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Proposal for an Automatic Trading System for Foreign Exchange Market
Kolář, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The thesis deals with designing an automated trading system, especially for intra-day trading the currency markets. The aim is to create a comprehensive theoretical background, practical work knowledge can be used to develop appropriate automated trading system. The thesis is an emphasis on technical and partly a psychological analysis of currency markets. Designed system will be suitably optimized to maximize profits and stability of applications on the most liquid currency pairs.
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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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Design and Optimalization of Automated Trading System for Currency Market
Pozník, Petr ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The main objective of this thesis is to design and optimize an automated trading system so as to achive stable equity curve and profit. This model is tested on historical and current market data. Area of trading in the currency markets by using automated trading systems is very large and therefore the biggest focus is on current aproaches to technical analysis, automated systems and summarizes interesting ideas which are used to design my own automated strategy. After completing system design and optimization of the selected input parameters follows its testing on historical data and simulation of real market environment. In both cases the equity curve is profitable and shows a trend of steady growth.
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The use of correlations in the foreign exchange market
GIERTL, Jakub
The main goal of this bachelor thesis was to test the use of correlations in the foreign exchange market. The first part of the thesis is theoretical. Describes principles of currency markets, basics of technical and fundamental analysis and basics of using correlations. The second part of the thesis summarized practical part. Describes strategy and technical indicators used for trading with and without using correlations. At the end of the thesis are summarized the results of the tests with the evaluation.
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The function of exchange offices in the Czech Republic
Coňková, Petra ; Žamberský, Pavel (advisor) ; Horák, Jiří (referee)
This bachelor thesis describes the function of the foreign exchange market and function of exchange offices trading in the Czech Republic. It is divided into three parts. The first chapter engages in exchange rate theory, it explains and describes a creation of exchange rate and brings out happening in the recent foreign exchange market. The second part is applied to Czech legislation, which edits running of exchange offices. In the last part is described an everyday running of an exchange office.
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The Impact of Ffiscal Policy on Foreign Exchange Rate Developments in the Last Decade
Vašková, Kateřina ; Ševčík, Miroslav (advisor) ; Zabranská, Monika (referee)
Diploma thesis deals with problem whether fiscal policy has an impact on development of currency exchange rate. The first aim of the thesis is to describe some theoretical models which consider possibilities of relationship between fiscal policy and currency exchange rate and to give a notice where can be differences. The thesis introduces a function of fiscal policy, a creation of currency exchange rate and describes an environment of exchange market. Currency exchange rate is stable on its market defined value in the long term. I suppose also that interventions of leaders of fiscal policy can not influence currency exchange rate positively. On the other hand, there could be a negative impact on currency exchange rate by leaders of fiscal policy. The second aim of the thesis is to analyze an impact of government debt on development of currency exchange rate, mainly are analyzed the Czech republic, Great Britain and some other selected countries of the European union. In the thesis are provided macroeconomic data of mentioned countries, mainly government debt to gross domestic product, budget deficit to gross domestic product, development of currency exchange rate and some information about macroeconomic situation of countries. Final part of the thesis provides an analysis of an impact of debt on currency exchange rate (correlation analysis, graphical comparing).
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Impact exchange rates on the companie´s sphere of Czech republic
Borovička, Vladimír ; Ševčík, Miroslav (advisor) ; Pojsl, Zdeněk (referee)
In context of czech membership in the Europen Union we always discuss the question if the acceptance of the euro as official currency is for our country and czech companies beneficial or not. The aim of this thesis is to describe microeconomic benefits of join the euro for company TECHO, a.s. that I have been working for over two years. TECHO, a.s. is an important provider of comprehensive services for the furnishing of commercial interiors in the Czech republic and its products are available on three continents -- Europe, Asia and Africa. Because of this fact is the question of acceptance or non-acceptance of the euro for this company very important and actual. The method of research is the analysis of exchange rates that I apply on economic results of the firm for years 2005-2009. The analysis should answer the question if the acceptance of the euro is for the firm TECHO, a.s. profitable or not.
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