|
|
Algorithmic Trading Using Artificial Neural Networks
Radoš, Daniel ; Plchot, Oldřich (referee) ; Szőke, Igor (advisor)
This master's thesis is focused on algorithmic trading on the forex market using artificial neural networks. In the introduction, there are generally described terms concerning the trading. Subsequently, in the following chapters, the thesis describes the theory of neural networks and their possible use. The practical part contains designed business strategies with neural networks. Inputs used in the network are indicators of technical analysis or directly price level. Business strategies have been implemented and tested. In the conclusion, there are summarized findings of individual business models.
|
|
|
Algorithmic Trading Using Artificial Neural Networks
Radoš, Daniel ; Plchot, Oldřich (referee) ; Szőke, Igor (advisor)
This master's thesis is focused on algorithmic trading on the forex market using artificial neural networks. In the introduction, there are generally described terms concerning the trading. Subsequently, in the following chapters, the thesis describes the theory of neural networks and their possible use. The practical part contains designed business strategies with neural networks. Inputs used in the network are indicators of technical analysis or directly price level. Business strategies have been implemented and tested. In the conclusion, there are summarized findings of individual business models.
|
|
|
Binary Options
Brichcín, Marek ; Pfeiferová, Daniela (advisor) ; Ulrich, Milan (referee)
This bachelor thesis is focused on binary options, their characterization and different ways of trading binary options. First of all, the term option is defined and then all kinds of options are described. After familiarization with options in general, binary options and their types are also characterized. Then follows description of two ways of analysing the stock market. These are fundamental and technical analysis. In both cases it is necessary to create personal trading system. What is a trading system and how a system works is described in the next chapter. Very important part of trading binary options is trading charts. There is several kinds of these charts. According to these trading charts it is possible to understand current market situation and to plan investments. Working with these charts is possible using special trading softwares. How this software works and how it is possible to use it is described in the next chapter. Theoretical part of this bachelor thesis is concluded by a chapter about trading psyche. Having or not having the right trading psyche can determine whether a trader will be successful or not. Two trading strategies of binary options will be compared in practical part. Firstly, it will be described how the two trading strategies work and how it is possible to use them for trading. Based on data from history of the stock market, success rate of each of the two strategies will be calculated, and the results will determine which of the two strategies is more reliable.
|
|
|
Testing the success of technical analysis on the currency pair GBP/USD
Hubáček, Tomáš ; Vejmělek, Jan (advisor) ; Šíma, Ondřej (referee)
The aim is to build a business strategy that can be used for trading on the forex market. Success in the forex market is connected through understanding basic rules and terms. The main part is devoted to technical analysis, which is one of the oldest and quite popular views with examining the situation on the FX market. Technical analysis includes price action or indicators approach. The practical part describes step by step how to build a business strategy. It includes how to choose broker, timing, money management and the definition of entry and exit trades. Successfully prepared strategy is tested on real historical data. In conclusion, there is a business analysis and presentation of results.
|
|
|
Development of trading strategies based on technical analysis
Stehno, Vítězslav ; Brůna, Karel (advisor) ; Dvořák, Michal (referee)
This thesis has two main objectives. It attempts to describe the process of developing an intraday discretionary trading strategy based on technical analysis and to create through the process an intraday discretionary strategy for speculative trading of contracts for difference on the OTC market. The theoretical part of the thesis is divided into three chapters providing the necessary knowledge for creation of an intraday discretionary trading strategy in the practical part of the thesis. The emphasis is put on the description of different tools and methods technical traders usually use in their strategies. The development process of the strategy is divided into three parts which are Strategy Creation, Backtest and Optimization. These parts are further divided into smaller sections dealing with different issues of the strategy development process. The final outcome of the work is structured development process of discretionary trading strategies and also highly profitable intraday discretionary strategy for trading of Gold based contracts for difference.
|
|
|
The application of technical analysis in chosen international markets
Beránek, Jiří ; Plchová, Božena (advisor) ; Nigrinová, Lenka (referee)
Diploma thesis focuses on the practical methods and application of technical analysis in international markets. Thesis is divided in three thematic parts. The first one focuses on the history and basic concepts of international exchange markets, futures contracts and the definition of basic terms which are essential for understanding the markets. Second part focuses on the methods of technical analysis which can be divided in two sections -- technical indicators and price action. All mentioned instruments are shown in real market data and charts. Third part focuses on the application of technical analysis in a chosen international market. The application goes through our trading system which combines appropriate technical indicators with price action formation supplemented by methods of money management. Several simulations were made on tested real historical data. The simulations differed in money management settings (automated stoploss tracking, Kelly's formula, Fixed ratio). To find the worst possible trading scenario was used Monte Carlo analysis.
|
|
|
Aplikace technické analýzy se zaměřením na práci s čistým cenovým grafem
Dalecký, Štěpán ; Pavlík, Zdeněk (advisor) ; Bolotov, Ilya (referee)
The bachelor thesis Application of the technical analysis focused on the price action informs the reader about the grounds of the technical analysis and above all about its application, using the approach of the work with pure price charts, without technical indicators. The first part of the thesis, dealing with the basic principles and potentials of the technical analysis, introduces structure of a price chart, trend and technical indicators. The second part is focused on the analysis through the pure price chart and goes into supports and resistances, trendlines and chart patterns.
|
guest ::
