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ICT Support for Investment Portfolio Creation
Přemyslovský, Tomáš ; Lerch, Tomáš (referee) ; Kříž, Jiří (advisor)
This bachelor thesis deals with an approximation and explanation of processing of individual portfolios especially for clients of financial consulting companies, which are focused on the mediation of investment products. The aim is to create ICT support system, primarily for beginning consultants in the company. The main emphasis is based on the fact that the created software is intuitive, efficient and effective instrument to assist in the compilation of portfolios for the final investor.
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Portfolio Proposal of the Fund of Hedge Funds
Fischer, Karel ; Brauner, Roman (referee) ; Rejnuš, Oldřich (advisor)
Diploma thesis deals with the portfolio creation of the fund of hedge funds. Theoretical part describes investment concepts, the theoretical and legislative parts of hedge funds and decription of the various methods used in practical part. The practical part is focused on the selection, analysis and comparison of the hedge funds. Proposal part contains investment recommendations of the portfolio of funds which meet requirements of the management of ABC fund.
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Risk Analysis of Selected Cryptocurrencies in Personal Finance
Strouhal, Tomáš ; Stroukal,, Dominik (referee) ; Karpíšek, Zdeněk (advisor)
This diploma thesis deals with cryptocurrency’s risk regarding other investment opportunities, such as funds. The aim of the work is to present a simple indicator of risk and reward in order to place cryptocurrencies in the context of other investments. First, selected cryptocurrencies are described, then their characteristics are compared with the funds. Synthetic risk and reward indicator is used as a tool to compare risk and reward of cryptocurrencies with the funds. This indicator is modified to match the cryptocurrency’s characteristics and still have a narrative value. After this modification, it is used to calculate the risk and reward of the S&P 500, Allianz Global Artificial Intelligence, Binance Coin, Bitcoin, Cardano, Ethereum, Solana, Tether, USD Coin and XRP. The results show that the original range of the indicator is insufficient given the higher volatility of cryptocurrencies, which it is unable to reflect. Conversely, the adjusted indicator is already very good at calculating with higher volatility in cryptocurrencies and assigning them to a higher risk class.
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Investment Proposals Tool
Mikeška, Vilém ; Lerch, Tomáš (referee) ; Sládková, Jitka (advisor)
The bachelor's thesis is focused on the problems of creating the investments proposals for client of financial-advising company. The main goal of this thesis is to create a simple software which will be used by new advisors in submitting investment proposals for the clients.
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Technical Analysis
Novotný, Adam ; Šubert, Jaroslav (referee) ; Novotná, Veronika (advisor)
Bachelor thesis focuses on the use of technical analysis in practice and compares the results with the investment fund. The theoretical part describes the basic stock information, methods of technical analysis and basic theory needed to build a diversified portfolio. The analytical part describes the selection of several biotechnology companies and examining their stock prices using simple moving averages. Analysis results are compared with an investment fund. Further described is a portfolio composed of investment funds by Erste Bank and application for calculating moving averages is described at the conclusion.
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ICT Support for Investment Portfolio Creation
Přemyslovský, Tomáš ; Lerch, Tomáš (referee) ; Kříž, Jiří (advisor)
This bachelor thesis deals with an approximation and explanation of processing of individual portfolios especially for clients of financial consulting companies, which are focused on the mediation of investment products. The aim is to create ICT support system, primarily for beginning consultants in the company. The main emphasis is based on the fact that the created software is intuitive, efficient and effective instrument to assist in the compilation of portfolios for the final investor.
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Investment in Collective Investment Funds
Gajdůšek, Michal ; Slezák, Tomáš (referee) ; Rejnuš, Oldřich (advisor)
Bachelor thesis is focused on selection and evaluation of collective investment funds for the purpose of company’s disposable money investment. Theoretical part describes investment concepts and czech legislation relating to investment funds and collective investment funds. Theoretical part also describes methods used in practical part. Practical part is focused on funds selection (only funds under Czech national bank supervision), their analysis and comparation. Proposal part contains proposal of an investment recommendation in form of a specific fund that meets company’s criteria.
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Dynamics of the volume-volatility relationship in the currency markets
Tůma, Adam ; Baruník, Jozef (advisor) ; Komárek, Luboš (referee)
This work investigates the volume-volatility relationship dynamics in the currency markets using data of five currency pairs in the period between 2010 and 2022. By employing multiple specifications of the HAR model with volume- related regressors and also with time-varying parameters (TVP), we examine the relationships' changing dynamics over time with a focus on improving volatility forecasting performance. Our main findings suggest a strong correlation between volume and volatility. The TVP-HARV model shows significantly changing dy- namics of the volume-volatility relationship, especially during periods affected by politics, changing monetary policies or global crises. The proposed models, however, do not improve out-of-sample volatility forecasting performance com- pared to the benchmark HAR model. The causal effect in the volume-volatility relationship in the currency markets is slightly more substantial in the direction of volatility towards volume, where we find slight forecasting improvements. Our findings conclude that volume and volatility in the currency markets are mainly moving simultaneously with a very strong correlation and much weaker and often insignificant causal effects on both sides, which supports the mixture of distributions hypothesis.
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Commodity markets in times of global crises
MULICA, Filip Sebastian
The work explores the world of commodity markets and commodity trading in a manner that is mainly focused on the fluctuation of prices and traded volumes of selected, globally most significant commodities in times before, during and in the aftermaths of global economic, political or social crises. The theoretical part of the work introduces the basic information and principles of commodity markets, such as the institutions, commodities and global crises, which is the basis for the practical part. The practical part consists of data collection, analysis and data processing to find connections between the crises and the fluctuation of values related to mentioned commodity markets trade interpreted verbally with graphical support. The reasons for why the commodity markets are of bearish or bullish character in the particular examples are explained. The impact of the commodity market fluctuation on selected global economies and their main macroeconomical indices is also interpreted.
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