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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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Implementation of the system for analysis and optimization of business systems with the use of artificial intelligence
Staněk, Kamil ; Trenz, Oldřich (referee) ; Šťastný, Jiří (advisor)
This diploma thesis deals with the realization of a business order, consisting in creating a system of rapid analysis and optimization based on real business data of currency pairs using the MATLAB software. Within this developed topic a customer automated trading system is implemented, including the analysis and the optimization of the system parameters. There was also used a predictive system of the development of the prices, using artificial intelligence methods, based on historical data. The obtained data from the optimization and the simulations of the automated trading system are clearly summarized in graphic outputs.
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Utilization of Financial Analysis as a Tool for Investment Decisions
Málek, Jiří ; Novák, Jaromír (referee) ; Ptáček, Roman (advisor)
This diploma thesis on the topic "Use of financial analysis as an instrument of investment decision-making" processes the financial evaluation of the economy and the effectiveness of selected investment decisions in the past years using methods of financial analysis. For this purpose, I chose the monitored period from 2012 to 2018. In the first part of the thesis, attention is paid to the evaluation of performance and financial sustainability in terms of implemented and planned investments of the theoretical base. The methods and analyzes used also include the methodology of their calculation. The second part deals with the individual indicators applied to Škoda Auto a.s., based in Mladá Boleslav a subsidiary of the Volkswagen Group. In addition, this section addresses the approach and decision making of the management of the company on investment projects that have already been planned or are planned in the near future, and recommendations are proposed for improving.
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Automatic Trading System for Currency Pairs Using Technical Analysis
Padyšák, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The aim of this work is to create an automated trading system for trading currency pairs using technical indicators and technical analysis. The proposed trading system is tested and optimized on historical price data. To verify the robustness of the proposed system was used walk-forward analysis. Automatic trading system also uses rules for position sizing and risk management of open positions. Created system is profitabel on historical price data and also in the walk-forward analysis.
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Use of technical analysis in the financial market
LE, Václav Quang
Forex is the largest financial market in the world in terms of trading volume. To predict its direction, various models are used. One of those models is technical analysis, which is utilized by two strategies: an automatic one and a manual one. Both are traded on the following currency pairs: EUR/USD, USD/CAD, USD/JPY, AUD/USD and NZD/USD. The time period of the experiment is 12 months. The strategies are tested on MetaTrader 4 and the data for trading is provided by the broker Purple Trading. The data for the analysis originate from executed trades in real life, in case of the manual trading system, and from a backtest, in case of the automatic one. The opening balance of the account is 28 500 CZK. The manual strategy generated 1 091,88 CZK (an appreciation of 3,83 %). The automatic one made a profit of 3 051 CZK (an appreciation of 10,71 %). The manual strategy was successful on EUR/USD and NZD/USD. The automatic one on the other hand was successful on USD/CAD and AUD/USD. On USD/JPY none of them were profitable.
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Utilization of Financial Analysis as a Tool for Investment Decisions
Málek, Jiří ; Novák, Jaromír (referee) ; Ptáček, Roman (advisor)
This diploma thesis on the topic "Use of financial analysis as an instrument of investment decision-making" processes the financial evaluation of the economy and the effectiveness of selected investment decisions in the past years using methods of financial analysis. For this purpose, I chose the monitored period from 2012 to 2018. In the first part of the thesis, attention is paid to the evaluation of performance and financial sustainability in terms of implemented and planned investments of the theoretical base. The methods and analyzes used also include the methodology of their calculation. The second part deals with the individual indicators applied to Škoda Auto a.s., based in Mladá Boleslav a subsidiary of the Volkswagen Group. In addition, this section addresses the approach and decision making of the management of the company on investment projects that have already been planned or are planned in the near future, and recommendations are proposed for improving.
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Implementation of the system for analysis and optimization of business systems with the use of artificial intelligence
Staněk, Kamil ; Trenz, Oldřich (referee) ; Šťastný, Jiří (advisor)
This diploma thesis deals with the realization of a business order, consisting in creating a system of rapid analysis and optimization based on real business data of currency pairs using the MATLAB software. Within this developed topic a customer automated trading system is implemented, including the analysis and the optimization of the system parameters. There was also used a predictive system of the development of the prices, using artificial intelligence methods, based on historical data. The obtained data from the optimization and the simulations of the automated trading system are clearly summarized in graphic outputs.
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Forecasting Realized Volatility Using Neural Networks
Jurkovič, Jindřich ; Baruník, Jozef (advisor) ; Krištoufek, Ladislav (referee)
In this work, neural networks are used to forecast daily Realized Volatility of the EUR/USD, GBP/USD and USD/CHF currency pairs time series. Their performan-ce is benchmarked against nowadays popular Hetero-genous Autoregressive model of Realized Volatility (HAR) and traditional ARIMA models. As a by-product of our research, we introduce a simple yet effective enhancement to HAR model, naming the new model HARD extension. Forecasting performance tests of HARD model are conducted as well, promoting it to become a reference benchmark for neural networks and ARIMA.
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Testing the selected methods of a technical analysis on the foreign exchange market
Yastrebova, Anastasia ; Fičura, Milan (advisor) ; Witzany, Jiří (referee)
The subject of the submitted thesis "Testing the selected methods of a technical analysis trough trading on the foreign exchange market" is testing of the chosen indicators of the technical analysis through trading on the foreign exchange market FOREX. The thesis includes theoretical and practical parts. In the first part different investment approaches used on the foreign exchange market are explained. In the second part the author implements those theoretical findings in a real trading on FOREX market and then analyzes profitability of the trading strategies based on the realized trading.
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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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