Aplikace obchodního systému na americké akciové indexy

Abstract

This thesis deals with a creation of options strategy and its testing based on historical data of a selected market. After successful testing of the strategy on historical data, the system is applied to the real market. First are defined the theoretical data that are essential for creation and testing of the options trade strategy then the procedure of creating business strategy and a clear definition of their rules that testing follows. The thesis contains number of graphs and pictures, which show the progress of given strategy real trading. A CD is attached to this thesis. It stores specific information about individual transactions, that were gained from the ThinkorSwim program.