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The investment models in an environment of financial markets
Barva, David ; Pantůčková, Zdena (referee) ; Budík, Jan (advisor)
This master thesis evaluates about investing in the currency market, commonly known as Forex. The master thesis is primarily deal with proposal of automated trading system for trading in major currency pairs using breakout strategies. These strategies creation is based on market analysis, volatility, correlation and analysis revealing patterns of time during the trading day. In practical part is formed diversified investment portfolio composed of five investment profitable strategies, which were used during four-month testing period on unknown market data.
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The investment models in an environment of financial markets
Barva, David ; Pantůčková, Zdena (referee) ; Budík, Jan (advisor)
This master thesis evaluates about investing in the currency market, commonly known as Forex. The master thesis is primarily deal with proposal of automated trading system for trading in major currency pairs using breakout strategies. These strategies creation is based on market analysis, volatility, correlation and analysis revealing patterns of time during the trading day. In practical part is formed diversified investment portfolio composed of five investment profitable strategies, which were used during four-month testing period on unknown market data.
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Development of automatic trading strategies for platform MetaTrader 4
Belada, Tomáš ; Brixí, Radim (advisor) ; Veber, Jaromír (referee)
The thesis deals with specific possibilities of automation of trading strategies for the Forex market. The theoretical part of the thesis describes the functioning of the Forex markets and the basic principles of trading in it. This is followed by an analysis of a popular trading platform MetaTrader 4 and MQL4 programming language, which was created for the purpose of development of trading indicators and automated trading strategies. The practical part of the thesis is the design, implementation, optimization and performance measurement of complex trading strategy based on popular trading indicators that is able to trade without any human involvement.
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