The goal of my thesis is to describe futures commodity contract e-mini Russell 2000 and the application of automatic trading system on this contract. Developed trading strategy is tested with technical analysis indicators using Money management for optimization. The conclusion of the thesis answers the question if modeled trading system is profitable and practically used for real trading.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:18833 |
| Date | January 2009 |
| Creators | Palidrab, Maroš |
| Contributors | Veselá, Jitka, Málek, Jiří |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Slovak |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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