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Technical Analysis
Halász, Martin ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
This master’s thesis deals with the problems of a technical analysis and its use. The first part of thesis describes theoretical background of the technical analysis and basic concepts and principles of the currency market Forex. The second part is devoted to analyzing the current situation in the environment of currency market. The output of the thesis is a desktop application for the support of technical analysis. The design and development of the application is described in the last part of this thesis.
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Use of Time Series for Technical Analysis of Shares
Hela, Michael ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
This master's thesis deals with the analysis of selected rates of shares by using statistical methods including regression analysis and analysis of time series. Using moving averages as technical indicators in technical analysis of securities to predict the future development of rates of shares and finding buy and sell signals that these indicators generate. The results of this work are suggestions for stock trading based on the use of these methods.
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Technical Analysis
Spáčil, Přemysl ; Budík, Jan (referee) ; Novotná, Veronika (advisor)
This master’s thesis is focused on the development, optimization and testing automated trading systems (ATS) using technical analysis. The first part, which describes mainly theoretical background, is followed by the practical part. This section deals with designing workflow for the development of ATS. Outcome of this thesis is portfolio of strategies that can be traded on e-mini markets. Some systems have been designed in Adaptrade Builder using genetic algorithms, while all testing was performed in TradeStation platform.
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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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Pattern Recognition in Temporal Data
Hovanec, Stanislav ; Hynčica, Ondřej (referee) ; Honzík, Petr (advisor)
This diploma work initially conduct research in the area of descriptions and analysis of time series. The thesis then proceed to introduce the problems of technical analysis of price charts as well as indicators, price patterns and method of Pure Price Action. The method Pure Price Action is demonstrated in this work in two practical examples of its application to real businesses with a view to discovering and analyzing price patterns, as well as analysis and prediction of future price and financial evolution. This analysis is an introduction to the processes of successful business, following on from this we discuss the theme of Pattern Recognition and the Instance Based Learning method. The practical aspect of this work is carried out with the aid of a MATLAB applied algorithm for the analysis of the price pattern Correction for sale and purchase in dynamic time segments, specifically in trading price graphs, like those used for commodities or stock trading. For the analysis of time series we use the Pure Price Action method. The Instance Based Learning method is used by the algorithm to recognize price patterns. The created algorithm is verified on real data of a 5 minute time series of the US Dow Jones price charts for the years 2006, 2007, 2008. The achieved accuracy is evaluated with the aid of Equity Curves.
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Technical Analysis
Ručka, Tomáš ; Regen, Ondřej (referee) ; Novotná, Veronika (advisor)
The master thesis is focused on detailed description of technical analysis and familiarization with fundamental analysis options. Theoretical part of the thesis is focused on describing the market behaviours, the most used technical indicators and tools which are used during market trading. Following part describes the most used trading platform and its weaknesses. Practical part designs and implements tools for elimination of the platform weaknesses.
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Comaparison of Method Prediction on Capital Market
Gruntová, Andrea ; Zerzánek, Ivan (referee) ; Sojka, Zdeněk (advisor)
This thesis is focused on one approach to technical analysis - technical indicators, which are used for forecasting the future trend of share prices and finding entry signals to buy stocks and exit signals to sell stocks generated by technical indicators. The application of chosen technical indicators is demonstrated on selected stocks traded on the Prague Stock Exchange during the chosen period. The result of analyses is a comparison of technical indicators and the successfulness of trading based on the indicated signals.
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Technical Analysis
Tesař, Petr ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
This thesis focused on general characteristics of technical analysis and the use of its instruments to support making decisions when trading in stock market. Within the theoretic part are processed theoretic solutions which are primarily relevant to technical analysis. At the specific stock item is by the help of proposed application consequently implemented the analysis of individual indicators of technical analysis. At the conclusion is compared the profitability and reliability of used indicators.
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