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Stock Selection by Techical Analysis
Netušil, Petr ; Polách, Petr (referee) ; Sojka, Zdeněk (advisor)
This bachelor thesis is engaged in stock selection to portfolio with the help of technical analysis. In accordance with this aim the whole thesis is being structured, while at the beginning there are theoretical resources concerning exchange system mentioned, as well as basic methodology of technical analysis. These methods are further transferred into practical examples in the second part. This thesis thus describes possibilities of technical analysis in conditions of capital markets.
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Automatic Cryptocurrencies Trading
Vorobiev, Nikolaj ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
This thesis focuses on the trading in the cryptocurrency market. The theoretical part of the thesis describes the principles of trading, technical analysis, trading systems and recurrent neural networks. After conducting a search of brokers, Binance is chosen as a trading broker and real-time data provider; CryptoDataDownload is chosen as a historical data provider. After getting acquainted with the technologies used, elements of information trading systems are designed, enabling communication with remote servers and with each other, for the purpose of trading, obtaining and concurrent processing of user's, historical or real-time data. The resulting systems should provide to the user manual, semi-automatic (according to the plan) or automatic (according to the decisions of recurrent neural network, learned on historical data) trading and ability to respond to a change in the market. Furthermore, the thesis moves to the practical level, including implementation and experiments on created systems. In the final part of the thesis, the results are evaluated and the possibilities for improvement and expansion are described.
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The Use of SVM in Environment of Financial Markets
Štechr, Vladislav ; Prochocká, Kristína (referee) ; Budík, Jan (advisor)
This thesis deals with use of regression or classification based on support vector machines from machine learning field. SVMs predict values that are used for decisions of automatic trading system. Regression and classification are evaluated for their usability for decision making. Strategy is being then optimized, tested and evaluated on foreign exchange market Forex historic data set. Results are promising. Strategy could be used in combination with other strategy that would confirm decisions for entering and exiting trades.
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Design and Optimalization of Trading System Based on the Principles of Triple Screen
Kudláček, David ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the Triple Screen trading system in the theoretical and practical level. As part of the work semiautomatic trading system, which focuses on trading with corn is designed. Previously, there are discussed theoretical assumptions necessary for the successful implementation of the trading system. There is explained and described deal with corn and principles and possibilities nowadays. The practical part includes the creation of custom application in Matlab development environment and scripting language. Using this application is simulated trading corn with selected trend indicators and oscillators. Using historical data there is found the best combination of indicators and it is subsequently applied on the following dates.
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Investments into Securities Investment Funds Registered in Great Britain
Štrkolec, Michal ; Vaková, Naďa (referee) ; Rejnuš, Oldřich (advisor)
The bachelor’s thesis concentrates on technical analysis of chosen investment funds registered in Great Britain. The first part describes the legislative requirements of the qualified investors’ funds and the composition of investment portfolio principles. The second part details the proposed fund and analyzes chosen investment funds. The third part of the thesis contains the design of the investment portfolio of the built fund.
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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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Technical Analysis
Vetýška, Jan ; Svoboda, Filip (referee) ; Novotná, Veronika (advisor)
Aim of the thesis is the analysis and understanding of issues of technical analysis, namely Woodie CCI trading system. This trading system recognizes whether the market is at the moment oversold or overbought, which is also a draft program which calculates these values and giving us signals to trade. This trading system recognizes whether the market is oversold or overbought at the moment. It is also a draft program which calculates these values and giving us signals to trade. At the beginning it is necessary to give a theoretical viewpoint. There is also described the financial system and other important information.The next section describes the trading system, how it works and why I chose it. The following is the procedure for creating applications and basic knowledge of Visual Basic. Finally, I make a backtest where we will see how the system is in practice.
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Intelligent System for Generating and Analysis of Trading Recommendations on Financial Markets
Martinský, Ondrej ; Hrubý, Martin (referee) ; Zbořil, František (advisor)
This master thesis deals with the price prediction on financial markets. It describes automated trading systems based on technical analysis and discusses a soft computing approach to construction of such systems. Also, this thesis combines conventional trading strategies with the fuzzy logic. The practical part of this thesis contains also a framework for composing, simulation and analysis of the automated trading strategies. The simulator contained in this framework is implemented in the Java language and based on DEVS formalism. Because of this, there is a possibility to embed real-time components into the trading model. This work contains also a database of historical financial data and tools for their automatic actualization.
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Technical Analysis
Hlavenka, Dušan ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
This Bachelor´s thesis focuses on the issue of the use of statistical concepts in economics with a focus on financial market in the Czech Republic. Specifically, the work deals with emissions that are included in the Prime Market Index PX and monitored and recorded Stock Exchange in Prague. The essence is the analysis of individual stocks and calculating statistical parameters that should be relevant to potential investors in the financial market favoring technical analysis.
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