|
|
Automatic Trading System for CFD Markets
Novák, Milan ; Novotná, Veronika (referee) ; Budík, Jan (advisor)
This thesis deals with design, optimization and testing of an automated trading system intended for trading CFD contracts. The strategy is based on a combination of a moving average and a custom indicator, which gives signals based on convergence of signals of other monitored indicators. The designed automated trading system also contains a simple, but efficient money management. It is responsible for risking a constant portion of current account balance on each trade. The thesis continues with comparison of three ways to optimize chosen input parameters and comparison of performance of the strategy for ten tested market symbols.
|
|
|
Support for Investment Decision Expert on Currency Markets
Vlček, Tomáš ; Novotná, Veronika (referee) ; Budík, Jan (advisor)
The thesis focuses on automated trading systems for trading on currency market. It describes basics of market analysis and deals with the design, optimization and identifying appropriate indicators of automatic trading system, which is based on the Fibonacci retracement. This system should serve as a decision support for trader's operations in the currency market. Furthermore, this thesis deals with the possibility of avoiding exchange rate risk by trading in the foreign exchange market.
|
|
|
External Financing of Firms Through the Securities
Kembický, Petr ; Voda, Miroslav (referee) ; Rejnuš, Oldřich (advisor)
This Master’s thesis deals with the analysis of long-term corporate financing. Described is financing through the capital market securities – by shares and bonds as well as bank loan. The first part compares the theoretical possibilities of external financing, the second part is focused on the analyse of IPO and analysis of IPO which was realized in Czech republic by listed companies.
|
|
| |
|
|
The Investment Models in an Environment of Financial Markets
Repka, Martin ; MSc, Martin Volko (referee) ; Budík, Jan (advisor)
This thesis focuses on automated trading systems for financial markets trading. It describes theoretical background of financial markets, different technical analysis approaches and theoretical knowledge about automated trading systems. The output of the present paper is a diversified portfolio comprising four different investment models aimed to trading futures contracts of cocoa and gold. The portfolio tested on market data from the first quarter 2013 achieved 46.74% increase on the initial equity. The systems have been designed in Adaptrade Builder software using genetic algorithms and subsequently tested in the MetaTrader trading platform. They have been finally optimized using sensitivity analysis.
|
|
| |
|
|
Financial Investment of the Company
Roh, Jan ; Hráček, Ladislav (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with analysis of investment posibilities in the Czech Republic. It is focused on Czech stock market and Czech bond market. The aim of this thesis is to make an appropriate choise for financial investment of the enterprise with regard to its investment strategy and present economic situation, paying regard to circumstances that currently exist on financial market.
|
|
|
Financial instruments - securities
Skořepa, Pavel ; Novotný, Štěpán (referee) ; Meluzín, Tomáš (advisor)
This work deals with the tools of financial market. It is demonstrated to a reader, what is the financial market composed from, how it actually works and what are the characteristics of securities, why the securities are used, what are the advantages and disadvantages. We are going to focus on field of mutual funds, as a part of collective investment. Thanks to investment questionary is made a research to find out which strategy is prefered by citizens. We are going to suggest the optimal financial portfolio to this strategy by the program GRANT. We are going to use the fuzzy logic characteristic and we are going to show to the investor how can he choose the suitable invesment tools to his portfolio according to his requierements.
|
|
|
MARKET STRUCTURE OF BANKING SECTORS THE EU COUNTRIES 2000-2015
Stříbrský, Ondřej ; Pekárek, Štěpán (advisor) ; Štěpánek, Pavel (referee)
Thesis is focusing on complex comparative analysis of banking sector of countries in European union, because there is tendency to integrate financial markets, but one of the prerequisites to integration is homogeneity of these markets. Thesis pursue defining of substance of financial markets, it is explaining conditions of monetary policy and giving a report on regulation and supervision. Thesis is introducing pillars of concept for integration of financial markets in outline also. Thesis is illustrating variedness using complex comparative analysis of selected indicators of single banking sectors in European union.
|
|
|
Hadoop and Business Intelligence
Kerner, Josef ; Šperková, Lucie (advisor) ; Augustín, Jakub (referee)
The main purpose of this thesis is to describe how an integration of a Hadoop platform into currently existing Business Intelligence technologies and processes can augment its data processing and analysis capabilities while encountering Big Data. Furthermore, it describes reasons why the whole Hadoop application ecosystem was founded and informs the reader about the functionality of its primary components. It continues with provision of overview about Hadoop higher-level components architecture and their use in existing Business Intelligence processes such as data ingestion, transformation and analysis. In the last theoretical chapter it focuses itself on describing specific areas of utilization of the Hadoop platform and Big Data in data warehousing, text mining and predictive analytics. From the practical point of view, a particular use case is provided, an implementation of Big Data ETL process in the field of financial markets and trading with a detailed explanation of the corresponding necessities such as data model, ETL code and proposed metrics, which can be further implemented for achieving increased return on investments.
|
guest ::
