This Master’s thesis deals with implementation of an automated trading system for application in the currency market. The resulted system is tested and optimized on historical data. Robustness of this strategy is verified by testing on another currency pair and a different timeframe. Efficiency of the system is compared before and after optimization. Created trading system is profitable in all environments which it was tested on.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:241558 |
| Date | January 2016 |
| Creators | Kundračík, Roman |
| Contributors | Šmídek, Lubomír, Budík, Jan |
| Publisher | Vysoké učení technické v Brně. Fakulta podnikatelská |
| 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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