Log in

Relevant bibliographies by topics / Technical and fundamental analysis / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Technical and fundamental analysis.

Dissertations / Theses on the topic 'Technical and fundamental analysis'

Author: Grafiati

Published: 4 June 2021

Last updated: 9 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Technical and fundamental analysis.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Ručka, Tomáš. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-234800.

Full text

Abstract:

The master thesis is focused on detailed description of technical analysis and familiarization with fundamental analysis options. Theoretical part of the thesis is focused on describing the market behaviours, the most used technical indicators and tools which are used during market trading. Following part describes the most used trading platform and its weaknesses. Practical part designs and implements tools for elimination of the platform weaknesses.

APA, Harvard, Vancouver, ISO, and other styles

2

Stuchlík, Martin. "Testování vybraných metod fundamentální a technické analýzy." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-10505.

Full text

Abstract:

The thesis "Testing of selected methods of fundamental and technical analysis" focuses on fundamental a technical analysis on stock market. The paper describes the most used analysis on the stock market. In practical part of the thesis I applied methods of fundamental and technical analysis to the stock of ČEZ.

APA, Harvard, Vancouver, ISO, and other styles

3

Nielsen, Judith. "En studie om hur finansanalytiker tillämpar aktievärderingsmodeller." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18648.

Full text

Abstract:

Background: The interest in shares has increased over the years, despite several stock market crashes. One reason for this is the emergence of stock trading online,which makes it easier for individuals to trade in shares. However, there has been much criticism towards financial analyst with the lack of fundamental basis to support their recommendations. Objective: The purpose of this study is to examine the share valuation models swedish financial analysts today applies and consider appropriate. A comparison will also be carried out in previous studies, to see if the application of the modelsand their suitability has changed. Method: The study used a qualitative approach with deductive approach. Semistructured interviews were conducted and the basis for the study's primary data.The theories and previous studies obtained through secondary data. Results: Our results demonstrate that no single model applied, is appropriate. Therefore, the financial analyst combines the models. Financial analysts place great emphasis on the macro-economic aspects in the valuation of shares. Macroeconomic analyses underlying fundamental valuation models.

APA, Harvard, Vancouver, ISO, and other styles

4

Vyplašil, Martin. "Porovnání vybraných metod predikce na kapitálových trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2009. http://www.nusl.cz/ntk/nusl-222189.

Full text

Abstract:

The purpose of thesis is to compare the selected methods of predictive technique on the capital markets. I have processed the comparison of methods through the practical application of them in practice to share the selected title in a particular period of time. The objective of the selected methods comparison is signal detection of them in the chosen time period.

APA, Harvard, Vancouver, ISO, and other styles

5

Petr, Michal. "Fundamentální a technická analýza akcií realitního sektoru na pražské burze." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-18702.

Full text

Abstract:

Thesis combines two approaches towards stock analysis, fundamental and technical analysis. Prime objective is to present main instruments of both analysis techniques. At first there is presented theory of both, fundamental and technical analysis. Under the fundamental section there are presented global and sector factors that influence prices of stocks. Section of technical analysis starts with historical overview, followed by graphical analysis and technical indicators. Second part consists of the application of chosen methods of fundamental and technical analysis. There are plenty of graphs and practical examples within the application section to support theoretical principles.

APA, Harvard, Vancouver, ISO, and other styles

6

Vlasák, Pavel. "Exhange Rates Prediction." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-76388.

Full text

Abstract:

The aim of this thesis is to examine the dependence of the exchange rate movement on the core fundamentals of the economy in the long term, as well as to test the validity of selected indicators of technical analysis in the short term. The dependence of the exchange rate will be examined using correlation and the discussed fundamentals are the main macroeconomic indicators, such as GDP, short-term interest rates and money base M2. In the part, which deals with the technical analysis, I will test the two groups of indicators, namely trend indicators and oscillators. From the first group it will be simple moving average (SMA), Exponential Moving Average (EMA), the weighted moving average (WMA), the triangular moving average (TMA) and MACD. From the group of oscillators I will test the relative strength index (RSI). All these indicators will be first described in the theoretical part of this thesis. The thesis is divided into two parts - theoretical and practical. The theoretical part includes two chapters which deals with the analysis of the Forex market. The first chapter deals with fundamental analysis. The second chapter deals with technical analysis. In the third chapter I will discuss both methods in practice, with emphasis on technical analysis.

APA, Harvard, Vancouver, ISO, and other styles

7

Dravenstott, Ronald W. "Restaurant Industry Stock Price Forecasting Model Utilizing Artificial Neural Networks to Combine Fundamental and Technical Analysis." Ohio University / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1337780178.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Švajcr, Milan. "Testování fundamentálních a technických indikátorů v dlouhém období na americkém akciovém trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360480.

Full text

Abstract:

This master thesis in its opening chapter inform about some basic charakteristics of New York Stock Exchange. Then indicators and tools of fundamental and technical analysis of stocks are explained in folowing chapters. In practical part of the thesis is taking place a evaluation of fundamental and technical analysis based on historical data from american stock market. For this prupose the data of constituents companies of Dow Jones Industrial Average index are used covering market history as far as possible.

APA, Harvard, Vancouver, ISO, and other styles

9

Veselková, Eva. "Fundamentální a technická analýza akcie ČEZ." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-72702.

