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Analysis of Market Results
Jakubík, Martin ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with the analysis of trading results generated by trading on the stock exchange. Introductory section explains the issue of expert advisors and position sizing models. The next section deal creation expert advisor and creation of library for position sizing models. Knowledges are analyzed in the test part of the work. Finally, we apply knowledges to automatic evaluation of risk to the trading system.
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Automatic Trading System for Currency Pairs Using Technical Analysis
Padyšák, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The aim of this work is to create an automated trading system for trading currency pairs using technical indicators and technical analysis. The proposed trading system is tested and optimized on historical price data. To verify the robustness of the proposed system was used walk-forward analysis. Automatic trading system also uses rules for position sizing and risk management of open positions. Created system is profitabel on historical price data and also in the walk-forward analysis.
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Design and Use of Automatic Trading System for Increasing Company's Capital
Kněžínek, Michal ; Suchomel, Michal (referee) ; Budík, Jan (advisor)
This diploma thesis discusses about the possibilities of investing in the capital market with a focus on the foreign exchange market. Analysis of the company, whose output is SWOT analysis, is focused on the economic justification of investments. The essence is the proposal of automatic trading systems that will automatically trade on the basis of information from the market and add value to ivested capital. This automatic trading systems are designed in analytic platform named MetaTrader and their parameters are optimized by genetic algorithms.
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Currency Trading
Gazsi, Ján ; Dostál,, Petr (referee) ; Sojka, Zdeněk (advisor)
This thesis deals with the possibilities of electronic stock trading of currency pairs. It analyzes the basic conditions and criteria which trader needs to meet to be able to participate on this market. This master’s thesis describes the use of technical indicators and fundamental messages through electronic trading platforms. Further thesis graphically compares the types of trading according to the time horizonts and then concludes suggestions and recommendations.
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The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market
Vaško, Jan ; Kříž, Jiří (referee) ; Dostál, Petr (advisor)
Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool to support decision making in business. The Matlab software is used for this purpose. The work is divided into three parts. The first part deals with theoretical knowledge, brief description of the current situationin is covered in a second part and the theoretical solutions are applied to the system in the third section.
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Online trading using automated trading systems
Polák, Tomáš ; Palovský, Radomír (advisor) ; Sova, Martin (referee)
This work deals with the online automated trading systems in the Forex. In the theoretical section are explained basic concepts necessary for understanding of the international currency market and the basic tools used by professionals to analyze the behavior of prices. In the practical part, author construct two profitable automated systems based on different approaches according to generally accepted standards and prove that it is possible on the basis of simple-blade business model to program a robot to safely and regularly evaluates the financial resources. The results will be compared with the performance of a standard open source AOS.
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The application of technical analysis in chosen international markets
Beránek, Jiří ; Plchová, Božena (advisor) ; Nigrinová, Lenka (referee)
Diploma thesis focuses on the practical methods and application of technical analysis in international markets. Thesis is divided in three thematic parts. The first one focuses on the history and basic concepts of international exchange markets, futures contracts and the definition of basic terms which are essential for understanding the markets. Second part focuses on the methods of technical analysis which can be divided in two sections -- technical indicators and price action. All mentioned instruments are shown in real market data and charts. Third part focuses on the application of technical analysis in a chosen international market. The application goes through our trading system which combines appropriate technical indicators with price action formation supplemented by methods of money management. Several simulations were made on tested real historical data. The simulations differed in money management settings (automated stoploss tracking, Kelly's formula, Fixed ratio). To find the worst possible trading scenario was used Monte Carlo analysis.
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Currency Trading Strategies
Krpálek, Jan ; Bašta, Milan (advisor) ; Žváčková, Lenka (referee)
My bachelor thesis is concerned with algorithmic trading on foreign exchange markets. Motivation is to create practical work which will cover basics for my ongoing work. From my perspective it is very important to describe assumptions which are necessary in order to properly understand functionality of automated trading. The initial theoretical part includes essential description of methods and tools for Technical Analysis and Money Management which are used afterwards. Further my aim is to show optimization process that is used by professional traders to achieve better and consistent trading results. Finally all calculations will be processed by the TradeStation trading platform and written in EasyLanguage. The end of my thesis includes complete algorithm, ready for immediate use.
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