National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Analysis of intraday strategy via backtest, papertrading and live trading
Širc, David ; Smrčka, Luboš (advisor) ; Strouhal, Jiří (referee)
This work is about trading futures markets. It defines rules of two different intraday strategies with the same basic trading idea on e-mini NASDAQ 100 market. First strategy is more mechanical, second is more discrete. These strategies are tested via backtest and papertrading. The results of tests are evaluated and based on that is chosen one strategy, which is then applied on live trading. Results from live trading are compared with the results of previous tests for a purpose finding a difference between them and identifying the causes of these differences.
Analysis of business strategy for futures markets
Širc, David ; Zámečník, Petr (advisor) ; Kotáb, Jiří (referee)
This work focuses on trading on stock exchanges, namely on the futures markets from the perspective of the small speculator. The goal is to apply created intraday business strategy on selected futures markets, do fictitious trades on the historical data of markets and analyze these data. The first part of this work deals with the essential information and concepts that the reader needs to know to understand the second part, where the data of fictitious trades on the e-mini NASDAQ 100 market and e-mini S&P 500 market is analyzed, evaluated and suggested possible improvements.

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