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Testing of Indicators for Technical Analysis in Stock Market Trading
Kaděra, Miroslav ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
The topic of this thesis is testing of indicators for technical analysis, done from the point of view of their suitability for automatic stock market trading systems. The thesis tests behaviour of simple moving average, exponential moving average and the RSI indicator. A simple automatic trading system was made for each indicator. Profitability of the system was tested for various parameters of the used indicator. The testing was realized using real historical data of more than ten years historical period. The results show that profitability of the system can be increased by tens of percent. Even though for stable profitable trading the trader should work out a lot of other rules than just indicator parameters.
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High Speed Turbine with Non-Uniform Cascade
Stareček, Jakub ; Drábková, Sylva (referee) ; Veselý, Jindřich (referee) ; Haluza, Miloslav (advisor)
This doctoral thesis is focused on hydraulic design of axial turbine by CFD and FEM analyses. The results are runners with nonuniform cascades. Nonuniform runners consist of blades with different axial positions, blades with different pitch angles in runner or indifferent blades. Each runner is designed with respect to 3D printing by FDM or SLS technology and hydraulic measuring. The analyses of the excitation frequencies, modal analysis, shape of the turbine operating range, maximal efficiency, output parameters and cavitation properties are emphasized.
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TTP protocol for managing hierarchy trees of RTCP feedback channel
Müller, Jakub ; Komosný, Dan (referee) ; Burget, Radim (advisor)
TTP protocol for managing hierarchy trees of the RTCP feedback channel represents the mechanism for transferring the big amount of data from end users via the “narrow” feedback channel. We are not speaking about thousands of users but about millions of users, which are using services like IPTV. The method of a data summarization is used for this purpose in selected network nodes. The summarized message is transferred and summarized again in higher levels of the hierarchical tree. Both methods allow reducing the amount of data and help to increase information content transferred via the feedback channel. Finding of the correct end user position in a network is also very important aspect. The user must be able to find the closest summarization node with this information and starts sending out the messages to this node for processing. There are several methods for constructing and managing the asynchronous feedback channel that are introduced in this work.
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Design and Implementation of Automatic Trading System for Exchange Market
Doležal, Radek ; Jahoda, Michal (referee) ; Budík, Jan (advisor)
The subject of this diploma thesis is a design and implementation of an automated trading system for the forex market. It includes an analysis of the main concepts and methods of technical analysis and money management, which constitute an essential theoretical basis for the subsequent practical design of an automatic system. The objective of this work is a development of an automated trading system whose robustness and stability is tested by a walk forward analysis.
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Design and Optimization of the Trading Strategy in Financial Markets
Pospíšil, Petr ; Slatinský, Miroslav (referee) ; Budík, Jan (advisor)
This bachelor's thesis is concerned with the design and optimization of a trading strategy on Foreign Exchange – particularly on EURUSD currency pair. The strategy makes use of standard indicators used in technical analysis and is consequently optimized and backtested using history data. The thesis addresses both the development of such a strategy and the main pitfalls, ones with which I have came in contact with and had to solve, are discussed.
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Testing of Indicators for Technical Analysis in Stock Market Trading
Melichar, Josef ; Žák, Jakub (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with testing indicators of technical analysis and their behavior with different kinds of market. In this thesis we tested simple moving averages, exponential moving averages, relative strength index indicator, MACD indicator, and stochastic indicator. At the end we tested a combined indicator, and that was stochastic with MACD. We created an automatic trading system for each of these indicators. From the results we can find out, that by optimizing the technical indicators we can get satisfying results by increasing the profitability. Indicators that seemed non-profitable were in fact profitable after the optimization. However testing parameters of indicators of technical analysis alone is not enough to make a stable profit.
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High Speed Turbine with Non-Uniform Cascade
Stareček, Jakub ; Drábková, Sylva (referee) ; Veselý, Jindřich (referee) ; Haluza, Miloslav (advisor)
This doctoral thesis is focused on hydraulic design of axial turbine by CFD and FEM analyses. The results are runners with nonuniform cascades. Nonuniform runners consist of blades with different axial positions, blades with different pitch angles in runner or indifferent blades. Each runner is designed with respect to 3D printing by FDM or SLS technology and hydraulic measuring. The analyses of the excitation frequencies, modal analysis, shape of the turbine operating range, maximal efficiency, output parameters and cavitation properties are emphasized.
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