{"id":2726,"date":"2019-01-09T16:37:53","date_gmt":"2019-01-09T15:37:53","guid":{"rendered":"https:\/\/www.krize-cr.cz\/test\/?p=2726"},"modified":"2019-02-12T13:19:09","modified_gmt":"2019-02-12T12:19:09","slug":"outlook-2019","status":"publish","type":"post","link":"https:\/\/www.krize-cr.cz\/test\/outlook-2019\/","title":{"rendered":"[:cs]V\u00fdhled pro rok 2019[:en]Outlook 2019[:]"},"content":{"rendered":"

[:cs]Na za\u010d\u00e1tku nov\u00e9ho roku si n\u00e1\u0161 t\u00fdm sestavil v\u00fdhled v\u00fdzkumn\u00fdch aktivit pro rok 2019 a prost\u0159ednictv\u00edm tohoto postu bychom V\u00e1s r\u00e1di sezn\u00e1mili s\u00a0nejv\u00fdznamn\u011bj\u0161\u00edmi miln\u00edky tohoto roku<\/strong>. Za\u010d\u00e1tek nov\u00e9ho roku pat\u0159\u00ed dokon\u010dov\u00e1n\u00ed prac\u00ed na implementaci obchodn\u00edho p\u0159\u00edstupu Relative Value. Jak dopadly implementa\u010dn\u00ed v\u00fdsledky V\u00e1s budeme informovat v\u00a0n\u011bkter\u00e9m z\u00a0n\u00e1sleduj\u00edc\u00edch post\u016f. Po dokon\u010den\u00ed tohoto \u00fakolu si v\u00fdzkumn\u00fd t\u00fdm ud\u011bl\u00e1 kr\u00e1tkou odbo\u010dku na pole trh\u016f se zlatem. V\u00fdsledkem t\u00e9to 14 \u2013 ti denn\u00ed zast\u00e1vky by m\u011bl b\u00fdt profitabiln\u00ed obchodn\u00ed syst\u00e9m vyu\u017e\u00edvaj\u00edc\u00ed momentum cenov\u00e9ho pohybu futures kontrakt\u016f.<\/span><\/p>\n

Po tomto intermezzu se t\u00fdm pono\u0159\u00ed do nov\u00e9 kapitoly optimalizace portfolia a tvorb\u011b metastrategi\u00ed. Optimalizace portfolia ruled-based strategi\u00ed je pro t\u00fdm velkou v\u00fdzvou jak z\u00a0technologick\u00e9ho tak z\u00a0obchodn\u00edho hlediska. Budeme muset slou\u010dit alfu-generuj\u00edc\u00ed pravidla s\u00a0o \u00farove\u0148 vy\u0161\u0161\u00ed problematikou optimalizace (maximalizace zisku vs. minimalizace rizika, respekt k\u00a0investi\u010dn\u00edmu horizontu vs. dostupnost dat a technick\u00e1 proveditelnost exekuce apod.). Sou\u010dasn\u011b s\u00a0otev\u0159en\u00edm t\u00e9to kapitoly bude pokra\u010dovat tvorba n\u00e1stroj\u016f pro jednotliv\u00e9 obchodn\u00ed p\u0159\u00edstupy, kter\u00e9 vyu\u017e\u00edvaj\u00ed hedgeov\u00e9 a pod\u00edlov\u00e9 fondy (Fixed Income, Global Macro, Long\/Short). <\/span><\/p>\n

Krom\u011b t\u011bchto \u00fakol\u016f \u010dekaj\u00ed t\u00fdm i dal\u0161\u00ed aktivity \u2013 na za\u010d\u00e1tku dubna se budou n\u011bkte\u0159\u00ed \u010dlenov\u00e9 \u00fa\u010dastnit konference Asset Management 4.0 po\u0159\u00e1danou Asociac\u00ed pro komunika\u010dn\u00ed n\u00e1stroje a internet v\u011bc\u00ed. V\u00a0r\u00e1mci konference se budou \u010dlenov\u00e9 t\u00fdmu postupn\u011b vyjad\u0159ovat k\u00a0t\u00e9mat\u016fm automatizace rozhodovac\u00edch a reportovac\u00edch proces\u016f, tvorb\u011b matematicko-statistick\u00fdch model\u016f, optimalizace a \u0159\u00edzen\u00ed rizika. <\/span><\/p>\n

