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Automatic Trading System Based on Breakout Strategy and Public Fundamental Data
Mičulka, Václav ; Dostál, Petr (referee) ; Budík, Jan (advisor)
This thesis focuses on design, implementation and optimalization of automated trading system based on breakout strategy and public fundamental data wich trades on FOREX. It descripes theoretical backgroud of financial markets and especially focuces on FOREX. This automated trade system is implemented in object oriented programing paradigm for MetaTrader 5 platform. Last part of thesis is aimed at testing implemented system on historical data in order to evaluate the correctness of system and optimalizations.
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Use of technical analysis when trading on futures markets
Boháček, Daniel Martin ; Smrčka, Luboš (advisor) ; Zámečník, Petr (referee)
This bachelor's thesis deals with the topic of stock exchange transactions, deals with use and application of elements of technical analysis in trading on commodity (futures) markets. The reader of this thesis becomes gradually acquainted with stock markets, basic market principles and methods, by which it is today possible to successfully trade on commodity markets. The theoretical part simply takes the reader through some successive decisions like the selection of applied analysis, selection of the market, trading system and other aspects necessary for profitable trading. In the practical part of the thesis, I introduce a trading system by with it is possible to trade profitably while giving attention to all of it's rules. After a detailed description of all specific parts of the trading system, we come to an analysis MAE / MFE, which helps us to determine the position-exit strategy. In the chapter of backtest, we test the trading system on two futures markets, E-mini Nasdaq and E-mini Russell2000. At the end of the thesis, I try to use the trading system and trade with virtual money. I compare the results from backtest and papertrading, and i try to characterize the difference between these results.
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Investor´s psychology on Foreign Exchange market
Obergruber, Petr ; Hubinková, Zuzana (advisor) ; Kočí, Ondřej (referee)
The topic of work "Investor's psychology on Foreign Exchange market" is to explain basic assumption for business on the Foreign Exchange markets and also methods how to profit on them. Work focus on soft factors, which are important in investor's decisions making process. These factors are typical for human's decisions, which are not always optimal from statistical and logical side, and may cause mistakes and investor's lost. The most important economic theories of client's behavior are used for conclusions. The major part of work foces on client as individual, describes his motivation, expectation, trade joining and risk adaptation. Theoretical data are participants of the research, which is based in two decision's making games. Conclutions are created from results of games and their comparison.
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Comparison of Prague Stock Exchange and Warsaw Stock Exchange
Svobodová, Jindra ; Kříž, Radim (advisor) ; Hásová, Jiřina (referee)
The goal of this thesis is to analyze and compare the main characteristics of Prague Stock Exchange and Warsaw Stock Exchange. At first the attention is paid to the concept of "stock exchange" in the legal system of both countries. A short summary of the history of both exchanges is followed by a description of the organizational structure and comparison of the basic conditions of exchange membership. The individual market segments are analyzed as well as conditions for admission of financial instruments to those segments. The thesis also outlines the essential characteristics of trading systems in Prague and in Warsaw together with a list of basic types of trades. The final comparative analysis is devoted to the type and volume of financial instruments traded on both exchanges and settlement of those trades.
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The Iron Condor options strategy
Hrečka, Marek ; Smrčka, Luboš (advisor) ; Zámečník, Petr (referee)
The thesis is focused on a detailed analysis of the Iron Condor options strategy with an emphasis on practical aspects of using the strategy to speculation. In the first part basics of option theory, option pricing fundamentals and the Iron Condor mechanism are explained. The practical part deals with development of a trading system using knowledge gained in the theoretical part. Setting-up system parametres, their analysis and optimization for trading the Iron Condor on the Russell 2000 are crucial points of the thesis. In conclusion, there is a summary of real trading results.
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Comparing of the Rm-system Czech Stock Exchange with the Prague Stock Exchange and with the foreign exchanges.
VESELÁ, Ludmila
This thesis compares various attributes of the two stock exchanges that are currently in existence in the Czech Republic: the Rm-system Czech Stock Exchange and the Prague Stock Exchange. Detailed comparisons are made between various specifics of membership policies, trading routines, fees and indices at these exchanges and these are then related to the corresponding attributes at two representative foreign exchanges: the London Stock Exchange and the New York Stock Exchange. A principal question to be answered in the thesis is whether having two independent organizers of stock-market trading is beneficial to the investors and overall practical for the market of the size of the Czech Republic. The first, theoretical part of the thesis is focused on historical evolution and characteristics of the stock exchanges. In this part we give a general classification of stock exchanges, discuss in some detail the kinds of traded financial instruments, describe trading participants and elucidate the nitty-gritty of trading systems. The second, practical part of the thesis then examines detailed facts about individual stock exchanges in the order listed in the theoretical part with the emphasis put on the differences between the stock markets under study. Various representative data is collected in tables and/or recorded in charts and graphs. Particular distinctions between the stock exchanges are analyzed and the distinguished aspects are highlighted. The conclusion summarizes obtained results and finally answers, in the mild affirmative, the question whether it is beneficial to have the stock market in the Czech Republic served by two independent stock exchanges.
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Comparative analysis of central europe stock exhanges and their trading systems
Chvátal, Ladislav ; Žilák, Pavel (advisor) ; Vorek, Marián (referee)
This thesis deals with the comparative analysis of stock markets in Prague, Warsaw and Budapest. The main goal of the thesis is to evaluate the trading systems and development of stock indices, market capitalisation, trading volume and numer of new IPO. One part is also devoted to birth of stock aliances in Central Europe. The results showed dominant role of Warsaw Stock Exchange in this region. Warsaw stock exchange operates with most developed trading system. In terms of market indicators Warsaw stock exchange has the biggest market capitalization and trading volume. On the other hand Prague and Budapest Stock Exchange could benefit in the future from membership in CEESEG holding company.
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Testing of created investment strategies on american capital market
Oliva, Martin ; Veselá, Jitka (advisor) ; Kubík, Jan (referee)
The aim of the thesis is testing of created investment strategies on American capital market. The beginning of the thesis is devoted to the explanation of principles of Walk-forward optimalization, description of tested time period and shares and other starting points of the thesis. Afterwards several tools of technical analysis are used to create two trading systems, which are then tested. The final part of the thesis is devoted to the analysis of results of both trading system and to suggestions, which could improve both trading systems performance.
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