Full text

Abstract:

This graduation theses provides on the basis of an analysis fundamental and technical investment recommendation regarding shares of ČEZ. In determining the internal value of shares are used dividend discount models, profit models and FCFE model. By comparing this value with the current share price is determined whether the stock is profitable investment or not. Technical analysis with utilization graphical methods and technical indicators are able to predict when the market occurs a situation in which an advantageous sale or purchase of share is.

APA, Harvard, Vancouver, ISO, and other styles

10

Pospišová, Zuzana. "Fundamentálna a technická analýza akcie Komerční banka, a. s." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-17006.

Full text

Abstract:

Diploma thesis focuses on fundamental and technical analysis of the stock Komerční banka, a.s. The aim of the work is to applicate techniques of both analyses and prepare investvment recommendations according to acquired results. This work also provides theoretical background of particular analyses and applied methods. The first chapter contains global fundamental analysis supplemented by analysis of relations between main factors and index PX using correlation coefficient. Another two chapters deal with sector analysis and calculation of intrinsic value of the stock. The last chapter is devoted to technical analysis using chart's methods and methods based on technical indicators.

APA, Harvard, Vancouver, ISO, and other styles

11

Kymantas, Ignas. "Optimalaus akcijų portfelio formavimas ir įvertinimas OMXV vertybinių popierių rinkoje." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100907_095256-71310.

Full text

Abstract:

Bakalauro baigiamajame darbe nagrinėjama optimalaus akcijų portfelio sudarymo problema OMXV rinkoje. Teorinėje darbo dalyje analizuojami portfelio sudarymo teoriniai ypatumai, nagrinėjamos fundamentaliosios ir techninės analizių derinimo galimybės, moderniųjų portfelio teorijų taikymo principai. Praktinėje dalyje atliekama fundamentali šalies, atskirų ekonomikos sektorių ir įmonių finansinė veiklos analizė. Siekiant nustatyti atrinktų akcijų kainų kitimo perspektyvas atliekama techninė akcijų kainų grafikų analizė. Techninės ir fundamentaliosios analizių sintezės pagalba taip pat įvertinus akcijų laukiamus pelningumus, riziką ir tarpusavio koreliacijos ryšius nutarta formuoti akcijų portfelį iš 4 įmonių akcijų. Taikant šiuolaikines portfelio teorijas rasti optimaliausi akcijų portfelių variantai trim investuotojų tipam: konservatyviam, nuosaikiam ir agresyviam. Siekiant tikslingai įvertinti taikytus metodus analizuojami portfelio rezultatai po 3 mėnesių laikotarpiu stebėjimo.
Undergraduate thesis provides the results of solving optimal stock portfolio construction problem in OMXV stock market. The theoretical part analysis theoretical portfolio formation internals, considered possibilities of fundamental and technical analysis combination, application of modern portfolio theories principles. The practical part of the thesis made fundamental analysis of country, individual sectors of the economy and financial performance analysis of companies. On purpose to identify perspectives of share prices changes in future made graphs technical analysis. In assistance of technical and fundamental analysis synthesis as well as assessment of the shares expected profitability, risk and internecine correlation agreed to develop a portfolio of 4 stocks. Application of modern portfolio theory found optimal portfolios versions for three different types of investors: conservative, moderate and aggressive. In order to specifically evaluate the used methods analyzed the results of the portfolio after a 3-month observation period.

APA, Harvard, Vancouver, ISO, and other styles

12

Otýpková, Michaela. "Mezinárodní akciové trhy v podmínkách finanční krize." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-9363.

Full text

Abstract:

This diploma thesis deals with trading in the international stock markets in conditions of financial crisis. The theoretical part covers basic definitions associated with stock markets, followed by a chapter dedicated to business cycles, which are significantly related to the stock markets. The first goal of the thesis is numerical comparison of the extensions of the actual financial crisis with the most meaningful financial crisis over last one hundred years. The second aim of the work is to effectuate the technical analysis using selected technical indicators and evaluate its results in chosen periods.

APA, Harvard, Vancouver, ISO, and other styles

13

Gazsi, Ján. "Obchodování s měnami." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2013. http://www.nusl.cz/ntk/nusl-224001.

Full text

Abstract:

This thesis deals with the possibilities of electronic stock trading of currency pairs. It analyzes the basic conditions and criteria which trader needs to meet to be able to participate on this market. This master’s thesis describes the use of technical indicators and fundamental messages through electronic trading platforms. Further thesis graphically compares the types of trading according to the time horizonts and then concludes suggestions and recommendations.

APA, Harvard, Vancouver, ISO, and other styles

14

Šebek, Jiří. "Na fundamentech založená obchodní strategie pro forex." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224715.

Full text

Abstract:

This thesis deals with design of Forex trading strategy. The main goal is to achieve satisfying trading results with strategy based on fundamental and technical analysis. This paper provides brief introduction into the International Interbank Foreign Exchange and describes basic principles of both technical and fundamental analysis. The most important part of this thesis contains the design of trading strategy and description of its implementation. Also the verication of suitability of designed strategy for Forex trading is involved.

APA, Harvard, Vancouver, ISO, and other styles

15

Yablonskyy, Karen. "Exchange Rate Predictions." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-161875.

