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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 Optimization of the Trading Strategy in Financial Markets
Pospíšil, Petr ; Slatinský, Miroslav (referee) ; Budík, Jan (advisor)
This bachelor's thesis is concerned with the design and optimization of a trading strategy on Foreign Exchange – particularly on EURUSD currency pair. The strategy makes use of standard indicators used in technical analysis and is consequently optimized and backtested using history data. The thesis addresses both the development of such a strategy and the main pitfalls, ones with which I have came in contact with and had to solve, are discussed.
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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
Kaděra, Miroslav ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
The topic of this thesis is testing of indicators for technical analysis, done from the point of view of their suitability for automatic stock market trading systems. The thesis tests behaviour of simple moving average, exponential moving average and the RSI indicator. A simple automatic trading system was made for each indicator. Profitability of the system was tested for various parameters of the used indicator. The testing was realized using real historical data of more than ten years historical period. The results show that profitability of the system can be increased by tens of percent. Even though for stable profitable trading the trader should work out a lot of other rules than just indicator parameters.
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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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TTP protocol for managing hierarchy trees of RTCP feedback channel
Müller, Jakub ; Komosný, Dan (referee) ; Burget, Radim (advisor)
TTP protocol for managing hierarchy trees of the RTCP feedback channel represents the mechanism for transferring the big amount of data from end users via the “narrow” feedback channel. We are not speaking about thousands of users but about millions of users, which are using services like IPTV. The method of a data summarization is used for this purpose in selected network nodes. The summarized message is transferred and summarized again in higher levels of the hierarchical tree. Both methods allow reducing the amount of data and help to increase information content transferred via the feedback channel. Finding of the correct end user position in a network is also very important aspect. The user must be able to find the closest summarization node with this information and starts sending out the messages to this node for processing. There are several methods for constructing and managing the asynchronous feedback channel that are introduced in this work.
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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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