Porovnání breakout strategie na indexech S&P 500 a DAX

Abstract

This bachelor thesis focuses on comparisson of trading results of breakout strategy on DAX and S&P 500 stock indices. The goal of this thesis is to determine which of these two indices is more suitable for trading given strategy. The comparisson was done by using the profit generated by stock indices and overall results. After the trading was finished it resulted the breakout strategy was more succesfull on dax stock index with generated profit of 10474 CZK. Subsequently, the possible adjustments to the given strategy are suggested. Overall, it was found the breakout strategy might be more suitable for stock markets with higher volatility.