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Free cash assets of the company and their evaluation in trading on stock markets
KLÍMA, Zdeněk
The main theme of this bachelor's thesis uses free cash flow to evaluate the company on the stock market using methods of technical analysis. The literary section I described the financial markets and their functioning, shares and their types, characteristics of the joint-stock company. Finally, I spent time series analysis, technical analysis and its methods. In the practical part I have applied lessons learned about technical analysis, chose two methods and used it to buy shares of three companies using fictitious company. I started analyzing price developments, risks and interdependencies. Then I made using two methods selected six investments. I then conducted an evaluation of investments and the results compared and evaluated both methods. And finally I according to information obtained experience and wrote recommendations not only for myself in the future, but also for other beginning investors.
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Available Financial Sources of Enterprise and Their Evaluation in Trading in the Stock Markets
KASANDA, Jan
My thesis is dedicated to the evaluation of available financial sources of enterprise traded in the stock market. Three kinds of foreign shares are traded in the stock market using some instruments of technical analysis. The trading in the stock market took place in a period of three years (from 2013 to the end of the year 2015). The technical analysis is applied to the historical closing prices of individual stocks. The technical indicators are used to generate buying and selling signals. For trading with share I have chosen the indicators: RSI, Momen-tum and MACD and I have chosen shares of Apple Inc., Allianz and BMW Group. In the theoretical part of my bachelor thesis I describe and explain key words such as Capital market, shares, Joint-Stock company, government bond, tools of financial market and types of analysis. In this part I deal with the types of analysis, especially technical analysis and three chosen technical indicators. The main aim of my thesis is the comparison of the effectiveness of used methods and amount of generated buying and selling signals. These methods are being used to maximize profits. The evaluations of shares are compared with the evaluations of the investments of free sources into government bonds and to a term deposit. According to my results it is not possible to choose the best trading method, because there are many circumstances which is the choice influenced by. The worst indicator of the compared ones is MACD. With Relative strength index I have achieved only trading profit. Most buying and selling signals generated the indicator Momentum. If I should recommend you one of these indicators, I would recommend the indicator RSI.
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Design and Implementation of Automatic Trading System for Exchange Market
Doležal, Radek ; Jahoda, Michal (referee) ; Budík, Jan (advisor)
The subject of this diploma thesis is a design and implementation of an automated trading system for the forex market. It includes an analysis of the main concepts and methods of technical analysis and money management, which constitute an essential theoretical basis for the subsequent practical design of an automatic system. The objective of this work is a development of an automated trading system whose robustness and stability is tested by a walk forward analysis.
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Testing of Indicators for Technical Analysis in Stock Market Trading
Melichar, Josef ; Žák, Jakub (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with testing indicators of technical analysis and their behavior with different kinds of market. In this thesis we tested simple moving averages, exponential moving averages, relative strength index indicator, MACD indicator, and stochastic indicator. At the end we tested a combined indicator, and that was stochastic with MACD. We created an automatic trading system for each of these indicators. From the results we can find out, that by optimizing the technical indicators we can get satisfying results by increasing the profitability. Indicators that seemed non-profitable were in fact profitable after the optimization. However testing parameters of indicators of technical analysis alone is not enough to make a stable profit.
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Prediction of Exchange Rate Movements on Forex
Balog, Miroslav ; Menšík, Jakub (referee) ; Budík, Jan (advisor)
The thesis deals with the possibility of prediction of the exchange rate on forex. The combination of Elliott wave principle and Fibonacci numbers examines to what extent and in what time periods it is possible to predict exchange rate. The thesis use fundamental analysis and MACD oscillator to confirm the accuracy of this prediction.
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The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market
Vaško, Jan ; Kříž, Jiří (referee) ; Dostál, Petr (advisor)
Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool to support decision making in business. The Matlab software is used for this purpose. The work is divided into three parts. The first part deals with theoretical knowledge, brief description of the current situationin is covered in a second part and the theoretical solutions are applied to the system in the third section.
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Testing of trading and trending technical analysis indicators
Hospodár, Roman ; Veselá, Jitka (advisor) ; Derner, Tomáš (referee)
The aim of the diploma thesis is to test the own trading strategies on the exchange market and evaluate their success and applicability in practice. In the introduction of the diploma thesis, there are described basic parameters and basis for testing, such as tested indicators, tested time period and chosen currency pairs. In the next part of the thesis, selected indicators are compiled into three trading strategies, which are then tested . The final part consists of evaluating the results of all three trading strategies .
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Analysis of effectiveness of the selected technical analysis indicators
BÁRTA, Martin
The aim is to compare the efficacy of chosen indicators on the selected segment and type market. To compare it, I chose three most common indicators such as the MACD, RSI and CCI. The choice was conditioned not only by their popularity or recommenda-tions, but also by the availability of the data necessary for may work. For the analysis of indicators, I chose the market, which has become the world standard for measuring the performance of U.S. equities, which is an equity index S&P 500. Finally, I focused on various economic periods and the resulting success of the above indicators at different times, their displays and comparisons at different stages of economic market cycles. For each analysis, evaluation and conclusions an effective indicator can not be unambi-guously determined, but after an overall assessment based on the data, I would recom-mend for the market S&P 500 the use of indicators 10 ? CCI, based on the total effi-ciency. Also, it is necessary to note the use of the indicator MACD (10-35-5) for the speculation on price decrease, especially in light of the proven functionality of this speculation in all periods.
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Analysis of technical indicators on foreign exchange market
Čermák, Jakub ; Musílek, Petr (advisor) ; Veselá, Jitka (referee)
The goal of this diploma work is aplication of technical analysis indicators, especially trend indicators and oscillators. Analysis was made for period of 5 years back on one title from foreign exchange market. Analysis indentifies whether are indicators more profitable than benchmark in the long term. Analysis also examine whether combination of indicators earn more, than indicators themselves.
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