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Technical analysis of stock and currency markets and its reliability assessment
 KAŠKA, Michael
Technical analysis is a widely spread tool in the field of retail financial markets. This thesis aims to assess its prediction reliability in stock and forex markets. The stock market is represented by randomly selected shares of the most known US stock indexes such a S&P 500 and NASDAQ. The foreign currency trade market is represented by currency pairs of the world most important currencies, most of them known as majors. This work evaluates reliability of the the very basic components of technical analysis - trend indicators and oscillators. Together with the optimization of technical analysis based on historical data, it validates its ability to forecast future moves of markets. The application of technical analysis is more or less a subject of a personal application. To ensure strictly objective implementation of used methods and to avoid any human influence, all applications of technical analysis are provided by a human independent optimization software and tested on out-of-sample data. Results produced by this software are gathered in SQL database and analysis itself is provided by statistical testing methods in the statistical software environment.
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See also: similar author names
4 Kaska, Michal
2 Kaška, Milan
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