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Testing of Indicators for Technical Analysis in Stock Market Trading
Kaděra, Miroslav ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
The topic of this thesis is testing of indicators for technical analysis, done from the point of view of their suitability for automatic stock market trading systems. The thesis tests behaviour of simple moving average, exponential moving average and the RSI indicator. A simple automatic trading system was made for each indicator. Profitability of the system was tested for various parameters of the used indicator. The testing was realized using real historical data of more than ten years historical period. The results show that profitability of the system can be increased by tens of percent. Even though for stable profitable trading the trader should work out a lot of other rules than just indicator parameters.
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Design and Optimalization of Automatic Trading System
Boček, František ; Plaček, Marek (referee) ; Budík, Jan (advisor)
The goal of this work is to describe approaches to financial market analysis and implement chosen approaches in automatic trading system in the MetaQuote Language environment for Metatrader platform. Another objective is to optimise the designed trading system and test additional rules to achieve maximum profit during minimalization risks.
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Design and Implementation of Automatic Trading System for Foriegn Exchange Market
Vojtěch, Tomáš ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the design of a trading strategy and subsequent implementation of an automated trading system for the forex currency market. In this thesis, a "breakout" strategy with trade filtering based on moving average is created. Consequently, an automated trading system for the MetaTrader 4 platform is developed in MQL4 language. This thesis also deals with the back-testing and optimization of the system in order to maximize the stability and profit.
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Technical Analysis
Kosek, Lukáš ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
This thesis deals with problems of the technical analyses and its usage during creation of the automated trading systems. Theoretical section explains the basic principles of functioning of the monetary market (Forex) and includes technical indicators. Portfolio of strategies, as output of this work, was applied onto monetary pairs of Euro/American dollar and British pound/American dollar. Computer program Adaptrade Builder was used for proposed commercial strategies with help of the genetic algorithms and subsequently tested on the MetaTrader 4 commercial platform.
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Use Machine Learning to Predict Future Market Prices
Klhůfek, Michal ; Trchalík, Roman (referee) ; Holkovič, Martin (advisor)
This thesis discusses a market prediction system based on the data obtained from the historic tranzaction. The main goal was to use the techniques of technical analysis to create a more accurate estimation of market behavior in the future. The data obtained from the current state of the market are compared with the historical market values using the algorithms for the classification of data from the field of learning. Based on individual algorithms, the software was designed to try to match the two sets of data as closely as possible. Testing took place on a dataset that represented the past market enthusiasm, and how much the overall system is performing.
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External Financing of Firms Through the Securities
Kembický, Petr ; Voda, Miroslav (referee) ; Rejnuš, Oldřich (advisor)
This Master’s thesis deals with the analysis of long-term corporate financing. Described is financing through the capital market securities – by shares and bonds as well as bank loan. The first part compares the theoretical possibilities of external financing, the second part is focused on the analyse of IPO and analysis of IPO which was realized in Czech republic by listed companies.
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Neural Networks and Prediction of Time Series
Sviták, Jiří ; Šperka, Svatopluk (referee) ; Petřík, Patrik (advisor)
Bachelor's thesis studies neural networks that are used for time serie prediction. Particularly it is feedforward neural network with backpropagation learning algorithm, neural network with radial basis functions and higher order neural network. Various parameters of these networks are tested and comparised. Testing is performed on time series of historical prices of financial markets. Other neural networks and other forecasting methods of financial markets are mentioned briefly.
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Application of Mathematical and Statistical Methods in Company Management
Brančík, Jakub ; Janková, Zuzana (referee) ; Novotná, Veronika (advisor)
This master thesis deals with the investment recommendation for Czechoslovak Com- mercial Bank, a.s. The recommendation is based on business strategy based on Fibonacci retracement and analysis of the current risks of financial markets. The first part deals with the parameters and the results of the business strategy. Second part proposes investment and non-investment recommendations. At the end of the thesis are summarized all aspects of the research.
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