Dal\u0161\u00ed novinkou, kter\u00e1 n\u00e1s tento rok \u010dek\u00e1 je na\u0161e p\u0159edsevzet\u00ed d\u00e1t V\u00e1m zpr\u00e1vu o na\u0161i \u010dinnosti ka\u017ed\u00fd t\u00fdden prost\u0159ednictv\u00edm alespo\u0148 jednoho postu. V\u00a0r\u00e1mci na\u0161ich post\u016f bychom V\u00e1s tak\u00e9 r\u00e1di informovali o v\u00fdsledc\u00edch na\u0161\u00ed \u010dinnosti, a to v\u010detn\u011b v\u00fdsledk\u016f implementace obchodn\u00edch p\u0159\u00edstup\u016f. Budeme se t\u011b\u0161it na pravideln\u00e1 setk\u00e1v\u00e1n\u00ed a p\u0159ejeme v\u0161e nejlep\u0161\u00ed do nov\u00e9ho roku.<\/span><\/p>\n

Michal Dufek<\/a>[:en]At the beginning of the new year our team has compiled a list of research activities for 2019 and through this post, we would like to introduce you to the most important milestones<\/strong>. The implementation of the Relative Value trading approach will conclude at the beginning of the new year. We will inform you about the results. After completing the task, the research team will take a short turn onto the field of gold markets. The result of this 14-day sprint should be a profitable trading system using price momentum of futures contracts.<\/p>\n

After this sprint, the team will dip into a portfolio optimization process and metastrategy development. Optimization of the rule-based strategy portfolio is a major challenge for the team from technological and commercial point of view. We will have to merge alpha-generating rules with one-level-higher optimization issues (maximizing profit vs. risk minimization, with respect of the investment horizon vs. availability of data and technical feasibility of execution etc.). At the same time as the chapter is opened, the development of instruments for individual business approaches used by hedge funds and mutual funds will continue (Fixed Income, Global Macro, Long\/Short).<\/p>\n

In addition to these tasks, the team awaits other activities \u2013 at the beginning of April some members will participate in the Asset Management 4.0 conference organized by the Association for Communication Tools and the Internet of Things. As a part of the conference, team members will gradually comment on the themes of automation of decision-making and reporting processes, creation of mathematical-statistical models, optimization and risk management.<\/p>\n

Another news that awaits us this year is our resolution to give you a report of our activities every week at least in one post. We will also inform you about how our business approaches are being conducted in real terms.<\/p>\n

We will look forward to regular meetings and wish you all the best for the new year.<\/p>\n

Michal Dufek<\/a>[:]<\/p>\n","protected":false},"excerpt":{"rendered":"

[:cs]Prost\u0159ednictv\u00edm tohoto postu bychom V\u00e1s r\u00e1di sezn\u00e1mili s\u00a0nejv\u00fdznamn\u011bj\u0161\u00edmi miln\u00edky tohoto roku.[:en]Through this post, we would like to introduce you to the most important milestones. [:]<\/p>\n","protected":false},"author":4,"featured_media":2727,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":[],"categories":[104,51,106,70],"tags":[91],"_links":{"self":[{"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/posts\/2726"}],"collection":[{"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/comments?post=2726"}],"version-history":[{"count":3,"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/posts\/2726\/revisions"}],"predecessor-version":[{"id":3071,"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/posts\/2726\/revisions\/3071"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/media\/2727"}],"wp:attachment":[{"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/media?parent=2726"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/categories?post=2726"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.krize-cr.cz\/test\/wp-json\/wp\/v2\/tags?post=2726"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}