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Design and Optimalization of Trading System Based on the Principles of Triple Screen
Kudláček, David ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the Triple Screen trading system in the theoretical and practical level. As part of the work semiautomatic trading system, which focuses on trading with corn is designed. Previously, there are discussed theoretical assumptions necessary for the successful implementation of the trading system. There is explained and described deal with corn and principles and possibilities nowadays. The practical part includes the creation of custom application in Matlab development environment and scripting language. Using this application is simulated trading corn with selected trend indicators and oscillators. Using historical data there is found the best combination of indicators and it is subsequently applied on the following dates.
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Automatic trading system for trading with commodities
Brábník, Petr ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This thesis deals with problems of automatic trading system for trading on commodity exchange. Automated trading system for the purpose of this thesis is based on the principle of adaptive moving average. This principle is processed initially at a theoretical level, then the thesis analyzes the problem of making automated trading system and risks of online trading. The final section describes implementation and testing of automatic trading system.
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The Investment Models in an Environment of Financial Markets
Bezděk, Petr ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The content of my master´s thesis is the creation of automatic trading system which will be applied on real trading account mainly on financial markets of currency pairs. The thesis is divided to several parts where the theoretical part will introduce the problem of trading on financial markets. Following part analyses needs of small trader on the financial markets, selecting suitable instruments which will be used in automatic trading system. The part of the own solution design will create the mentioned automatic trading system which will be applied on broker´s demo account where the system will be tested mainly on historical data. Based on test results, system will be optimized and in case of usable results of testing also system will be applied on real trading account in trading company.
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Automatic Trading System for Currency Pairs Using Technical Analysis
Padyšák, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The aim of this work is to create an automated trading system for trading currency pairs using technical indicators and technical analysis. The proposed trading system is tested and optimized on historical price data. To verify the robustness of the proposed system was used walk-forward analysis. Automatic trading system also uses rules for position sizing and risk management of open positions. Created system is profitabel on historical price data and also in the walk-forward analysis.
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Proposal of an Automated Trading System for a Retail Investor
Maštalíř, Adam ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The aim of the diploma thesis Proposal of an automated trading system for a retail investor is to propose and create an automated trading system in the forex foreign exchange market environment. Basing on an analysis of the current scientific knowledge about the topic and greatly focusing on stability and profitability of the system, a functional automated trading system fit for a retail investor is proposed. A practical application of this system on a portfolio of selected currency pairs is included in the thesis.
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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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Spekulativní bubliny na kapitálových trzích
Stoklásek, Libor
This diploma thesis focuses on market anomalies, which are generally known as speculative bubbles. The work is performed in both theoretical and practical form. Theoretical part deals with the functioning of the capital markets, regulation and supervision, causes and consequences of speculative bubbles, basic approaches of efficient market theory and psychological analysis. The main part of this work and its goal is based on partial causal analysis of selected speculative bubbles, to give specific recommendations to regulators, financial intermediaries and individual investors to prevent and mitigate the consequences of the bubble bursting.
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