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Investiční modely v prostředí finančních trhů / The Investment Models in an Environment of Financial Markets

This thesis focuses on automated trading systems for financial markets trading. It describes theoretical background of financial markets, different technical analysis approaches and theoretical knowledge about automated trading systems. The output of the present paper is a diversified portfolio comprising four different investment models aimed to trading futures contracts of cocoa and gold. The portfolio tested on market data from the first quarter 2013 achieved 46.74% increase on the initial equity. The systems have been designed in Adaptrade Builder software using genetic algorithms and subsequently tested in the MetaTrader trading platform. They have been finally optimized using sensitivity analysis.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:224014
Date January 2013
CreatorsRepka, Martin
ContributorsMSc, Martin Volko, Budík, Jan
PublisherVysoké učení technické v Brně. Fakulta podnikatelská
Source SetsCzech ETDs
LanguageSlovak
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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