| | SLO | ENG | Cookies and privacy

Bigger font | Smaller font

Show document

Title:Valutni trg in implementacija avtomatiziranih strategij trgovanja
Authors:ID Žibek, Dominik (Author)
ID Bobek, Samo (Mentor) More about this mentor... New window
Files:.pdf UN_Zibek_Dominik_2020.pdf (2,35 MB)
MD5: AE1D0A90108683F92D7F3F3C8BFA418A
 
Language:Slovenian
Work type:Diploma project paper (mb13)
Typology:2.11 - Undergraduate Thesis
Organization:EPF - Faculty of Business and Economics
Abstract:Dandanes se vse več ljudi zanima za trgovanje na valutnem trgu oziroma z kratico FOREX (ang. Foreign Exchange Market), katera se uporablja po vsem svetu. Če se odločimo za trgovanje na valutnem trgu je bistvenega pomena, da se osredotočimo na eno strategijo in se je držimo. Brez točno določene strategije, je na daljši rok skoraj da ne mogoče ustvariti konstantne donose. Uspešno trgovanje je zapleten sistem procesov, za katerega porabljamo čas ter se soočamo z odzivi človeškega uma. Tukaj nastopi priložnost, da se osredotočimo na implementacijo avtomatiziranih strategij, katere nam ob pravi izbiri prihranijo čas ter zmanjšajo oziroma izničijo dejavnik človeških čustev. V diplomski nalogi smo predstavili valutni trg, opisali nekaj najpogostejših orodij. Predstavili najpogosteje uporabljene indikatorje. Na koncu pa prikazali rezultate testov izbranih strategij. Rezultati testov avtomatiziranih strategij so pokazali, da se z uporabo teh, v teoriji da doseči pozitivne donose. Vendar, ker smo za prikaz rezultatov uporabili metodo »backtesting« smo razložili, da bi bilo smiselno te strategije še dodatno testirati na realnih podatkih v realnem času. S tem bi pripomogli k manjšem tveganju, preden strategijo implementiramo na pravem trgovalnem računu. Pri testih kateri smo opravili mi, so bili rezultati pozitivni, vendar pa moramo upoštevati, da pri vsakem trgovanju pretekli donosi niso zagotovilo za donose oziroma rezultate v prihodnosti.
Keywords:Valutno trgovajne, forex, avtomatizirane strategije, orodja za trgovanje, tehnični indikatorji
Year of publishing:2020
Publisher:[D. Žibek]
Source:Maribor
UDC:336.74
COBISS.SI-ID:38294787 New window
NUK URN:URN:SI:UM:DK:GJQSL39U
Publication date in DKUM:19.11.2020
Views:336
Downloads:55
Metadata:XML RDF-CHPDL DC-XML DC-RDF
Categories:EPF
:
  
Average score:(0 votes)
Your score:Voting is allowed only for logged in users.
Share:AddThis
AddThis uses cookies that require your consent. Edit consent...

Hover the mouse pointer over a document title to show the abstract or click on the title to get all document metadata.

Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Licensing start date:16.08.2020

Secondary language

Language:English
Title:Forex market and implementation of automated trading strategies
Abstract:Nowadays more and more people are taking an interest in trading FOREX (Foreign Exchange Market. When deciding to trade on currency markets it is of key importance to focus on one strategy and stick to it. Without a clearly defined strategy it is almost impossible to create constant returns. Successful trading is a complicated system of processes that needs time and requires us to confront the responses of the human mind. Herein lies the opportunity for us to focus on implementing autonomous strategies, that when selected correctly save us time and reduce or negate the effects of human emotions. This thesis paper presents the currency market, describes some of the most frequently used tools and common indicators. At the end we demonstrate the results of the selected strategies. The results of the automated tests showed that in theory the use of these strategies results in a positive return. Since our results were gained by backtesting our strategies, we explain that the strategy should be further tested using real time data. This would lower risk, before the strategy is implemented on a real trading account. The tests we conducted yielded positive results, but it is necessary to consider that past performance is no guarantee of future results or yields.
Keywords:Currency trading, Forex, automated strategies, Tools for trading, Technical indicators


Comments

Leave comment

You must log in to leave a comment.

Comments (0)
0 - 0 / 0
 
There are no comments!

Back
Logos of partners University of Maribor University of Ljubljana University of Primorska University of Nova Gorica