The diploma thesis deals with the possibilities of using technical analysis to trade on the financial markets, particularly in futures trading derived from stock market indexes. Specifically specifies selected trading system and then analyzes the results achieved by this system.

This diploma thesis focuses on the problem and subsequent application of selected methods of artificial intelligence used on stock markets – especially the use of a artificial neural networks to forecast the values and determination of the trend of investment instruments. Solutions are created by using Matlab development environment and subsequently evaluated.

Diplomová práce se zaměřuje na vymezení teoretické a praktické podstaty intradenního obchodování. To jest použití nástrojů technické analýzy, představení obchodních systémů, výběr brokera a aplikace poznatků a softwarové podpory při uskutečňování obchodů na termínových trzích s důrazem na podkladový nástroj – indexy. Jako o velice důležité součásti intradenního obchodování je také pojednáno o psychologii tradingu, která navzdory své zdánlivé nepodstatnosti je jednou z nejdůležitějších aspektů ziskového obchodování na reálných trzích současně s kvalitním money managementem a řízením rizika. Na základě výzkumu je vytvořen a v této práci prezentován intradenní obchodní systém určen pro ziskové obchodování na burzovních trzích – indexech, a výsledky a zkušenosti s jeho reálným nasazením na světových trzích.

The thesis deals with technical analysis and introduction to the possibilities of its use in deciding to invest in the capital market. The theoretical part describes the theoretical background needed for the initial introduction to technical analysis and its indicators. In the practical part are gradually elaborated various indicators of technical analysis applied to the development of the shares of Intel Corporation and in the end there is the comparison of their profitability.

My thesis is focused on analyzation of Apple inc. and its competitors, that I am going to choose according to predetermined specificities. On the basic of theoretical knowledge I am going to make a technical analysis of stocks. Based on the results I am going to determine recommendations to investors and I am going to compare them with the real results. In Miscrosoft Visual basic I am going to create a program with technical indicators that I will use.

The main goal of the thesis "Technical analysis" is to analyze the issue of technical analysis itself, more specifically the CAMP model, which deals with optimizing the portfolio, then design a program to calculate it (generate the required results). This analysis corresponds to the structure of the thesis, while in the beginning of the work are mentioned an important theoretical basis. There is described the financial system, financial and capital markets in connection to the Burza cenných papírů Praha, a.s. and other major capital markets. In addition, I discuss the methodology of technical analysis, CAMP model and the source code and the description of Visual Basic. Then I use this methodology in practice and focus on the goal of the work. Finally I analyze the options, benefits as well as weaknesses of the CAMP model and my program in the Czech capital market conditions.

A main subject of the presented master thesis is trading and investing in capital, commodities and foreign exchange markets over the world with support of technical analysis constructed by artificial intelligence. The thesis also produces step-by-step guide to stock and futures trading, building a successful trading system and gaining profits from invested capital.

This thesis focuses on the problem and application of artificial intelligence on the financial market. Especially, the use of artificial neural networks to forecast values and determine the trend of the selected investment instrument. Solution is created in the development environment Matlab.

This diploma thesis focuses on the general characteristic of the technical analysis and its use in deciding to invest in the stock market. Thesis includes theoretical data, which deal with problems concerning an investment in the capital market. In the practical part are some indicators of technical analysis applied to the selected shares, by means of them is formed investing strategy for the beginning investor. Furthermore, in practical part is described the design of application for technical analysis.

This master thesis describes the creation and optimization of artificial neural networks which are subsequently utilized to predict the development of time series.