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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Analysis of Market Results
 Jakubík, Martin ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with the analysis of trading results generated by trading on the stock exchange. Introductory section explains the issue of expert advisors and position sizing models. The next section deal creation expert advisor and creation of library for position sizing models. Knowledges are analyzed in the test part of the work. Finally, we apply knowledges to automatic evaluation of risk to the trading system.
Detailed record
Analysis of Market Results
 Jakubík, Martin ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with the analysis of trading results generated by trading on the stock exchange. Introductory section explains the issue of expert advisors and position sizing models. The next section deal creation expert advisor and creation of library for position sizing models. Knowledges are analyzed in the test part of the work. Finally, we apply knowledges to automatic evaluation of risk to the trading system.
Detailed record

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