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METHODS OF CURRENCY PORTFOLIO CREATION
Budík, Jan ; Kohút, Michal (referee) ; Král, Miloš (referee) ; Rejnuš, Oldřich (referee) ; Dostál, Petr (advisor)
Doctoral thesis deals with the method of the currency portfolio creation focused on short-term trading, which not exceed one business day. That is the reason why is necessary to increase the profitability of investment positions by using financial leverage. Development of proposed investment strategies is realized with use of computer technology in combination with software that allows direct access to the foreign exchange market. The software enables direct access to a database of historical prices and has an implemented a programming language that allows effective processing of statistical analyzes, which is required for development of investment strategies. The investment strategies are optimized and tested on a database of historical price movements from 1. 1. 2004 to 31. 12. 2012 for the major currency pairs EUR/USD, GBP/USD and USD/JPY. The main assumption of entry to the market for proposed investment strategies is based on specific time intervals during the day, where is an increased probability of new short-term trends beginnings. The doctoral thesis statistically validated this assumption. The proposed method of creation a currency portfolio was applied to real market since 1. 1. 2013 to 30. 9. 2013 and was used for 20 000 $ trading account. Profitability of proposed method of creation a currency portfolio is 26,89%.
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Entrance and security systems
Kohut, Michal ; Šedivá, Soňa (referee) ; Fiedler, Petr (advisor)
During writing this bachelor labour I strived to describe some entrace and security systems and their parts. Also some functions and usage of these systems were consecrated and there was introduced their division. I concerned also with observing of preventive exchanges, their properties and operating. The last part describe state machine of security central. It is diveded to 4 smaller state macines which were all tested using IAR visualSTATE program.
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Entrance and security systems
Kohut, Michal ; Bradáč, Zdeněk (referee) ; Fiedler, Petr (advisor)
During writing this bachelor labour I strived to describe some entrace and security systems and their parts. Also some functions and usage of these systems were consecrated and there was introduced their division. I concerned also with observing of preventive exchanges, their properties and operating. At the end there was proposed a status automat machine of a smaller preventive exchange, which was adjusted in the program IAR visualSTATE.
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Entrance and security systems
Kohut, Michal ; Bradáč, Zdeněk (referee) ; Fiedler, Petr (advisor)
During writing this bachelor labour I strived to describe some entrace and security systems and their parts. Also some functions and usage of these systems were consecrated and there was introduced their division. I concerned also with observing of preventive exchanges, their properties and operating. At the end there was proposed a status automat machine of a smaller preventive exchange, which was adjusted in the program IAR visualSTATE.
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Entrance and security systems
Kohut, Michal ; Šedivá, Soňa (referee) ; Fiedler, Petr (advisor)
During writing this bachelor labour I strived to describe some entrace and security systems and their parts. Also some functions and usage of these systems were consecrated and there was introduced their division. I concerned also with observing of preventive exchanges, their properties and operating. The last part describe state machine of security central. It is diveded to 4 smaller state macines which were all tested using IAR visualSTATE program.
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METHODS OF CURRENCY PORTFOLIO CREATION
Budík, Jan ; Kohút, Michal (referee) ; Král, Miloš (referee) ; Rejnuš, Oldřich (referee) ; Dostál, Petr (advisor)
Doctoral thesis deals with the method of the currency portfolio creation focused on short-term trading, which not exceed one business day. That is the reason why is necessary to increase the profitability of investment positions by using financial leverage. Development of proposed investment strategies is realized with use of computer technology in combination with software that allows direct access to the foreign exchange market. The software enables direct access to a database of historical prices and has an implemented a programming language that allows effective processing of statistical analyzes, which is required for development of investment strategies. The investment strategies are optimized and tested on a database of historical price movements from 1. 1. 2004 to 31. 12. 2012 for the major currency pairs EUR/USD, GBP/USD and USD/JPY. The main assumption of entry to the market for proposed investment strategies is based on specific time intervals during the day, where is an increased probability of new short-term trends beginnings. The doctoral thesis statistically validated this assumption. The proposed method of creation a currency portfolio was applied to real market since 1. 1. 2013 to 30. 9. 2013 and was used for 20 000 $ trading account. Profitability of proposed method of creation a currency portfolio is 26,89%.
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