Valutni trg in implementacija avtomatiziranih strategij trgovanja

delo diplomskega projekta

Dominik Žibek (Author), Samo Bobek (Mentor)

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

finančni trg;valutno tveganje;trgovanje;strategije;orodja;kazalniki;

Data

Language:	Slovenian
Year of publishing:	2020
Typology:	2.11 - Undergraduate Thesis
Organization:	UM EPF - Faculty of Economics and Business
Publisher:	[D. Žibek]
UDC:	336.74:004
COBISS:	38294787
Views:	377
Downloads:	63
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Forex market and implementation of automated trading strategies
Secondary 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.
Secondary keywords:	Currency trading;Forex;automated strategies;Tools for trading;Technical indicators;
Type (COBISS):	Diploma project paper
Thesis comment:	Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages:	II, 30 str.
ID:	11957079