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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Analysis of intraday strategy via backtest, papertrading and live trading
 Širc, David ; Smrčka, Luboš (advisor) ; Strouhal, Jiří (referee)
This work is about trading futures markets. It defines rules of two different intraday strategies with the same basic trading idea on e-mini NASDAQ 100 market. First strategy is more mechanical, second is more discrete. These strategies are tested via backtest and papertrading. The results of tests are evaluated and based on that is chosen one strategy, which is then applied on live trading. Results from live trading are compared with the results of previous tests for a purpose finding a difference between them and identifying the causes of these differences.
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