Optimization of Trading Strategies on Stock Market

Key words: stock market, trading strategies, optimization. The subject of the study when writing the work was the process of optimizing trading strategies, based on testing. The subject of the study of the work were the parameters of exchange trade used in trade strategies. The thesis includes an introduction, three chapters, three conclusions on the written chapters, the final conclusion. The introduction reveals the relevance of research in the chosen area, the problem, the purpose and objectives of the research are identified, the object is determined, the methodological base of the research, its theoretical, practical significance is indicated. The following tasks are indicated: 1) Retrieval of data about past trades 2) Choice of method and strategy of exchange trade. 3) Development of methods for exchange trade 4) Selection of shares for testing on the results of past trades. 5) Analysis of factors affecting the effectiveness of trade strategies. In the first chapter, a theoretical justification for the problem of optimizing the parameters of trade strategies is proposed, and the basic concepts of trading in the stock market are disclosed. In chapter two, we develop a methodology for testing trading strategies and provide snippets of code used for testing. The third chapter selects shares for testing and tests the trading strategy at different time intervals, with changes in strategy parameters. The conclusion is devoted to the main conclusions and proposals for the use of specific stocks when using the strategy of crossing fast and slow moving averages.