Časové řady, cyklické chování a technická analýza pro automatizované obchodování

Abstract

This thesis deals with the analysis of time series and the use of their results for automated cryptocurrency trading. The thesis describes time series theory including methods and tools for time series analysis. The thesis includes an introduction to the world of cryptocurrencies and the principles of exchange trading. The practical part deals with the infrastructure for working with data for automated trading, which is followed by time series analysis, which provides a price prediction to the system. The system for automatic trading was implemented as part of a team project. The Python programming language was used to implement the analysis.