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The evaluation of technical indicators in trading on the commodity market
Vyoral, Jan ; Hes, Aleš (advisor) ; Petr, Petr (referee)
This work is focused on theoretical description, practical testing and evaluation of technical indicators in trading on commodity markets. The work is systematically divided on theoretical and practical parts.
In the beginning of the first part is described theoretical analysis in general, which consists of the technical indicators and the chart patterns. Thereafter is theoretical part focused on the description of indicators and principles, on which are technical indicators founded. Part of the indicators descriptions are possible trading strategies and use for capture of trading signals.
In the second part of the work are evaluated each indicators using definite trading strategies. The evaluation is performed by backtesting strategies on commodity markets historical data. The indicators are evaluated from the perspective of particular strategies profitability, taking into account the broker fees.
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Application of Statistical Methods for Trading in the Currency and Commodity Market
Kepák, Jakub ; Chalásová, Kristýna (referee) ; Doubravský, Karel (advisor)
The topic of Bachelor's thesis "Application of statistical methods for trading in the currency and commodity market" is a practical utilization of statistical methods, also known under the term "technical analysis", for trading in financial or commodity market. Thesis is divided into three main chapters. The first chapter contains theoretical ground for understanding the practical part. The second chapter contains the execution of simulation of strategies on historical data. In the final chapter of the thesis, a suggestion for improvement of the results is placed. The thesis aims to evaluate the results of strategies and proposes suggestions for their improvement.
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Automated Trading System for Commodity Markets
Kliment, Vojtěch ; Novotná, Veronika (referee) ; Budík, Jan (advisor)
This master’s thesis primary deals with a design and a development of own automated trading system which is specialized for commodity markets, especially corn, soybean, wheat and slightly for gold. You can find theoretical basics of technical analysis here, then technical indicators, risk management and trading systems themselves. System is completely designed and programmed in MetaTrader trading platform with using programming language MQL and genetic algorithms. The output of this thesis is portfolio containing six trading strategies which achieved totally 42,4 % increase in three months at the end of year 2014.
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The Proposal of Marketing Management of Company
Dojmazov, Petr ; Ing. Lucie Zumrová, Ph.D (referee) ; Šimberová, Iveta (advisor)
The goal of this diploma thesis is the analysis of current situation of communication agency Aetna, s.r.o., and following suggestion of a suitable strategy, which should provide successful development of the company and its implementation in the market of communication agencies. The emphasis was put especially on the analysis of the current situation and on the basis of its evaluation, new vision and new direction for the agency to follow in order to be successful and competitive even in the future.
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Investing in commodities
Václavík, Michael ; Drozen, František (advisor) ; Šípek, Ladislav (referee)
The purpose of this bachelor thesis is analysis of selected commodity -- cocoa beans, evaluation of the possibilities of investing in the commodity with focus on the most famous financial derivatives -- futures. The first chapter, so called theoretical part is focused on matters of commodity market -- stock market and its participants, analysis of the market and investment opportunities on the commodities market, especially with futures. The second chapter focuses on the cocoa beans market analysis, the most important participants and with the help of fundamental analysis the most important factors influencing supply and demand for the cocoa beans, their impact on the price development. The conclusion summarizes the basic knowledge and evaluates investment opportunities primarily for the smaller investor.
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Trade with selected commodities with focus on fair trade
Pokorná, Iveta ; Jiránková, Martina (advisor) ; Pavlík, Petr (referee)
Using the example of three commodities and three countries, the purpose of the thesis "Trade with selected commodities with focus on fair trade" is to analyse a chosen commodity market in different states. Focusing on developing countries, the work aims to confirm the validity of theoretical models of the international trade. Moreover, extra attention is paid to the alternative concept of fair trade. The thesis is divided into four chapters with the first giving the theoretical basis for the consequential analysis. The second chapter deals with the fair trade movement, the third part examines the concrete industry in the particular country, and the last chapter studies the consequences of fair trade on producers in the Sub-Saharan region.
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Selected BRICS countries in global commodity markets
Kocháňová, Lucie ; Müller, Štěpán (advisor) ; Taušer, Josef (referee)
Present bachelor's thesis has the aim to analyze particular countries of the BRICS group with regard to their position on the international commodity markets. The countries are the Federative republic of Brazil and Russian federation. For a brief introduction into the problem I shortly describe the origin and functioning of the commodity market and its derivates at the beginning of my work. As next I focus on characterising the BRICS group as a whole, each member's economic situation and the structure of their commodity exchange with the world. In the fundamental parts of thesis I concentrate on commodity facilities of both countries, countrie's specifications, current issues and existing trade between the Czech republic and both states. The issue of reciprocal trade and it's perspectives is further developed in the last chapter.
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Commodity market
Hájková, Markéta ; Taušer, Josef (advisor) ; Melcher, Ota (referee)
This work is focused on the description of the commodity market as a market in which a lot of opportunities are hidden. This market is an attractive investment for obtaining and saving money. The aim is to clarify the attractiveness of commodities to investors and through the historical development to analyze the commodity market in today's society. Another goal is to introduce commodities as instruments, which have become a competitor to other forms of investment (eg shares, bonds or real estate). Based on the findings from the analysis of the history, current market expert and major investors and investment opportunities will be filled with the main objective of the thesis, ie, prediction of future market development of selected commodities - gold, oil, coffee and wheat - in the next decade.
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Evaluation of yield and risk of investment while depositing available financial resources of the company
BÜRGER, Pavel
There are evaluated possibilities in my thesis which the company with enough available financial resources has while investing at commodity markets into the gold, silver and platinum. The thesis briefly describes functions and regulation of exchange including the description of instruments the company can use for investment. Another part of my work is a description of statistical evaluation of price data of commodities. Statistical methods and formulas are also analysed in methodology. Practical part contains evaluation of price development which is also described by means of various mathematical curves. Finale of my work is discovery if and for how long it was worth to invest into gold in years 2000 - 2011. My mental hypothesis that more years investment mean higher year yield rate was disproved. The result says that the long-term investment (12 years) had the lowest year yield rate.
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