Zhodnocení vybraných investičních strategií na devizovém trhu

Abstract

The aim of the thesis is to evaluate selected investment strategies in the foreign exchange market. Investment strategies are rated according to several criteria, the most important criterion is net profit. Thesis consists of five parts. The first chapter is an introduction which is a brief overview of the problem solved. The second chapter is oriented to technical analysis. The tools and methods that are used in the application section for creating investment strategies are described. Also, evaluation criteria are defined. The third chapter is characterized by the foreign exchange market. Through a description of the history, major players and trading tools of the foreign exchange market. Also, the basic concepts and principles of Money Management are explained. The fourth chapter focuses on creating investment strategies and their subsequent testing over historical periods. These periods are differ in market volatility. At the end, the strategies are mutually compared and the results achieved are summarized.