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Technical Analysis of Selected Stocks
Novotná, Vendula ; Zerzánek, Ivan (referee) ; Sojka, Zdeněk (advisor)
This master’s thesis deals with the technical analysis of Starbucks Corporation, Vodafone Group, Apple and Autodesk stocks, which are tradeable at stock market NASDAQ. At the beginning, this work focuses on theoretical materials, which are then used for elaborating three trading systems and their testing on selected stocks. Conclusion of this thesis contains a selection of trading system for each stock on selected period of time.
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Technical Analysis
Němec, Ondřej ; Dvořák, Zdeněk (referee) ; Novotná, Veronika (advisor)
The subject of my thesis is technical analysis - creation of an investment strategies. The theoretical part describes the theoretical background relating to technical analysis and indicators. The practical part map the current situation in the environment of investing in forex - comparing brokers, choice of platform, etc. The solution contains a description of the investment strategies that have been programmed in Meta Quotes Language 4 and tested and optimized using genetic algorithms in platform MetaTrader 4. In my thesis is also calculated the interdependence of investment strategies.
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Technical Analysis
Regen, Ondřej ; Heliová, Martina (referee) ; Novotná, Veronika (advisor)
This master’s thesis deals with automated trading systems based on chosen trading strategies, their testing and inputs optimization. The work begins with a theoretical basis for subsequent practical part, where is the solution process illustrated. In conclusion, final evaluation of results is performed and recommendations for the future are mentioned.
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The use of technical analysis on the foreign exchange market
KOPTIŠ, Daniel
This bachelor thesis analyses tools of technical analysis to create a simple profitable trading strategy. It focuses on predicting and identifying market trends on the foreign exchange market using technical analysis. Market data were collected through the online trading platform on a demo account of Forex broker. The practical part presents the creation of a trading strategy according to the factors such the choice of currency pair, timeframe of market, money management, psychology etc., so it defines rules for placing stop loss and take profit on the Forex market. Specific settings of strategy is based on Simple Moving Average crossovers of periods SMA60 and SMA160. It was applied on currency pair of EUR/USD on one hour time frame of graph (1H). Values of stop loss and take profit are 20 and 50 pips, so Risk Reward Ratio is 1: 2,5. After the strategy was defined, it was evaluated by backtesting using existing historic data and results were compared with market yield. Both hypotheses were proved to be true, so it means the strategy was profitable in all three years (first hypothesis) and the yield of strategy was bigger than market yield in all three years (second hypothesis). Net profit in the period 1. 1. 2013 1. 1. 2016 was 5 684, 04 USD.
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Risks of using VaR models for portfolio management
Antonenko, Zhanna ; Stádník, Bohumil (advisor) ; Vacek, Vladislav (referee)
The diploma thesis Risks of using VaR models for portfolio management is focused on estimation of the portfolio VaR using basic and modified methods. The goal of this thesis is to point out some weakness of the basic methods and to demonstrate the estimation of VaR using improved methods to overcome these problems. The analysis will be perform theoretically and in practice. Only market risk will be the subject of the study. Several simulation and parametric methods will be introduced.
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Hedging and currency risk management in the area of commercial banks
Šimko, Marek ; Kolman, Marek (advisor) ; Leová, Simona (referee)
The bachelor thesis is focused on FX risk mitigation and its management in the area of commercial banks. The whole concept deals with a FX risk definition, its quantification through various VaR methods and hedging by using appropriate financial derivatives. Theoretical background is applied into a practical simulation in order to view a decision making process of an imaginary entity influenced by estimated future cash flows resulting from its own portfolio. The final output represents a complex solution of FX risk management with incorporated regulatory authorities requirements.
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The use of technical analysis in trading on stock markets
VILČEK, Ondřej
The subject of this thesis is a technical analysis as a specific method for prediction of the future trend of equities. The topic is introduced by an analysis of investment opportunities in markets in the Czech Republic and in the world, by a comparison of analytical methods. The main part consists of exploration and description of selected indicators of technical analysis. On their basis business strategies are created and reflected in automated trading systems. These strategies are subject of testing on historical data and of subsequent optimization to maximize potential profitability. The results of testing are summarized and evaluated in the final phase of this thesis that also analyzes advantages and shortcomings of the technical analysis and gives an idea for further investigation.
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Technical analysis in trading systems development
Myslivec, Oldřich ; Veselá, Jitka (advisor) ; Průcha, Milan (referee)
This thesis is devoted to the technical analysis with the emphasis on design, testing and using of trading systems. Its objective is to find out whether it is possible for a trader to design and trade his own profitable trading system with widely accessible tools and methods. First part of the thesis is focused on the chart analysis and description of candlestick charts including their rate of profit success, all based on hands-on experience in a real market. It continues with a breakdown of most used methods based on moving averages. The second chapter fully describes main stage of trading system development and follows up with third chapter on practical application of the theoretical assumption on the real market conditions, i.e. to design a profitable trading system
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