Full text

Abstract:

The aim of this thesis is to analyze the foreign exchange currency forecasting techniques. Moreover the central idea behind the topic is to develop the strategy of forecasting by choosing indicators and techniques to make own forecast on currency pair EUR/USD. This thesis work is a mixture of theory and practice analyses. The goal during the work on this project was to study different types of forecasting techniques and make own forecast, practice forecasting and trading on Forex platform, based on acquired knowledge.

APA, Harvard, Vancouver, ISO, and other styles

16

Šrámek, Ondřej. "Fundamentální a technická analýza akcií Komerční banky, a.s. a Erste Group Bank AG, obchodovaných na BCPP." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-124919.

Full text

Abstract:

The main goal of this thesis is to properly apply the methods and approaches of these two concepts of valuing stocks. Fundamental and technical analysis are the most common ways to value stocks. In the first part of the text, I present the theoretical background of fundamental analysis and aftewards apply its methods in practice. The whole analysis comes from global analysis of the economy and its relations to capital markets to banking industry analysis and firm analysis in the end. Technical analysis comprises two basic fields - charting and technical indicators. Upon the practical application of both concepts, I present the final recommendation for investors.

APA, Harvard, Vancouver, ISO, and other styles

17

Klimánková, Renata. "Fundamentální a technická analýza akcie Philip Morris ČR." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-75268.

Full text

Abstract:

The master's thesis deals with the fundamental and technical analysis of stock Philip Morris ČR. The aim of the thesis is a specification of investment recommendation. The fundamental analysis specifies an intrinsic value of the stock Philip Morris ČR, compares it with a real stock price and recommends sale or purchase of this stock. Technical analysis uses graphical methods and technical indicators to determine an appropriate time to sale or purchase this stock.

APA, Harvard, Vancouver, ISO, and other styles

18

Záděra, David. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2013. http://www.nusl.cz/ntk/nusl-224261.

Full text

Abstract:

This thesis deals with trading using technical analysis. Mostly attention is paid shares traded on the Prague Stock Exchange. The practical part describes computer program, which gives recommendations for the purchase and sale of shares based on moving averages and methods of moving average convergence / divergence and relative strength index. The conclusion is stated financial comparison of the methods.

APA, Harvard, Vancouver, ISO, and other styles

19

Zach, Jiří. "Obchodování s akciovými CFD kontrakty." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224713.

Full text

Abstract:

The aim of this thesis is to design an investment strategy focused on tool called CFD. The first theoretical part contains basic information about financial derivates and explains basic principles of trading on stock market with contracts for difference. Chapter of the investment analysis explains the methods and rules used in trading. The practical part presents the results of my trading CFDs and evaluated my proposed strategy along with the benefits of work.

APA, Harvard, Vancouver, ISO, and other styles

20

Kálal, Tomáš. "Fundamentální a technická analýza akcie Telefonica 02 Czech Republic, a. s." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15468.

Full text

Abstract:

First part of this graduation theses "Fundamental and technical analysis of the Telefonica O2 Czech Republic, a.s. equity" concern more about the teoretical approach of the characteristics of the company Telefonica O2, his competitors on the country level as well as on the regional level. This description should prepare the reader to know better the telecomunication sector. The second part is a empirical study. Primarily from the fundamental approach and then from the technical one. These two parts concern about discovering the "buy" os "sell" recommendation for a real investor. Each of the methods are first described and then a brief comment of the results is made.

APA, Harvard, Vancouver, ISO, and other styles

21

Goumatianos, Nikitas. "Improving government's retirement plan investments by using mining tools for discovery of price patterns and combining methods of fundamental and technical analysis." Thesis, Monterey, Calif. : Naval Postgraduate School, 2008. http://handle.dtic.mil/100.2/ADA483662.

Full text

Abstract:

Thesis (M.B.A.)--Naval Postgraduate School, June 2008.
Thesis Advisor(s): Airola, James. "June 2008." Description based on title screen as viewed on August 22, 2008. Includes bibliographical references (p. 101). Also available in print.

APA, Harvard, Vancouver, ISO, and other styles

22

Radošinský, Martin. "Využití analýz pro intradenní obchodování na mezinárodním měnovém trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241469.

Full text

Abstract:

The main aim of this diploma thesis is to analyze the options of trading Forex by combining fundamental and technical analysis in connection to intraday trading. One of the goals is to identify pros and cons of these analysis. Based on the gained information, design trading portfolio consisting of different strategies. Each strategy will be programmed as automated trading system and optimized and tested on historical price data.

APA, Harvard, Vancouver, ISO, and other styles

23

Panušková, Monika. "Akciový trh ČR v podmínkách mezinárodní finanční krize." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-16535.

Full text

Abstract:

This master's thesis deals with stock market of the Czech Republic under financial crisis conditions. It is divided into a theoretical and a practical part. The theoretical part describes a stock price, most significant stock bubbles and fundamental, technical and psychological analysis. The practical part of this thesis is dedicated to an up-to-date stock valuation of three representative stock companies quoted on Prague Stock Exchange by using the fundamental analysis. The technical analysis is applied as an additional approach. The main target of this thesis is to verify whether the current Czech stock market can not be designated as a stock bubble any more in contrast to a situation before the financial crisis.

