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The Analysis of Instruments EUR/USD, BOSSAUSD and the Correlation Analysis of Predicted Results
 Vágner, Robert ; Šimíček, Petr (advisor) ; Peľak, Branislav (referee)
The main focus of this bachelor thesis is the correlation relationship between the major currency pair EUR/USD and a dollar index BOSSAUSD. The first part will explain the basics of forex as a market and the compilation of the index BOSSAUSD. In the second part the correlation dependence of both instruments will be measured and an automatic trading system which is going to place orders on both instruments simultaneously according to identical rules will be compiled. The functioning of this trading system will be explained thoroughly. In the conclusion the correlation of both instruments will be compared with the correlation of trades executed by the trading system.
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See also: similar author names
1 Vagner, Radim
2 Vagner, Roman
6 Vágner, Richard
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