The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals of market data collecting, data storing and cleaning are discussed. Doing decisions based on poor quality data can lead into fatal consequences in money business therefore data cleaning is necessary. The thesis describes adaptive data cleaning algorithm which is able to adapt current market conditions. According to design a modular plug-in application for data collecting, storing and following cleaning has been implemented.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:412828 |
| Date | January 2011 |
| Creators | Olejník, Tomáš |
| Contributors | Bartík, Vladimír, Kreslíková, Jitka |
| Publisher | Vysoké učení technické v Brně. Fakulta informačních technologií |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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