APA, Harvard, Vancouver, ISO, and other styles

24

Mičulka, Václav. "Automatický obchodní systém založený na breakout strategii a veřejných fundamentálních datech." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224711.

Full text

Abstract:

This thesis focuses on design, implementation and optimalization of automated trading system based on breakout strategy and public fundamental data wich trades on FOREX. It descripes theoretical backgroud of financial markets and especially focuces on FOREX. This automated trade system is implemented in object oriented programing paradigm for MetaTrader 5 platform. Last part of thesis is aimed at testing implemented system on historical data in order to evaluate the correctness of system and optimalizations.

APA, Harvard, Vancouver, ISO, and other styles

25

Rakovčík, Jakub. "Vybrané metody predikce vývoje mezinárodních finančních trhů na základě historických dat." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-76789.

Full text

Abstract:

First chapter describes International Financial Markets. Second chapter describes market fundamental analysis. Third chapter describes market technical analysis and efficient market hypothesis testing. Fourth chapter discusses market psychological analysis. Fifth chapter encompasses other theoretical background to be used in application. Sixth chapter deals with application of fundamental and technical analysis on a tennis betting market having found parallels between the sports betting markets and financial markets.

APA, Harvard, Vancouver, ISO, and other styles

26

Nepomnyashchiy, Ilya. "Fundamentální a technická analýza vybraného aktiva." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-263923.

Full text

Abstract:

The goal of the thesis is to evaluate the degree of efficiency of the particular markets and to apply the methods of fundamental and technical analysis on them in order to assess their efficiency in terms of profitablity. The thesis analyses the degree of long-term memory of the particular commodities and stock indices via Hurst coefficient. Afterwards fundamental and technical methods are applied to the market with the highest degree of long-term memory, which is the feeder cattle market. Indidivual methods from both disciplines are being applied at first, after wich a combnation of both is appleid as well. The result is the discovery, whether combining the two approaches leads to a higher profitability of the trading strategy. At the end the effect of transacton costs is also evalauted and a final conclusion is made regarding the profit potential of both methods for the case of individual Czech investor.

APA, Harvard, Vancouver, ISO, and other styles

27

Heymans, André. "Managing an agricultural commodities portfolio in South Africa with pairs trading / André Heyman." Thesis, North-West University, 2007. http://hdl.handle.net/10394/2308.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Ševčík, Martin. "Využití prostředků umělé inteligence pro podporu na kapitálových trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2012. http://www.nusl.cz/ntk/nusl-223601.

Full text

Abstract:

This diploma thesis describes issues of use of means of artificial intelligence for the decision making support on stock market. It includes theoretical knowledge of technical, fundamental and psychological analysis and artificial intelligence. Based on these facts have been created specific suggestions for the use of artificial neural networks to forecast the future value of the index S&P 500 by using development environment of the MATLAB software.

APA, Harvard, Vancouver, ISO, and other styles

29

Tokošová, Blanka. "Optimalizace portfolia cenných papírů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2008. http://www.nusl.cz/ntk/nusl-221685.

Full text

Abstract:

The aim of the diploma thesis is portfolio optimalization of middle-sized investor. His assets are placed into repo and shares. Shares are selected from the range of blue chips in czech and german stock market, that means from securities contained in PX index and DAX index. This selection is based on fundamental and technical analysis. The portfolio in foreign currency is hedge against downtrend of exchange rate by knock-out product. The final part of the thesis belongs to appreciation of assembled portfolio.

APA, Harvard, Vancouver, ISO, and other styles

30

Kubilius, Gytis. "Fundamentalios ir techninės analizės taikymo tikslinis tyrimas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2008. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2008~D_20080818_151053-61454.

Full text

Abstract:

Tiriamajame darbe nagrinėjama techninės analizės metodų pelningumas bei patikimumas, jų praktinė nauda ir veikimo principai mažesnėse akcijų biržose (Vilniaus, Rygos, Talino). Gautų rezultatų palyginimui į tyrimą įtraukiama S&P500 akcijų indeksas. Pagrindinis tyrimo tikslas išnagrinėti du techninės analizės metodus - Santykinio stiprumo indeksą ir Slankiųjų vidurkių metodą, praktiškai juos panaudojant aukščiau paminėtose akcijų biržose, ištirti generuojamų pirkimo – pardavimo signalų patikimumą. Fundamentalios analizės atveju yra nagrinėjama Lietuvos komercinių bankų teikiamų konkrečių įmonių akcijų apžvalgų-rekomendacijų, patikimumas bei praktinė nauda. Pirmoje darbo dalyje aprašoma efektyvios rinkos teorijos prasmė (pamatinė techninės ir fundamentalios analizės teorija), kartu paliečiant pagrindinius fundamentalios ir techninės analizės principus. Plačiau nagrinėjami pasaulyje atlikti techninės analizės tyrimai, gauti jų rezultatai. Antroje darbo dalyje pateikiama metodologija kaip buvo atliktas techninės analizės tyrimas su Baltijos šalių ir JAV akcijų indeksais, nubrėžiamos pagrindinės tyrimo ribos. Trečioje tyrimo dalyje pateikiami rezultatai. Didžiausias metinis pelningumas buvo gautas remiantis Slankiųjų vidurkių metodu (50/200 su OMXV akcijų indeksu) – 24,44 proc., kai tuo tarpu „pirk ir laikyk“ strategijos gautas pelningumas – 22,68 proc. po mokesčių. RSI indekso metodas geriausiai pasiteisino su S&P500 akcijų indeksu. Šio metodo metinė grąža siekė 2,15 proc., o... [toliau žr. visą tekstą]
The profitability and reliability of technical analysis methods is the main theme of this work. The practical value of these methods and main rules of operation are analyzed in smaller markets (Vilnius, Ryga and Tallin) and also in comparison with S&P 500 index. The main purpose of this study is to practically test couple of technical analysis methods (Relative Strength Index – RSI and Dual Moving Average Crossover - DMAC) by applying them in markets mentioned above, explore the signals for buying and selling. The fundamental analysis is evaluated while analyzing the reliability and practical benefits of recommendations provided by the commercial banks of Lithuania. The meaning of efficient market theory (it’s the most basic theory for technical and fundamental analysis) is described in literature analysis part. Also, the main rules of fundamental and technical analysis are described there. All the methodology of the research with Baltic and USA indexes is provided in the second part of the work. The third part is filled with results of the research. The best annual after tax gain providing method was DMAC (Dual Moving Average Crossover) (50/200 with OMXV share index) with 22,44% gain for the shareholder, while “buy and keep” strategy provided only 22,68%. RSI (Relative Strength Index) worked best with S&P500 index. The annual odd of this method was 2,15%, while “buy and keep” strategy was only 0,087. DMAC (20/100) also worked best while analyzing the truthfulness of... [to full text]

