| Abstract [eng] |
The theme of the final master‘s degree paper is: „ Information system for testing technical anglysis indicators in financial markets “. The main objective of this work was to create historical stock data maintenance system that could allow users to use it in back testing portfolios. Work consists of four major parts: theoretical, analysis, experimental and technical. In theoretical part we introduce stock markets and how technical analysis indicators are used. Technical analysis indicators are analyzed in analysis part. Also software that is already available on the market is discussed. In experimental part we analyze three chosen indicators and try to use them in portfolio back-testing on system that is being created. The results are discussed and some interesting conclusions are made. The last fourth part describes the information system that was created, technical specifications and such. The work consists of 73 pages. 30 sources of literature were used. To visualize work and analysis results, 38 pictures are included with 14 tables. |
