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Technical Analysis
Záděra, David ; Matějková, Věra (referee) ; Novotná, Veronika (advisor)
This thesis deals with trading using technical analysis. Mostly attention is paid shares traded on the Prague Stock Exchange. The practical part describes computer program, which gives recommendations for the purchase and sale of shares based on moving averages and methods of moving average convergence / divergence and relative strength index. The conclusion is stated financial comparison of the methods.
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Design of Automated Trading System for Currency Market
Polanský, Jan ; Podhajský, Jaroslav (referee) ; Budík, Jan (advisor)
The master’s thesis deals with trading the currency market. The aim of thesis is the creation of an automated trading system based on technical analysis. This thesis is divided into several parts. The theoretical aspects and analysis of current situation are followed by automated trading system proposal. The system is designed on basis of technical indicators and tested on historical data and then optimized.
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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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How Rewarding Is Technical Analysis? Evidence from Central and Eastern European Stock Markets
Hrušová, Ivona ; Teplý, Petr (advisor) ; Princ, Michael (referee)
This thesis assesses whether technical analysis can generate substantial profits in Central and Eastern European stock markets with a special focus on the Prague Stock Exchange. It investigates a well established trend follower MACD as well as a counter- trend indicator stochastic oscillator and relative strength index and introduces test statistics and bootstrap methodology in order to explore the profitability of these technical trading rules. The empirical results suggest that rewards of technical analysis differ according to individual stock markets. Whereas both indicators considered are found to yield significantly positive returns especially in the Bucharest and Prague Stock Exchanges, but have no predictive power on the Frankfurt Stock Exchange. The findings raise a question about the efficiency of the less developed stock markets.
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Design of Automated Trading System for Currency Market
Polanský, Jan ; Podhajský, Jaroslav (referee) ; Budík, Jan (advisor)
The master’s thesis deals with trading the currency market. The aim of thesis is the creation of an automated trading system based on technical analysis. This thesis is divided into several parts. The theoretical aspects and analysis of current situation are followed by automated trading system proposal. The system is designed on basis of technical indicators and tested on historical data and then optimized.
|
|
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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.
|
|
|
Technical Analysis
Záděra, David ; Matějková, Věra (referee) ; Novotná, Veronika (advisor)
This thesis deals with trading using technical analysis. Mostly attention is paid shares traded on the Prague Stock Exchange. The practical part describes computer program, which gives recommendations for the purchase and sale of shares based on moving averages and methods of moving average convergence / divergence and relative strength index. The conclusion is stated financial comparison of the methods.
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