APA, Harvard, Vancouver, ISO, and other styles

31

Antoš, Josef. "Možnosti předvídání vývoje měnového kurzu v mezinárodním podnikání." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-199796.

Full text

Abstract:

The diploma thesis deals with currency market analysis. There are three main types of analysis: fundamental, technical and psychological analysis. Each of these methods contains explanation of logic, on which the method is based, its advantages, disadvantages and specific examples of this analysis. Neural networks are furher explained in technical analysis. The practical part of the diploma thesis builds on knowledge of technical analysis and tests functionality of the neural networks in the environment of currency markets. The model is calibrated first and then it is used to predict the development of major currency pairs. The prediction is carried out on a monthly chart for December 2013.

APA, Harvard, Vancouver, ISO, and other styles

32

Pokorný, Michal. "Řízení platební schopnosti podniku v kotextu existence kurzového rizika." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2011. http://www.nusl.cz/ntk/nusl-223302.

Full text

Abstract:

Diplomová práce se zabývá faktory ovlivňující společnosti, které podnikají na globálním trhu a jsou vystaveny rizikům, která přinášejí výkyvy ve směnných kurech. Zabývá se také prozkoumáním motod analýzy vývoje směnných kurzů a metod ochrany proti těmto rizikům.

APA, Harvard, Vancouver, ISO, and other styles

33

Kříž, Jakub. "Algoritmické obchodování na burze s využitím dat z Twitteru." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2015. http://www.nusl.cz/ntk/nusl-264940.

Full text

Abstract:

This master's thesis describes creation of prediction system. This system predicts future market development based on stock exchange data and twitter messages analysis. Tweets from two different sources are analysed by mood dictionaries or via recurrent neural networks. This analysis results and technical analysis of stock exchange data results are used in multilayer neural network for prediction. A business strategy is created and tested based on results of this prediction. Design and implementation of prediction system is described in this thesis. This system achieved revenue increase more than 25 % of some business strategies by tweets analysis. However this improvement applies for certain data and timeframe.

APA, Harvard, Vancouver, ISO, and other styles

34

Burša, Petr. "Termínové obchodování komodit z pozice retailového tradera." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2018. http://www.nusl.cz/ntk/nusl-377993.

Full text

Abstract:

The goal of this thesis “Futures trading of commodities as a retail trader” is creation of investment suggestion, based on analysis of possibilities, markets and factors influencing the price. In the first part are defined basic terms and information for better orientation on the futures commodity market. In the next part are analysis of the major commodity markets, groups of commodities and detailed analysis of interest commodities – gold and silver. The last third part of the thesis engage in creation of strategy for trading of commodity futures on gold and silver, which is the basic element for the final investment suggestion.

APA, Harvard, Vancouver, ISO, and other styles

35

Škultéty, Daniel. "Analýza vybraných poľnohospodárskych komodít z pohľadu investora." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-72663.

Full text

Abstract:

The purpose of this thesis is to analyze investment options into wheat, corn and rice futures throughout different time horizons. Mostly we use daily closing prices for the last fifteen years. General knowledge of the field in context of nowadays is required to perform such an analysis. To achieve our goals we use technical analysis, time series analysis and we discuss the fundaments of price movements. Contribution of this thesis can be summed as presenting the basic tools of technical analysis in real world, presenting the fundamentals of price movements in one place and practical application of time series analysis on futures prices. By doing so we can confirm that random walk thesis is not unsubstantial but cannot be generalized for all instruments and periods of capital market.

APA, Harvard, Vancouver, ISO, and other styles

36

Nejezchleb, Kamil. "Návrh opatření na zvýšení hodnoty akcií podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2007. http://www.nusl.cz/ntk/nusl-221425.

