National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Testing of Automated Trading Systems
Zapletal, Martin ; Vrábel, Lukáš (referee) ; Petřík, Patrik (advisor)
This thesis deals with testing of automated systems used for stock market trading. The reader acquires basic knowledge about financial markets and stock market. Subsequently, performance indicators for the whole trading system and for the prediction model used in the system  are introduced. The explanation of influence of input data selection on trading system performance is the most crucial part of the paper. Selected trading system tests were done using the application, which was made as a part of this thesis. Results of these tests are also presented.
Technical analysis of stock and currency markets and its reliability assessment
KAŠKA, Michael
Technical analysis is a widely spread tool in the field of retail financial markets. This thesis aims to assess its prediction reliability in stock and forex markets. The stock market is represented by randomly selected shares of the most known US stock indexes such a S&P 500 and NASDAQ. The foreign currency trade market is represented by currency pairs of the world most important currencies, most of them known as majors. This work evaluates reliability of the the very basic components of technical analysis - trend indicators and oscillators. Together with the optimization of technical analysis based on historical data, it validates its ability to forecast future moves of markets. The application of technical analysis is more or less a subject of a personal application. To ensure strictly objective implementation of used methods and to avoid any human influence, all applications of technical analysis are provided by a human independent optimization software and tested on out-of-sample data. Results produced by this software are gathered in SQL database and analysis itself is provided by statistical testing methods in the statistical software environment.
Testing of Automated Trading Systems
Zapletal, Martin ; Vrábel, Lukáš (referee) ; Petřík, Patrik (advisor)
This thesis deals with testing of automated systems used for stock market trading. The reader acquires basic knowledge about financial markets and stock market. Subsequently, performance indicators for the whole trading system and for the prediction model used in the system  are introduced. The explanation of influence of input data selection on trading system performance is the most crucial part of the paper. Selected trading system tests were done using the application, which was made as a part of this thesis. Results of these tests are also presented.

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