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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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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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Design and Use of Automatic Trading System for Increasing Company's Capital
Kněžínek, Michal ; Suchomel, Michal (referee) ; Budík, Jan (advisor)
This diploma thesis discusses about the possibilities of investing in the capital market with a focus on the foreign exchange market. Analysis of the company, whose output is SWOT analysis, is focused on the economic justification of investments. The essence is the proposal of automatic trading systems that will automatically trade on the basis of information from the market and add value to ivested capital. This automatic trading systems are designed in analytic platform named MetaTrader and their parameters are optimized by genetic algorithms.
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The use of technical analysis to determine the prices of energy commodities
Kopunec, Kristián ; Pěcha, Jiří (referee) ; Radil, Lukáš (advisor)
This work is focused on the problems of technical analysis and the technical indicators themselves. It deals with trends, graphs and formation issues. It clarifies them individually. It focuses on technical indicators. It deals in particular with price indicators that are key to selecting the appropriate key method. Using available information from OTE. The selected indicator is counted and then applied to a suitable commodity. The role of the work is to predict the market development using technical indicators and to evaluate the possibilities of the given indicator.
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Automatic Trading System for Currency Pairs Using Technical Analysis
Padyšák, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The aim of this work is to create an automated trading system for trading currency pairs using technical indicators and technical analysis. The proposed trading system is tested and optimized on historical price data. To verify the robustness of the proposed system was used walk-forward analysis. Automatic trading system also uses rules for position sizing and risk management of open positions. Created system is profitabel on historical price data and also in the walk-forward analysis.
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