Full text

Abstract:

The Paper is focused on company shares value and manipulation with their course on capital market. Theoretical part describes Fundamentals and technical analysis, which are used for identifying share inner value a expected trend in course. Consequently are described forbidden market practices and transactions on capital market according to new legal regulation. Analytic part contains analysis, which identifies inner value of company shares and predicts trend in course. Following analysis are setting measures, which enables company management to realize appreciation of company shares, without making offend against legal regulations of securities course manipulation. Summary contains recommendations and findings, which can be generally used for improving companies positions on capital markets.

APA, Harvard, Vancouver, ISO, and other styles

37

Kutina, Michal. "Analýza burzovních dat metodami UI." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-15866.

Full text

Abstract:

The graduation thesis "Analysis of stock-exchange data using AI methods" is focused on the use of neural networks while predicating the exchange-rate movements on Change. The theoretical part is divided into three independent units. The Change matters and the related individual terms are described in the first part. In the second part, the two basic approaches to the stock-exchange data analysis are analyzed, these two approaches being the fundamental and technical analysis. The third, and the last, theoretical part forms an individual unit describing the Artificial Intelligence theory. Particularly the issue of the neuronal networks is described in detail. The practical part seeks the use for the chosen neuronal network GAME. It analyses the chosen YMZ9 market. It focuses on the prediction of the exchange-rate movements using the "sliding window" method. The last chapter summarizes the results and it proves that under certain circumstances it is possible to properly use the neuronal networks both for the prediction of the stock-exchange movements and as one of the corner-stones of the profitable trading system.

APA, Harvard, Vancouver, ISO, and other styles

38

Soares, Anderson da Silva. "Predição de séries temporais econômicas por meio de redes neurais artificiais e transformada Wavelet: combinando modelo técnico e fundamentalista." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/18/18152/tde-11042008-111842/.

Full text

Abstract:

Este trabalho apresenta um método de predição não linear de séries temporais econômicas. O método baseia-se na análise técnica e fundamentalista de cotação de ações, filtragem wavelet, seleção de padrões e redes neurais artificiais. No modelo técnico emprega-se a transformada wavelet para filtrar a série temporal econômica de comportamentos aleatórios ou não econômicos. Após a filtragem dos dados o algoritmo de projeções sucessivas é utilizado para a seleção de padrões de treinamento para a rede neural artificial, com o objetivo de selecionar os padrões de comportamento mais importantes na série. No modelo fundamentalista utiliza-se variáveis econômicas que podem estar correlacionadas com a série, com o objetivo de aprimorar a predição da série na rede neural artificial. Para avaliação do método são utilizados dados de séries temporais econômicas referentes à cotação de preços de ações negociadas na bolsa de valores de São Paulo, onde os resultados da predição do comportamento futuro são comparados com modelos matemáticos clássicos e com o modelo convencional, que se baseia somente na análise técnica. Apresenta-se uma comparação dos resultados entre modelos técnicos, modelos matemáticos e o método proposto. O modelo matemático utilizado (ARIMA) apresentou seu melhor desempenho em séries com pouca variância, porém com desempenho inferior quando comparado com o modelo técnico e com o método proposto. A avaliação do erro de predição em termos de RMSEP evidenciou que o método proposto apresenta os melhores resultados em relação aos demais métodos.
This work presents a method for predicting nonlinear economic time series. The method is based on fundamental and technical analysis of script quotation, a multiscale wavelet filtering, pattern selection and artificial neural networks. In the technical model is used the wavelet transform in order to filter the economic time series from random or not economic behaviors. After the data filtering, the successive projections algorithm was used for the training pattern selection to the artificial neural network. In the fundamentalist model is used financial and macroeconomics variables that is correlated with the time serie in order to improve the network forecasting. For the evaluation of the proposed method are used temporal series data related to scrips prices quotation of São Paulo stock market. It presents a comparison of the results between technical model, mathematical model and proposed method. The mathematical model (ARIMA) presented better results in series with few variance, however have low performance when compared with the technical model and with the proposed method. The prediction error evaluation shows that the proposed method has better results than the other methods.

APA, Harvard, Vancouver, ISO, and other styles

39

Ghebrehiwet, Mikael. "Contracts for Difference : A measure of risk management and strategic awareness." Thesis, Stockholms universitet, Företagsekonomiska institutionen, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-63560.

Full text

Abstract:

The introduction of contracts for difference, CFDs, in the Nordic market has meant a tremendous freedom for both large investors and small investors. CFDs, like many other financial derivatives, allow speculation on price movements in virtually all global markets with easy access to leverage, which is the same as borrowed capital. CFDs carry high risk and hence should only be used by qualified traders. Swedish CFD providers have been criticized for mass marketing their services with lack of regard for the industry's sustainability. The legal requirements placed on CFD providers for customer's creditworthiness and knowledge are also said to be weak, given the products complexity and high risk. Thus, the purpose with this research is to respond to the criticism by examining the level of risk management, and the level of strategic awareness among CFD traders. The epistemological orientation of this research conforms to the philosophy of positivism, and the research approach is consistent with the deductive approach. The research is based on a quantitative data collection method were a survey was carried out with CMC Markets’ customers with 233 respondents.After examining the usage of risk management tools, position sizing and monitoring; the results suggest that the level of risk management among CFD traders is moderately high. For a trading strategy to function, and hence be successful, it is important that traders are consistent with the various components that a trading strategy consists of. After examining to what extent the CFD traders positions are based on rules and signals as well as loyalty to them, to what extent they optimize their trading strategy, and lastly to what extent they use available strategy methods I came to the conclusion that there is a relatively low level of strategic awareness.Keywords: CMC Markets, Finance, CFDs, Investment, Derivative, Securities Trading, CFD Trading, Stocks, Risk management, Strategic awareness, Trading strategy, Technical analysis, Fundamental analysis

