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Using of Information and Communication Technologies in the course of analysis of capital markets
Polsemov, Anton ; Bruckner, Tomáš (advisor) ; Chocholatý, Drahomír (referee)
This graduation thesis is exploring using of Information and Communication Technologies in the course of analysis of capital markets. The basic financial theory is described at the begging of the thesis. After this we investigate information dilemmas. Expansion of information science allowed modern stock exchanges to change their traditional trading model to electronically trading model, which is much cheaper and faster. Stock exchange trading systems, clearing centers, depositors of securities and trading platforms are described in this thesis. These technologies allow us to automate a process of trading. Nowadays the modern stock exchange is a provider of high-quality IT services. In addition, IT offers a number of tools for analysis of capital markets. These tools are applications for technical and fundamental analyses. Stock screeners allowed us to filter a big set of securities. It is the most usable analysis technology. In the last section of the thesis the technical stock screener which allowed identifying market opportunities was created. We used Microsoft Visual Studio 2008 and C# the programming language. We found a volume indicator which allowed us to achieve above-average gain 5% during the analysis of the big set of market data.
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Stock market of the Czech Republic under financial crisis conditions
Panušková, Monika ; Taušer, Josef (advisor) ; Svoboda, Vratislav (referee)
This master's thesis deals with stock market of the Czech Republic under financial crisis conditions. It is divided into a theoretical and a practical part. The theoretical part describes a stock price, most significant stock bubbles and fundamental, technical and psychological analysis. The practical part of this thesis is dedicated to an up-to-date stock valuation of three representative stock companies quoted on Prague Stock Exchange by using the fundamental analysis. The technical analysis is applied as an additional approach. The main target of this thesis is to verify whether the current Czech stock market can not be designated as a stock bubble any more in contrast to a situation before the financial crisis.
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Spekulace s komoditními deriváty
Kovaľ, Matúš ; Pígl, Jan (advisor)
In my work Speculation with commodity derivatives – case study I wrote about my personal experience with commodity trading The work itself is divided into two parts; first part explains the theoretical background needed for my work. It defines terms like finance market, exchange, different types of exchanges, and it also explains what commodity and commodity exchange is, furthermore it defines derivate I did trade, futures. Moreover, first part of my work describes different methods that are used for prediction of price movements, like fundamental, technical and psychological analyses. During my trading, I mostly used technical analysis, therefore I'm talking about this method more deeply and I describe few procedures more in detail. In the second part, I'm writing about my actual commodity trading. I was able to do that thankfully to CTS system, since the company allows its prospective customer, to use company's software and trade with virtual money, but with real time data from Chicago commodity exchange. Very fast did I understand that it's quite simple to learn how to use technical analysis. But what troubled me the most was the psychology of trader. I was unable to keep up with my trading plan, since my decisions were influenced by emotions like fear, stubbornness and impatience. And that was the reason why I focused on this in my work. I can divide my actual trading into three periods. In first, I was so inexperienced and shocked by how my emotions influenced my decisions that I was not able to keep up with any trading plan I prepared before start. In second period, I was able to make a plan and hold onto it. I was aware of problems that can be caused by emotional decisions, and I paid attention to them. In third period, I improved my trading system, and I was able to successfully trade commodities.
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Testing of methods of the technical analysis on foreign exchange market
Rajča, Tomáš ; Taušer, Josef (advisor) ; Žamberský, Pavel (referee)
This thesis is focused on selected methods of the technical analysis and their application on foreign exchange rate. The goal is to evaluate the usability of individual methods in the field of foreign exchange market. The main emphasis is on moving averages, but also other methods are tested. For the purpose of evaluation is used the profitability of tested methods or other suitable characteristics. The methods of technical analysis are theoretically described in the first part of this thesis and in the second part follows their testing with the use of real data and the evaluation of their performance.
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Analysis of Stock Exchange Data to UI Methods
Kutina, Michal ; Jelínek, Jiří (advisor) ; Dvořák, Pavel (referee)
The graduation thesis "Analysis of stock-exchange data using AI methods" is focused on the use of neural networks while predicating the exchange-rate movements on Change. The theoretical part is divided into three independent units. The Change matters and the related individual terms are described in the first part. In the second part, the two basic approaches to the stock-exchange data analysis are analyzed, these two approaches being the fundamental and technical analysis. The third, and the last, theoretical part forms an individual unit describing the Artificial Intelligence theory. Particularly the issue of the neuronal networks is described in detail. The practical part seeks the use for the chosen neuronal network GAME. It analyses the chosen YMZ9 market. It focuses on the prediction of the exchange-rate movements using the "sliding window" method. The last chapter summarizes the results and it proves that under certain circumstances it is possible to properly use the neuronal networks both for the prediction of the stock-exchange movements and as one of the corner-stones of the profitable trading system.
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Fundamental and technical analysis of Telefonica O2 Czech Republic, a.s. share
Kálal, Tomáš ; Veselá, Jitka (advisor) ; Musílek, Petr (referee)
First part of this graduation theses "Fundamental and technical analysis of the Telefonica O2 Czech Republic, a.s. equity" concern more about the teoretical approach of the characteristics of the company Telefonica O2, his competitors on the country level as well as on the regional level. This description should prepare the reader to know better the telecomunication sector. The second part is a empirical study. Primarily from the fundamental approach and then from the technical one. These two parts concern about discovering the "buy" os "sell" recommendation for a real investor. Each of the methods are first described and then a brief comment of the results is made.
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Investments in selected commodities
Pecha, Martin ; Drozen, František (advisor) ; Filipová, Vladimíra (referee)
The goal of this bachelor thesis is to analyse selected commodities being as follows: Crude oil, Gold and Coffee. I tried to make a go of showing readers, potential traders how to invest in the above mentioned commodities in regard to risk. The thesis is made up of three chapters. First one introduces the readers to commodity exchange issues paying attention to trading those commodities, commodity exchanges, commodity investment tools, a typology of commodity traders and other particulars expanding on the given field. Second one is geared towards an analysis of the above stated commodities in today's globalized world and depicts how specifically to purchase or sell these commodities. At last, I shall sum up existing pieces of knowledge and state premisis to be fulfilled in order for the traders to be at least a little successful at commodity trading.
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Optimized testing of utilization of indicators for technical analysis on selected equities from SPAD
Novotný, Josef ; Veselá, Jitka (advisor)
The purpose of this diploma thesis is a testing of utilization of the indicators for technical analysis on selected equities from SPAD. The main aim of this thesis is to answer whether the trading based on the indicators of technical analysis could be profitable particularly for an ordinary investor in the time of the financial crises. For this purpose there were used equity rates for ČEZ, Komerční banka, Philip Morris ČR and Telefónica O2C.R.. Analyzed period is divided into two parts. Parameters of the indicators are tested in the first period from 2002 to 2006 and the calculated optimized parameters are used in the second period from 2002 to March of 2009.
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Trading on Commodity Markets
Musilová, Miroslava ; Kovář, František (advisor) ; Votava, Libor (referee)
The bachelor thesis refers to trading on a commodity exchange and its possibilities. The work is divided into two parts. The theoretical section relates to ways of trading, principles, rules, legislation, exchange types. The practical section is based on the graphic analysis of a few trade transactions showing their strategies and explaining individual indicators of technical analyses needed for their realization. The closing part of this thesis is concerned with the qualities, skills, know-how which can be useful to trading on commodity markets.
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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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