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The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market
Vaško, Jan ; Kříž, Jiří (referee) ; Dostál, Petr (advisor)
Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool to support decision making in business. The Matlab software is used for this purpose. The work is divided into three parts. The first part deals with theoretical knowledge, brief description of the current situationin is covered in a second part and the theoretical solutions are applied to the system in the third section.
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Online trading using automated trading systems
Polák, Tomáš ; Palovský, Radomír (advisor) ; Sova, Martin (referee)
This work deals with the online automated trading systems in the Forex. In the theoretical section are explained basic concepts necessary for understanding of the international currency market and the basic tools used by professionals to analyze the behavior of prices. In the practical part, author construct two profitable automated systems based on different approaches according to generally accepted standards and prove that it is possible on the basis of simple-blade business model to program a robot to safely and regularly evaluates the financial resources. The results will be compared with the performance of a standard open source AOS.
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The application of technical analysis in chosen international markets
Beránek, Jiří ; Plchová, Božena (advisor) ; Nigrinová, Lenka (referee)
Diploma thesis focuses on the practical methods and application of technical analysis in international markets. Thesis is divided in three thematic parts. The first one focuses on the history and basic concepts of international exchange markets, futures contracts and the definition of basic terms which are essential for understanding the markets. Second part focuses on the methods of technical analysis which can be divided in two sections -- technical indicators and price action. All mentioned instruments are shown in real market data and charts. Third part focuses on the application of technical analysis in a chosen international market. The application goes through our trading system which combines appropriate technical indicators with price action formation supplemented by methods of money management. Several simulations were made on tested real historical data. The simulations differed in money management settings (automated stoploss tracking, Kelly's formula, Fixed ratio). To find the worst possible trading scenario was used Monte Carlo analysis.
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Currency Trading Strategies
Krpálek, Jan ; Bašta, Milan (advisor) ; Žváčková, Lenka (referee)
My bachelor thesis is concerned with algorithmic trading on foreign exchange markets. Motivation is to create practical work which will cover basics for my ongoing work. From my perspective it is very important to describe assumptions which are necessary in order to properly understand functionality of automated trading. The initial theoretical part includes essential description of methods and tools for Technical Analysis and Money Management which are used afterwards. Further my aim is to show optimization process that is used by professional traders to achieve better and consistent trading results. Finally all calculations will be processed by the TradeStation trading platform and written in EasyLanguage. The end of my thesis includes complete algorithm, ready for immediate use.
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Application of the Money Management in Foreign Exchange Market Trading and Recognition of Such Trades in Accounting of Banks
Knytl, Jan ; Zelenka, Vladimír (advisor) ; Mandel, Martin (referee)
My diploma thesis discusses the power and importance of money management when trading foreign exchange market. With the help of real examples it aims to demonstrate the difficulty of the future foreign exchange rate estimation and the ambiguousness of the market analyses results. Comparing the results of real trading in the spirit of diversification to the actual results of Vince's model, the thesis points out whether the application of diversification is a real necessity or not. The thesis also highlights the impact of diversification on the trading system performance compared to Vince's model. The final part proposes a possible practical accounting solution to the foreign exchange speculative trades.
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Money Management Techniques and their Use of Trading on Stock Exchange
Polák, David ; Kovář, František (advisor) ; Dvořák, Jiří (referee)
This thesis deals with the topic of money management and various methods of its use in trading on the stock markets. The work tries to show the important role played by money management and how such discipline can fundamentally change the behavior of business systems. There is also pointed out the importance of reconciling money management and psychological factors of a trader. In the practical part, I work with real data from the Commodity Exchange and by using Monte Carlo analysis I simulate how a suitable money management can gigantically affect the overall system performance.
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Technical Analysis of the Futures Contract E-mini Russell 2000
Palidrab, Maroš ; Veselá, Jitka (advisor) ; Málek, Jiří (referee)
The goal of my thesis is to describe futures commodity contract e-mini Russell 2000 and the application of automatic trading system on this contract. Developed trading strategy is tested with technical analysis indicators using Money management for optimization. The conclusion of the thesis answers the question if modeled trading system is profitable and practically used for real trading.
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The Online trading of commodities
Beránek, Jiří ; Sedláček, Jiří (advisor) ; Michálek, Libor (referee)
The bachelor thesis has goals to analyze the possibilities of online commodities trading and presents the methods how to trade electronically with a profit. The main topic is an intraday trading, which can be only executed online effectively. The bachelor thesis is divided in three parts. The first part contains the history and reasons of the futures contract's origin, the present keystones of electronic and floor (pit) exchange systems and their trends. The first part contains basic terms, which are necessary for a orientation in the commodities markets. The second part is concern on technical analysis. All mentioned facts are presented on real data. The third part is the most important. It concerns on the building of own trading system and money management. Except general amenable techniques the author presents own trading system and he backs all up with own trading results, detailed analyses and experience.
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