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Technical Analysis
Záděra, David ; Matějková, Věra (referee) ; Novotná, Veronika (advisor)
This thesis deals with trading using technical analysis. Mostly attention is paid shares traded on the Prague Stock Exchange. The practical part describes computer program, which gives recommendations for the purchase and sale of shares based on moving averages and methods of moving average convergence / divergence and relative strength index. The conclusion is stated financial comparison of the methods.
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Use of Time Series for Technical Analysis of Shares
Hela, Michael ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
This master's thesis deals with the analysis of selected rates of shares by using statistical methods including regression analysis and analysis of time series. Using moving averages as technical indicators in technical analysis of securities to predict the future development of rates of shares and finding buy and sell signals that these indicators generate. The results of this work are suggestions for stock trading based on the use of these methods.
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Design and Implementation of Automatic Trading System for Exchange Market
Doležal, Radek ; Jahoda, Michal (referee) ; Budík, Jan (advisor)
The subject of this diploma thesis is a design and implementation of an automated trading system for the forex market. It includes an analysis of the main concepts and methods of technical analysis and money management, which constitute an essential theoretical basis for the subsequent practical design of an automatic system. The objective of this work is a development of an automated trading system whose robustness and stability is tested by a walk forward analysis.
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The Use of Statistical Methods in Technical Analysis of Stocks
Pavlásek, Ondřej ; Otýpka, David (referee) ; Doubravský, Karel (advisor)
This diploma thesis is focused on using statistical methods of technical analysis of stocks. The teoretical part describes basic principals of regression and technical analysis with a description of the technical indicators that are used to predict the future development of share prices and finding appropriate moment to buy or sell stocks. The results of the analysis is the comparison of indicators and their applicability to trade the stock titles.
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Statistical Analysis of a Company Financial Risk Factors
Raclavský, Lukáš ; Sadovský, Zdeněk (referee) ; Karpíšek, Zdeněk (advisor)
The master´s thesis contains a statistical analysis of a company financial risk. Within this analysis were determined the dominant economic and financial risk factors of a company and was made a description of selected inferential statistical methods adequate assessment of the state and time development of these indicators. On a PC was applied methodics developed for concrete data files with focusing on description of the expected risk development existence of a company. In conclusion were achievements evaluated and were determined another possible directions of solving similar problems.
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Design and Optimatization of Trading Strategy Using MetaTrader Platform
Kundračík, Roman ; Šmídek, Lubomír (referee) ; Budík, Jan (advisor)
This Master’s thesis deals with implementation of an automated trading system for application in the currency market. The resulted system is tested and optimized on historical data. Robustness of this strategy is verified by testing on another currency pair and a different timeframe. Efficiency of the system is compared before and after optimization. Created trading system is profitable in all environments which it was tested on.
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Hydrological Time Series Analysis for Chosen Sub Catchment in Morava River Basin
Černý, Vojtěch ; Benáčková, Kateřina (referee) ; Marton, Daniel (advisor)
Current climate conditions raise questions about how climate change should affect the hydrological regime of the Czech Republic. The main questions are: I) Is climate change serious and is it already tangible in hydrological series? II) Are there significant changes in the climatic conditions, or in the flow of the river network? III) How does climate change affect hydrological conditions in the catchment? IV) Are there non-stationary tendencies in the hydrological series caused by climate change? The aim of this work was to perform a basic analysis of hydrological time series and estimated its possible changes. The analysis was done with using autocorrelation function, spectral density, moving averages methods, statistical characteristics, empirical line of probability of exceeding and last but not least by decomposing the time series. The practical application was applied on time series of average monthly flows determined in the hydrometric profile of Dalečín in the Svratka river basin.
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