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Proposal to Supplement the Investment Portfolio of the Hedge Fund
Řehůřek, Adam ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
This bachelor thesis deals with the analysis and proposal for the supplementation of the investment portfolio of a qualified investor fund. The aim is to identify strategies for portfolio optimization with respect to risk diversification and maximum expected return. The thesis combines theoretical principles of portfolio management and modern investment theory with a practical analysis of the current portfolio of the selected fund. Based on a comprehensive analysis of risks and potential opportunities in the market, recommendations for portfolio replenishment and optimization are proposed.
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METHODS OF CURRENCY PORTFOLIO CREATION
Budík, Jan ; Kohút, Michal (referee) ; Král, Miloš (referee) ; Rejnuš, Oldřich (referee) ; Dostál, Petr (advisor)
Doctoral thesis deals with the method of the currency portfolio creation focused on short-term trading, which not exceed one business day. That is the reason why is necessary to increase the profitability of investment positions by using financial leverage. Development of proposed investment strategies is realized with use of computer technology in combination with software that allows direct access to the foreign exchange market. The software enables direct access to a database of historical prices and has an implemented a programming language that allows effective processing of statistical analyzes, which is required for development of investment strategies. The investment strategies are optimized and tested on a database of historical price movements from 1. 1. 2004 to 31. 12. 2012 for the major currency pairs EUR/USD, GBP/USD and USD/JPY. The main assumption of entry to the market for proposed investment strategies is based on specific time intervals during the day, where is an increased probability of new short-term trends beginnings. The doctoral thesis statistically validated this assumption. The proposed method of creation a currency portfolio was applied to real market since 1. 1. 2013 to 30. 9. 2013 and was used for 20 000 $ trading account. Profitability of proposed method of creation a currency portfolio is 26,89%.
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Evaluation of the Investment Efficiency
Hanus, Jan ; Martens, Radek (referee) ; Ptáček, Roman (advisor)
The diploma thesis deals with the evaluation of the investments realization and financing of the investment to build the new hall with production line to achieving the expansion of production. The thesis includes assessment of the company´s financial situation, evaluation of the effectiveness of the investment plan. The essence of the thesis is to appropriate way of realizing the investments and determine economic benefit.
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Company Investment Strategy
Svoboda, Filip ; Krátký, Petr (referee) ; Čižinská, Romana (advisor)
The diploma thesis deals with the issues of a company´s investment strategy. The aim is to propose an investment portfolio that will meet the company requirements regardless of its field of business, efficiently utilize various financial instruments and, at the same time, meet the requirement of liquid money.
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Application of Mathematical and Statistical Methods in Company Management
Brančík, Jakub ; Janková, Zuzana (referee) ; Novotná, Veronika (advisor)
This master thesis deals with the investment recommendation for Czechoslovak Com- mercial Bank, a.s. The recommendation is based on business strategy based on Fibonacci retracement and analysis of the current risks of financial markets. The first part deals with the parameters and the results of the business strategy. Second part proposes investment and non-investment recommendations. At the end of the thesis are summarized all aspects of the research.
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Trading with Equity CFDs
Zach, Jiří ; Bizoň, Jaromír (referee) ; Budík, Jan (advisor)
The aim of this thesis is to design an investment strategy focused on tool called CFD. The first theoretical part contains basic information about financial derivates and explains basic principles of trading on stock market with contracts for difference. Chapter of the investment analysis explains the methods and rules used in trading. The practical part presents the results of my trading CFDs and evaluated my proposed strategy along with the benefits of work.
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Investment Strategies for Stock Trading in the US Market
Janičko, Adam ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This master thesis aims at creating automatic trading system, which consists of design, implementation, optimization and testing, on U.S stock market. The algorithm is based on trend identification using falling and rising price minimums and maximums over a certain time interval. Based on the identified trend, the algorithm places buy or sell orders on the stock exchange, which parameters are calculated using Keltner Channel and Stochastic Oscillator indicators.
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The Investment Models in an Environment of Capital Markets
Komárek, Lukáš ; Budík, Jan (referee) ; Smolíková, Lenka (advisor)
This thesis deals with models of investment strategies in an environment of capital markets. Based on the research environment of financial markets, analysis of available financial products and the help of supporting information resources, there are developed and simulated three different investment strategies – risk dynamic strategy, medium balanced strategy and a stable conservative strategy. The output of work is an investment questionnaire, which is used to select appropriate investment strategies, and three models of investment strategies, including evaluation. Investment evaluation itself is performed by fuzzy logic.
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