hacer el an\u00e1lisis y que sea m\u00e1s didactico. Tambi\u00e9n abajo puedes ver la representaci\u00f3n gr\u00e1fica del &hellip; Arbitraje Estad\u00edstico Forex. An\u00e1lisis de Cointegraci\u00f3n Leer m\u00e1s &raquo;\" \/>\n<meta property=\"og:url\" content=\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/\" \/>\n<meta property=\"og:site_name\" content=\"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" \/>\n<meta property=\"article:author\" content=\"https:\/\/www.facebook.com\/VictorRicoA\/\" \/>\n<meta property=\"article:published_time\" content=\"2020-09-14T11:24:41+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2026-01-29T22:05:46+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/09\/paint-2985569_1280.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"1280\" \/>\n\t<meta property=\"og:image:height\" content=\"853\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"author\" content=\"Victor A.Rico\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:creator\" content=\"@https:\/\/www.twitter.com\/RicoVictor_\" \/>\n<meta name=\"twitter:label1\" content=\"Escrito por\" \/>\n\t<meta name=\"twitter:data1\" content=\"Victor A.Rico\" \/>\n\t<meta name=\"twitter:label2\" content=\"Tiempo de lectura\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 minuto\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/#article\",\"isPartOf\":{\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/\"},\"author\":{\"name\":\"Victor A.Rico\",\"@id\":\"https:\/\/ricovictor.com\/#\/schema\/person\/019a6d632b4c12d438e84d000f68ae38\"},\"headline\":\"Arbitraje Estad\u00edstico Forex. An\u00e1lisis de Cointegraci\u00f3n\",\"datePublished\":\"2020-09-14T11:24:41+00:00\",\"dateModified\":\"2026-01-29T22:05:46+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/\"},\"wordCount\":132,\"commentCount\":0,\"publisher\":{\"@id\":\"https:\/\/ricovictor.com\/#organization\"},\"articleSection\":[\"Finanzas Cuantitativas\"],\"inLanguage\":\"es\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/\",\"url\":\"https:\/\/ricovictor.com\/index.php\/2020\/09\/14\/arbitraje-estadistico-forex-analisis-de-cointegracion\/\",\"name\":\"Arbitraje Estad\u00edstico Forex. 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