Využití statistického usuzování v technické analýze
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Trachtulec, Tomáš
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
The topic of this thesis is application of statistical inference in technical analysis. The theoretical part deals with description and statistical inference of the analysis. The practical part is dedicated to statistical testing with use of three input time series, namely index FTSE 100, oil and currency pair CZK/EUR. The aim of this diploma thesis is statistical testing of cumulative returns gained from optimization of binary trading system which is based on one variable treshold.
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Import 22/07/2015
Subject(s)
technical analysis, binary trading system, moving averages, permutation tests without replacement, statistical inference