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Proposal for Expansion of the Portfolio of an Exchange Traded Fund with European Technology Stocks
Gross, Tadeáš ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
This diploma thesis deals with expansion of the ETF portfolio in order to meet the requirements of the fund while complying with their valid statue. The first part of the work is theoretical research of all discussed concepts, methods and indicators used in other parts of the work. In the practical part, indicators of companies are analyzed, then they are compared with each other and then verified using a bankruptcy model. Based on the above, a proposal is then presented to expand the ETF with specifically selected shares of the analyzed companies.
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Automated trading systems
Šafář, Vítězslav ; Hříbek, David (referee) ; Rozman, Jaroslav (advisor)
Trading in the financial market is something almost everyone has heard of these days, but automated trading is still a novelty for most. The aim of this bachelor's thesis is to design and create several automatic trading systems using the application programming interface provided by XTB, and subsequently evaluate these automated trading systems using historical data. The thesis presents four differently complex automated trading systems, achieving various profits at certain risk levels. Furthermore, the thesis demonstrates the usability of the mentioned XTB application programming interface. The best-designed system evaluated was the one utilizing the MACD indicator,which achieved an average annual return of around 13.5 % with a level of risk of loss, approximately 39 %.
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Application of Fuzzy Logic for Evaluating Investments in Stock Markets
Mišičák, Filip ; Janková, Zuzana (referee) ; Dostál, Petr (advisor)
The theme of this thesis is the application of fuzzy logic decision support in stock markets.. It theoretically describes the principles of fuzzy logic and selected tools used for trading on stock markets. In the practical part of the work, this information is applied to develop two models for evaluating ETFs using fuzzy logic. Both models, one in MATLAB and the other in Excel, are based on the same fund criteria, yet each model processes and evaluates these inputs using different methods. The results from these models then serve to support decisionmaking for investors.
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Automatic System for Options Trading
Vintoňak, Roman ; Rozman, Jaroslav (referee) ; Hříbek, David (advisor)
Options are becoming very popular tool for traders. In this theses I will first explain basic principles of markets, options, stocks and other relevant topics. Then I will perform research of brokers, who are working within Czech Republic and allow options trading. After that I will come up with various trading strategies for trading options, implement an environment for backtesting said strategies and analyse them. Finally I will implement an application for automated trading based on those strategies.
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The investment portfolio and its creation
Sivenkova, Marietta ; Toman,, Petr (referee) ; Ptáček, Roman (advisor)
The diploma thesis deals with the compilation of a diversified investment portfolio for a retail investor. Theoretical knowledge is defined in the first part of the thesis. In the next part, a comparison of two indices is made - S&P 500 and DJIA 30. Part of the diploma thesis is the analysis and comparison of each sector of the economy with shares according to 9 different indicators. Next, the ETFs of each of the precious metals are compared and the best ones are selected. In the end, an investment recommendation is formulated.
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Application of Fuzzy Logic for Evaluating Investments in Stock Markets
Žigo, Tomáš ; Podešva, Lukáš (referee) ; Janková, Zuzana (advisor)
This diploma thesis deals with the evaluation of investments in stock markets through decision support models. Within the work, two decision support systems in the MS Excel and MATLAB programming environments are designed and created, which are implemented using fuzzy logic. The work describes the theoretical basis of the work, work in software environments, and the selection of investments in the stock market. The thesis also contains a definition of evaluation criteria and a description of the creation process of the decision-making system, from which investment recommendations are derived.
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Investment Portfolio and its Creation
Levíček, Milan ; Trávník, Vladimír (referee) ; Ptáček, Roman (advisor)
The diploma thesis deals with the evaluation and comparison of the performance of real estate mutual funds and real estate ETFs. Their basic principles and differences are presented with a focus on their advantages and disadvantages for potential investors. At the end, selected funds are ordered by using selected indicators and investment recommendation is formulated.
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Comparison of Activ Managed Funds Collective Investment with Index Funds
Plundra, Tomáš ; Blank, Martin (referee) ; Rejnuš, Oldřich (advisor)
The bachelor thesis is focused on comparison of activ managed funds of collective investment with index funds. The first part defines notion of collective investment, its subjects, advantages and disadvantages. Second part analyses current situation of collective investment in the Czech republic and it compares open-end-fund with ETF. Thesis contains results of comparison of specific criteria and it helps to enlarge information about new possibilities of investment.
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Performance Evaluation of Real Estate Investment and Mutual Funds
Janková, Zuzana ; Novotná, Veronika (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the evaluation and the comparison of the performance of mutual funds and investment funds with a focus on the real estate sector. The essence and principles of mutual funds, ETF and REIT are presented, and the resulting weaknesses and advantages. According to the selected indicators, the profitability, riskiness and expense of the investment opportunities are examined and investment recommendations for management of an investment company and potential retail investors are established.
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