Title Investavimo strategijų parinkimo Forex rinkoje pagrindimas ir vertinimas /
Translation of Title Justification and evaluation of selecting investment strategies in the Forex market.
Authors Baltėnas, Mindaugas
Full Text Download
Pages 71
Keywords [eng] Forex market ; global money market ; investment strategies
Abstract [eng] This master’s work is analysing: practical applications of fundamental and technical analysis in Forex market. The main goal of the work is to investigate investment strategies within the Forex market, based on fundamental and technical analysis, justification evaluation them on. Tested strategies ,,multi time periods’’, ,,20 – MacD’’, ,,trade during the news’’ during 2009 – 2013 year. The results are compared with the S&P 500 and Euro stoxx50 a return calculated using buy and hold strategy during 2009 – 2013 year. The calculation returns received each year. It was found that the use of ,,multi time period’’, ,,20 – MacD’’, trade during the news’’ investment strategies produced higher returns that investing in the S&P 500 and Euro stoxx50 indices using the buy and hold strategy. To get the maximum profit, strategies based on technical analysis have been optimized by reducing the loss limit. The return of optimized strategies compared with unmodified strategies.
Type Master thesis
Language Lithuanian
Publication date 2014