Posouzení obchodních strategií na vysokofrekvenčním měnovém trhu

Abstract

The aim of this thesis is to consideration of trading strategies in high-frequency currency market. A trade and a simulation will be made on the base of currency pair EUR/USD. A lot of indicators will be used to fulfil this aim. A verification of an appropriate indicator and its applicability in the term of trading linked to the currency pair EUR/USD will be made by simulated random scenarios. This study is divided into five chapters. The first chapter is an introduction and the last chapter is a conclusion. The second chapter describes a theoretical part. The third chapter focuses on a simulation of random scenarios. Then the fourth chapter pays attention to an empirical application based on historical data and random simulated scenarios.