APA, Harvard, Vancouver, ISO, and other styles

40

Knytl, Jan. "Využití money managementu v obchodování na devizovém trhu a zachycení těchto obchodů v účetnictví bank." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-81901.

Full text

Abstract:

My diploma thesis discusses the power and importance of money management when trading foreign exchange market. With the help of real examples it aims to demonstrate the difficulty of the future foreign exchange rate estimation and the ambiguousness of the market analyses results. Comparing the results of real trading in the spirit of diversification to the actual results of Vince's model, the thesis points out whether the application of diversification is a real necessity or not. The thesis also highlights the impact of diversification on the trading system performance compared to Vince's model. The final part proposes a possible practical accounting solution to the foreign exchange speculative trades.

APA, Harvard, Vancouver, ISO, and other styles

41

Soryš, Konstantin. "Investicijų portfelio sudarymas ir valdymas Europos akcijų rinkos pavyzdžiu." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2009. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2009~D_20090708_140829-89339.

Full text

Abstract:

Finansų teorijoje ir praktikoje viena iš fundamentalių problemų yra vertybinių popierių portfelio valdymas. Baigiamajame magistro darbe nagrinėjami investicinio proceso pagrindiniai etapai. Darbo tikslas gali būti apibrėžtas kaip akcijų portfelio sudarymo ir valdymo uždavinio sprendimas naudojant optimizacijos, fundamentaliosios ir techninės analizės metodus. Išnagrinėti investuotojų ir jų sudaromų portfelių tipai. Aprašyti ir palyginti investicijų portfelio sudarymo modeliai ir valdymo strategijos. Aprašoma metodika, nustatanti akcijų investicinį patrauklumą Italijos akcijų rinkos pavyzdžiu. Autorius darbe sprendžia sveikųjų skaičių optimizacijos uždavinį. Tiriamojoje darbo dalyje įvertinami pasyviosios ir aktyviosios portfelio valdymo strategijos rezultatai. Darbo pabaigoje pasiūlyti efektyvūs būdai sprendžiant investicijų portfelio valdymo uždavinį.
One of the fundamental issues in financial practice and theory is an investment portfolio construction and management. In this master thesis are presented the main stages of investment process. Thesis aim is defined as construction and management of the portfolio, that consists of stocks, using optimization methods, fundamental and technical analysis. The author analyses different types of investors and portfolios, compares portfolio construction models and management strategies. This thesis includes describing of stock investment attractiveness evaluation within the Italian market of shares. Author solves the integer-valued optimization problem. In the empirical part it is evaluated passive and active portfolio management strategies. In the conclusion there are offered effective procedures that can help investor to solve the portfolio management problem.

APA, Harvard, Vancouver, ISO, and other styles

42

Nejedlý, David. "Ziskový potenciál mezinárodních akciových trhů s ohledem na rizika." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-192524.

Full text

Abstract:

This diploma thesis is engaging in investing on international stock markets and the main objective was to analyze the profit potential with consideration of possible risks. At first I have characterized international stock market and the theory of effective markets. In the second chapter I was focusing on methods that are used for stock valuations. The third chapter is comparing particular investment strategies that proved to be profitable in a long term. The secondary objective of my diploma thesis was recognition of investment risks, thus the fourth chapter is engaging in market and exchange rate risks. The fifth chapter is focusing on the hedging of exchange rate risk. I was applying obtained theoretical knowledge on a case study about BP company. All the results of the analysis were included in the final investment recommendation. The thoughts of the investment recommendation were then generalized into common investment principles.

APA, Harvard, Vancouver, ISO, and other styles

43

Heinzel, Lukáš. "Analýza faktorů ovlivňujících cenu akcií významných světových pojišťoven." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-197796.

Full text

Abstract:

The aim of this work is the analysis of factors, which influence price of insurance companies' stock. This work firstly contents definition of basic differences in the space, which insurance company does business in and regular manufacturing plant or sales company. Emphasis is put on controlling risks and regulation of insurance companies. The main part of work is fundamental analysis of 3 european insurance companies. The analysis of each macroeconomics quantity and the stock rate uses correlative coefficients. This work researchs, whether in case of relationship of progress of stock rates and quantities of economics holds regular conclusion, which are described in literature of economics or whether not. Whole fundamental analysis further complete sectoral analysis with development of main characteristics of european insurance market and companies' analysis, where are different proportion indicatiors compared.

APA, Harvard, Vancouver, ISO, and other styles

44

Svanedal, Ida. "Fundamental Characterization and Technical Aspects of a Chelating Surfactant." Doctoral thesis, Mittuniversitetet, Avdelningen för kemiteknik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-21405.

