Komparace vybraných komoditních derivátů a přístupů obchodování

Abstract

The topic of this diploma thesis is trading and comparison of selected commodity derivates, strategies and trading approaches. The theoretical part defines the key words for the industry and characteristics on which the practical part is based. The practical part works with selected commodities; these include: corn, wheat, WTI oil, natural gas and silver. These commodities using intra-commodity spreads, are compared according to different trading approaches which are based on seasonality, historical development, and technical analysis. These approaches are compared with each other and observed over a five year period. The most successful strategy is selected for each commodity based on their profitability. Selected most successful strategies are optimized by money management and are real traded.