The aim of the thesis is testing of created investment strategies on American capital market. The beginning of the thesis is devoted to the explanation of principles of Walk-forward optimalization, description of tested time period and shares and other starting points of the thesis. Afterwards several tools of technical analysis are used to create two trading systems, which are then tested. The final part of the thesis is devoted to the analysis of results of both trading system and to suggestions, which could improve both trading systems performance.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:17088 |
| Date | January 2009 |
| Creators | Oliva, Martin |
| Contributors | Veselá, Jitka, Kubík, Jan |
| Publisher | Vysoká škola ekonomická v Praze |
| 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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