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Design and Implementation of Automatic Trading System for Foriegn Exchange Market
Vojtěch, Tomáš ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the design of a trading strategy and subsequent implementation of an automated trading system for the forex currency market. In this thesis, a "breakout" strategy with trade filtering based on moving average is created. Consequently, an automated trading system for the MetaTrader 4 platform is developed in MQL4 language. This thesis also deals with the back-testing and optimization of the system in order to maximize the stability and profit.
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Design and Optimizatioin of Automatic Trading System for Forex
Trnik, Erik ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The master's thesis deals with the design of the proposed automatic trading system especially for daily trading on the currency markets. The aim of the thesis is to create a complex theoretical basis, in the practical part of the work to use the knowledge to create a suitable automatic trading system. The thesis focuses on the technical analysis of the currency markets. The proposed system will be optimally optimized to maximize profitability and stability with application to the most liquid currency pairs.
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Analysis of Financial Markets Using Technical Analysis
Beran, Adam ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This bachelor's thesis addresses the ways, methods and strategies of trading in the financial market known as Foreign Exchange (Forex). Thesis deals with the investment strategy focused on currency trading. Among the most traded currency pairs include the EUR/USD, USD/JPY and GBP/USD. The strategy is based mainly on technical analysis. It is also carried out backtesting and evaluation for which currency pair is this strategy most effective. This study therefore describes a process of creating this strategy.
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Investment Strategies for Stock Trading in the US Market
Janičko, Adam ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This master thesis aims at creating automatic trading system, which consists of design, implementation, optimization and testing, on U.S stock market. The algorithm is based on trend identification using falling and rising price minimums and maximums over a certain time interval. Based on the identified trend, the algorithm places buy or sell orders on the stock exchange, which parameters are calculated using Keltner Channel and Stochastic Oscillator indicators.
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Cryptocurrencies and the Future of Financial Markets
Škapa, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This master’s thesis predicts the development and assesses the potential of cryptocurrencies in the areas of investment, trade and technology based on their technical, economic and legal analysis. Although the thesis deals with cryptocurrencies in general, the key focus is placed on their most prominent representative (Bitcoin) in trying to predict the effects on the future of financial markets from a wide, multidisciplinary perspective.
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Design and Optimization of Automated Trading System on the Currency Markets
Kanoš, Petr ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This master thesis deals with design of automated trading system for currency trading. The thesis includes testing of this system on historical data and its optimization for achieving stability and profit. Thesis is divided into theoretical, analytical and practical part. The goal of the first part is to provide theoretical knowledge of the currency market, methods for analysis of the currency market and to define fundamental terminology. Second part describes properties of technical analysis indicators and introduces optimization and testing methods for automated trading systems. The last part is focused on design, implementation, optimization and testing of the automated trading systems.
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