Full text

Abstract:

The purpose of this study was to investigate the fundamental characteristics of a chelating surfactant in terms of solution behaviour, chelation of divalent metal ions, and interaction in mixtures with different foaming agents and divalent metal ion, as well as examining its prospects in some practical applications. Chelating surfactants are functional molecules, with both surface active and chelating properties, which are water soluble and therefore suitable for chelation in many aqueous environments. The dual functionality offers the possibility to recover the chelating surfactant as well as the metals. The DTPA (diethylenetriaminepentaacetic acid)-based chelating surfactant 4-C12-DTPA (2-dodecyldiethylenetriaminepentaacetic acid) was synthesized at Mid Sweden University. In the absence of metal ions, all eight donor atoms in the headgroup of 4-C12-DTPA are titrating and the headgroup charge can be tuned from +3 to -5 by altering the pH. The solution properties, studied by surface tension measurements and NMR diffusometry, were consequently found strongly pH dependent. pH measurements of chelating surfactant solutions as a function of concentration was used to extract information regarding the interaction between surfactants in the aggregation process. Small differences in the conditional stability constants (log K) between coordination complexes of DTPA and 4-C12-DTPA, determined by competition measurements utilizing electrospray ionization mass spectrometry (ESI-MS), indicated that the hydrocarbon tail only affected the chelating ability of the headgroup to a limited extent. This was further confirmed in hydrogen peroxide bleaching of thermomechanical pulp (TMP) treated with 4-C12-DTPA. Interaction parameters for mixed systems of 4-C12-DTPA and different foaming agents were calculated following the approach of Rubingh’s regular solution theory. The mixtures were also examined with addition of divalent metal ions in equimolar ratio to the chelating surfactant. Strong correlation was found between the interaction parameter and the phase transfer efficiency of Ni2+ ions during flotations. Furthermore, a significant difference in log K between different metal complexes with 4-C12-DTPA enabled selective recovery of the metal ion with the highest log K. The findings in this study contribute to the understanding of the fundamental characteristics of chelating surfactants, which can be further utilized in practical applications.

APA, Harvard, Vancouver, ISO, and other styles

45

Bakshi, Nikhil. "Stock market prediction using online data fundamental and technical approaches /." Zürich : ETH, Eidgenössische Technische Hochschule Zürich, Institut fur Computational Science, 2008. http://e-collection.ethbib.ethz.ch/show?type=dipl&nr=392.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Vallone, Michael. "Parameter Estimation of Fundamental Technical Aircraft Information Applied to Aircraft Performance." DigitalCommons@CalPoly, 2010. https://digitalcommons.calpoly.edu/theses/382.

Full text

Abstract:

Inverse problems can be applied to aircraft in many areas. One of the disciplines within the aerospace industry with the most openly published data is in the area of aircraft performance. Many aircraft manufacturers publish performance claims, flight manuals and Standard Aircraft Characteristics (SAC) charts without any mention of the more fundamental technical information of the drag and engine data. With accurate tools, generalized aircraft models and a few curve-fitting techniques, it is possible to evaluate vehicle performance and estimate the drag, thrust and fuel consumption (TSFC) with some accuracy. This thesis is intended to research the use of aircraft performance information to deduce these aircraft--specific drag and engine models. The proposed method incorporates models for each performance metric, modeling options for drag, thrust and TSFC, and an inverse method to match the predicted performance to the actual performance. Each of the aircraft models is parametric in nature, allowing for individual parameters to be varied to determine the optimal result. The method discussed in this work shows both the benefits and pitfalls of using performance data to deduce engine and drag characteristics. The results of this method, applied to the McDonnell Douglas DC-10 and Northrop F-5, highlight many of these benefits and pitfalls, and show varied levels of success. A groundwork has been laid to show that this concept is viable, and extension of this work to additional aircraft is possible with recommendations on how to improve this technique.

APA, Harvard, Vancouver, ISO, and other styles

47

Maršová, Eliška. "Predikce hodnot v čase." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2016. http://www.nusl.cz/ntk/nusl-255333.

Full text

Abstract:

This work deals with the prediction of numerical series whose application is suitable for prediction of stock prices. They explain the procedures for analysis and works with price charts. Also explains the methods of machine learning. Knowledge is used to build a program that finds patterns in numerical series for estimation.

APA, Harvard, Vancouver, ISO, and other styles

48

Siqin, Liaw. "Technical analysis| An Asian perspective." Thesis, Singapore Management University (Singapore), 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=1548071.

Full text

Abstract:

Technical analysis, namely the moving average rule and the channel rule, is applied to the currency of an Asian managed floating exchange rate regime (USD/SGD) to see if opportunities for profitable trading exist. Instead of using only daily or monthly data, higher frequency time frames of 10, 15, 30 and 60 minutes are analyzed. Profitable strategies (if any) will be broken down and analyzed within smaller time frames to see if the profits are specifically in sample.

APA, Harvard, Vancouver, ISO, and other styles

49

Griffioen, Gerwin Alfred Wilhelm. "Technical analysis in financial markets." [Amsterdam : Amsterdam : Thela Thesis] ; Universiteit van Amsterdam [Host], 2003. http://dare.uva.nl/document/87469.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

Fiess, Norbert. "Technical analysis : an econometric approach." Thesis, University of Strathclyde, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248678.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!