This master thesis evaluates about investing in the currency market, commonly known as Forex. The master thesis is primarily deal with proposal of automated trading system for trading in major currency pairs using breakout strategies. These strategies creation is based on market analysis, volatility, correlation and analysis revealing patterns of time during the trading day. In practical part is formed diversified investment portfolio composed of five investment profitable strategies, which were used during four-month testing period on unknown market data.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:233137 |
| Date | January 2015 |
| Creators | Barva, David |
| Contributors | Pantůčková, Zdena, Budík, Jan |
| Publisher | Vysoké učení technické v Brně. Ústav soudního inženýrství |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
Page generated in 0.0044 seconds