prikaz prve stranice dokumenta Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja
  Download
PDF 11.34 MB
undergraduate thesis
Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja
Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2024. urn:nbn:hr:126:957691
Podunavac, Stevan
Josip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics

Cite this document

Podunavac, S. (2024). Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja (Undergraduate thesis). Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:957691

Podunavac, Stevan. "Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja." Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2024. https://urn.nsk.hr/urn:nbn:hr:126:957691

Podunavac, Stevan. "Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja." Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2024. https://urn.nsk.hr/urn:nbn:hr:126:957691

Podunavac, S. (2024). 'Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja', Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, accessed 19 October 2024, https://urn.nsk.hr/urn:nbn:hr:126:957691

Podunavac S. Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja [Undergraduate thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics; 2024 [cited 2024 October 19] Available at: https://urn.nsk.hr/urn:nbn:hr:126:957691

S. Podunavac, "Automatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja", Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, Osijek, 2024. Available at: https://urn.nsk.hr/urn:nbn:hr:126:957691

Please login to the repository to save this object to your list.
Metadata
TitleAutomatizacija korištenja opcija u strategijama trgovanja - Naked Call strategija trgovanja
Title (english)Automatization of Option Trading Strategies - Naked Call Strategy
AuthorStevan Podunavac
MentorNenad Šuvak (mentor)
GranterJosip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics
Osijek
Defense date and country2024-09-30, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Financial and Business Mathematics
Abstract
Ovaj završni rad bavi se razvojem sustava za automatsku implementaciju Naked Call strategije trgovanja opcijama, s ciljem optimizacije portfelja investitora u dinamičnim uvjetima financijskog tržišta. Naked Call strategija uključuje prodaju call opcije bez pokrića, što nosi potencijal za ostvarivanje dobiti kroz premiju opcije, ali i značajan rizik zbog mogućih neograničenih gubitaka ako cijena osnovne dionice poraste iznad izvršne cijene. U radu su detaljno objašnjeni ključni koncepti vezani uz opcije, s posebnim naglaskom na Naked Call strategiju, njene prednosti, nedostatke i primjenu u stvarnim tržišnim uvjetima. Razvijeni sustav koristi podatke o cijenama dionica u stvarnom vremenu, prikupljene s Yahoo Finance portala, te analizira tržišne signale i indikatore kako bi automatski identificirao prilike za primjenu Naked Call strategije. Sustav je dizajniran da autonomno reagira na promjene na tržištu, izvršava transakcije u skladu s unaprijed definiranim pravilima, i kontinuirano prati performanse portfelja. Kroz analizu povijesnih podataka (backtesting) i simulacije, procijenjena je učinkovitost strategije u različitim tržišnim scenarijima, čime se pruža uvid u potencijalne rizike i koristi. Zaključak rada ističe da, iako Naked Call strategija može pružiti značajan prihod kroz opcijske premije, njena primjena zahtijeva pažljivo upravljanje rizikom i stalno praćenje tržišnih uvjeta. Razvijeni sustav pruža investitorima moćan alat za automatizirano trgovanje opcijama, uz mogućnost prilagodbe strategije u skladu s promjenama na tržištu, čime se doprinosi optimizaciji njihovih portfelja.
Abstract (english)
This thesis focuses on the development of a system for the automated implementation of the Naked Call option trading strategy, aimed at optimizing investor portfolios in dynamic financial market conditions. The Naked Call strategy involves selling a call option without coverage, which offers the potential for profit through the option premium, but also carries significant risk due to the possibility of unlimited losses if the underlying stock price rises above the strike price. The thesis provides a detailed explanation of key concepts related to options, with a special emphasis on the Naked Call strategy, its advantages, disadvantages, and real-world application. The developed system utilizes real-time stock price data retrieved from Yahoo Finance and analyzes market signals and indicators to automatically identify opportunities for applying the Naked Call strategy.The system is designed to autonomously respond to market changes, execute trades according to predefined rules, and continuously monitor portfolio performance. Through backtesting and simulations, the effectiveness of the strategy under different market scenarios is evaluated, providing insight into potential risks and benefits.The conclusion highlights that while the Naked Call strategy can generate significant income through option premiums, its application requires careful risk management and constant monitoring of market conditions. The developed system offers investors a powerful tool for automated option trading, with the ability to adapt the strategy according to market changes, thus contributing to the optimization of their portfolios.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:957691
Study programmeTitle: Bachelor of Mathematics and Computer Science
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike i računarstva (sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike i računarstva)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
RepositoryRepository of School of Applied Mathematics and Computer Science
Created on2024-10-15 10:19:35