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National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Algorithmic trading
 Uherek, Jiří ; Stádník, Bohumil (advisor) ; Fičura, Milan (referee)
The diploma thesis is focused on algorithmic trading. In the first part the theoretical background is summarized. This part is particularly focused on definition of algorithmic trading, execution mechanisms, quantitative strategies, including problems regarding backtesting, and also on benefits and threats of algorithmic trading in market's point of view. The thesis also offers an introduction to genetic algorithms. In the practical part the strategy using genetic algorithm to find optimal combination of particular strategies is developed. The results showed that using genetic algorithms was beneficial for given data series. They also showed that the size of transaction costs is crucial for strategy performance same as dividing data series into testing sample and validation sample.
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Financial market anomalies
 Uherek, Jiří ; Havlíček, David (advisor) ; Janda, Karel (referee)
The bachelor thesis is focused on the most known financial markets anomalies. In the first part the efficient market hypothesis is described as traditional theory of finance. The most known financial markets anomalies are listed and analyzed in the second part of this thesis. In this part is also offered an explanation of these anomalies from the point of view of behavioral finance. The final section analyses particular anomaly -- the weekend effect. The analysis confirmed the occurrence of weekend effect on different markets. The conclusion based on research of several trading strategies is that there is not possible to gain excess return from knowledge of weekend effect. The analysis also confirmed the change of return patterns in last decade.
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Financial analysis of corporation SETUZA a.s.
 Kubečka, Radim ; Kopkáně, Heřman (advisor) ; Uherek, Jiří (referee)
Drift of work: Diagnose of financial health of corporation, confrontation with competition and detect effect of the macro-economic indexes on corporation.
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See also: similar author names
4 Uherek, Jakub
8 Uherek, Jan
4 Uherek, Jaromír
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