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Fundamental Analysis for Automatic Trading Systems
Miček, Marek ; Kanich, Ondřej (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with the creation of automatic trading systems which are able to predict market trends for stocks selected in advance. Proper trading strategy of this system is mainly created from the elements of fundamental analysis, such as annual returns of company, it's gains, level of shareholder's equity or total debt. All the stocks are classified by these fundaments, where result of this classification determines whether to buy or sell the stock. For the purpose of this thesis, 5 autamatic trading systems were created in order to compare different approaches to the stock evaluation, managment or diversification of business portfolio. Created systems were properly tested on historical data and, in order to determine their level of complexity, tests were executed in both periods of economic recession and expansion too. All the created systems reported great returns and most of them have potential to generate long-term gains. On the basis of received results, it is possible to make conclusion that fundamental analysis has a high value in the field of automatic trading systems, and it increases the chances of generating a profit.
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Analysis of the "Water Element, s.r.o." by the Selective Methods
Kovácsová, Lea ; Maťašovský, Martin (referee) ; Hanušová, Helena (advisor)
This Master's thesis is focused on the analysis of the trading company Water Element ltd. The aim of my thesis is to analyze this company and propose appropriate solution for improving company's market situation and company's efficiency. Analysis used in this thesis are internal and external environment analysis, SLEPTE analysis, fundamental and financial analysis, Porter's model and finally SWOT analysis. Thesis begins with theoretical section, where the applied analysis are described. This section is followed by practical part and the thesis results are proposals to improve the overall situation of trading company Water Element ltd.
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Fundamental Analysis for Automatic Trading Systems
Miček, Marek ; Kanich, Ondřej (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with the creation of automatic trading systems which are able to predict market trends for stocks selected in advance. Proper trading strategy of this system is mainly created from the elements of fundamental analysis, such as annual returns of company, it's gains, level of shareholder's equity or total debt. All the stocks are classified by these fundaments, where result of this classification determines whether to buy or sell the stock. For the purpose of this thesis, 5 autamatic trading systems were created in order to compare different approaches to the stock evaluation, managment or diversification of business portfolio. Created systems were properly tested on historical data and, in order to determine their level of complexity, tests were executed in both periods of economic recession and expansion too. All the created systems reported great returns and most of them have potential to generate long-term gains. On the basis of received results, it is possible to make conclusion that fundamental analysis has a high value in the field of automatic trading systems, and it increases the chances of generating a profit.
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Analysis of the "Water Element, s.r.o." by the Selective Methods
Kovácsová, Lea ; Maťašovský, Martin (referee) ; Hanušová, Helena (advisor)
This Master's thesis is focused on the analysis of the trading company Water Element ltd. The aim of my thesis is to analyze this company and propose appropriate solution for improving company's market situation and company's efficiency. Analysis used in this thesis are internal and external environment analysis, SLEPTE analysis, fundamental and financial analysis, Porter's model and finally SWOT analysis. Thesis begins with theoretical section, where the applied analysis are described. This section is followed by practical part and the thesis results are proposals to improve the overall situation of trading company Water Element ltd.
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