Thesis Details

Fundamentální analýza pro automatické obchodní systémy

Bachelor's Thesis Student: Miček Marek Academic Year: 2021/2022 Supervisor: Rozman Jaroslav, Ing., Ph.D.
English title
Fundamental Analysis for Automatic Trading Systems

This thesis deals with the creation of automatic trading systems which are able to predict market trends for stocks selected in advance. Proper trading strategy of this system is mainly created from the elements of fundamental analysis, such as annual returns of company, it's gains, level of shareholder's equity or total debt. All the stocks are classified by these fundaments, where result of this classification determines whether to buy or sell the stock. For the purpose of this thesis, 5 autamatic trading systems were created in order to compare different approaches to the stock evaluation, managment or diversification of business portfolio. Created systems were properly tested on historical data and, in order to determine their level of complexity, tests were executed in both periods of economic recession and expansion too. All the created systems reported great returns and most of them have potential to generate long-term gains. On the basis of received results, it is possible to make conclusion that fundamental analysis has a high value in the field of automatic trading systems, and it increases the chances of generating a profit.


Automatic trading systems, stock exchange, stocks, fundamental analysis, long-term investment, decision trees, XGBoost algorithm

Degree Programme
defended, grade B
15 June 2022
Zbořil František, doc. Ing., Ph.D. (DITS FIT BUT), předseda
Bařina David, Ing., Ph.D. (DCGM FIT BUT), člen
Hynek Jiří, Ing., Ph.D. (DIFS FIT BUT), člen
Kekely Lukáš, Ing., Ph.D. (DCSY FIT BUT), člen
MIČEK, Marek. Fundamentální analýza pro automatické obchodní systémy. Brno, 2022. Bachelor's Thesis. Brno University of Technology, Faculty of Information Technology. 2022-06-15. Supervised by Rozman Jaroslav. Available from:
    author = "Marek Mi\v{c}ek",
    type = "Bachelor's thesis",
    title = "Fundament\'{a}ln\'{i} anal\'{y}za pro automatick\'{e} obchodn\'{i} syst\'{e}my",
    school = "Brno University of Technology, Faculty of Information Technology",
    year = 2022,
    location = "Brno, CZ",
    language = "czech",
    url = ""
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