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V delu predstavimo algoritmično trgovanje. Gre za trgovanje, kjer je trgovalna strategija, ki je zaporedje pravil, ki določajo kaj, kdaj in koliko nekega sredstva kupimo oziroma prodamo, opisljiva z algoritmi.Predstavljeni so tudi avtomatski trgovalni sistemi, ki za avtomatizacijo potrebujejo algoritmično trgovanje. Navadno je algoritmično trgovalna strategija narejena na podlagi temeljne in tehnične analize, zato definiramo različne tehnične indikatorje s katerimi to naredimo. Poleg slednjih dveh pa lahko strategijo sestavimo tudi z metodami strojnega učenja s katerimi naredimo napovedni model. V ta namen definiramo nekaj glavnih metod in vse potrebne funkcije, da lahko uspešnost modela izračunamo. V nadaljevanju potem naredimo napovedni model za trgovanje s kriptovalutami. Podatke izboljšamo s tem, ko dodamo še tehnične indikatorje kot napovedne spremenljivke. Na teh podatkih potem naučimo modele, ki smo jih spoznali in jih med seboj primerjamo. In the thesis we introduce the concept of algorithmic trading, which is the type of trading that uses algorithms to execute trading strategies. Strategy is a set of rules that define what, when and how much of an asset we should trade. Furthermore, we give an overview of the automated trading system, which requires algorithmic trading for automation. Algorithmic strategy is usually built on the basis of fundamental and technical analysis, which is why we define several technical indicators, that are used in trading algorithms. Moreover it can be constructed with machine learning methods. We present several of them as well as all the necessary functions to evaluate prediction models. Then we follow up with the practical part, where we create our own trading strategy based on the machine learning methods we covered, using data enhanced with technical indicators. Finally we evaluate the models and present the results.

Na področju izdelave kabelske konfekcije IDC konektorskih sismtemov, proizvajalcem konfekcije zahteve za proces izdelave in končni izdelek predpisujejo proizvajalci konektorjev IDC. Predpisani so parametri, s katerimi mora biti končni izdelek skladen, da proizvajalci konektorjev garantirajo ustreznost. Problemi s katerimi se soočamo proizvajalci konfekcije je, da merilni postopki in oprema za preverjanje ustreznosti predpisanih zahtev niso enotno določeni. Obenem imajo proizvajalci konektorjev med seboj različne in tudi nasprotujoče si zahteve, kljub standardizaciji konektorskih sistemov RAST. Nekatere od zahtevanih parametrov v proizvodnji tudi ni mogoče preveriti in tako je pomemben predvsem podatek o morebitni povezavi med posameznimi definiranimi parametri. V pričujočem delu sem predstavil analizo zahtev proizvajalca konektorjev R2,5 IDC Stocko ter na podlagi rezultatov predlagal aktivnosti za optimizacijo proizvodnje kabelske konfekcije na področju IDC. V podjetju Cablex smo z upoštevanjem vseh zahtev interne predpise zelo podrobno definirali in postavili ostre kriterije zagotavljanja kakovosti. Ti pa zaradi obsežnosti in zahtevnosti izvedbe ne živijo v celoti. Ob hitri rasti podjetja in širitvijo proizvodne po svetu, se v podjetju soočamo z izzivom usposabljanja ter uvedbo enostavnih in objektivnih kontrolnih postopkov znotraj proizvodnega procesa, na stroškovno učinkovit način. Tako je poenostavitev postopkov zagotavljanja kakovosti nujna. Optimizacijo sem iskal v smeri možnosti ukinitve nepotrebnih metod in poenostavitve internih postopkov na podlagi boljšega razumevanja zahtev. Predlagane poenostavitve samega izvajanja bodo temeljile na podlagi analize rezultatov merjenja vertikalne globine, izvlečnih sil, slike prereza in meritev kontaktne odprtine. Kot vzorčne kombinacije sem si izbral tri različne kombinacije, ki so v podjetju najbolj pogosto uporabljene in sicer konektorje R2,5 Stocko s tremi vodniki različnih lastnosti. Da bi metode lahko bolje ovrednotil, sem izdelal in meril vzorce nazivnih vrednosti vertikalne globine in vzorce, ki so odstopali od zgornje in spodnje tolerančne meje. Za vsako interno zahtevo sem iskal predvsem kakovost informacije o ustreznosti spoja, oziroma samega izdelka. Posebej sem se osredotočil na interno zahtevo o velikosti izvlečne sile, ki jo proizvajalec Stocko ne zahteva, prepisana pa je s strani ostalih proizvajalcev konektorjev. Zanimale so me tudi povezave med zahtevami, saj bi na ta način lahko z ustreznostjo enega parametra potrdil tudi ustreznost drugega in iz tega razloga izmeril tudi padec napetosti in pregrevanje ter izpostavil vzorce postopku staranja. Na podlagi meritev ugotavljam, da meritev izvlečne sile nima povezave z ustreznostjo izdelka R2,5 Stocko IDC in je tako nepotrebna. Nasprotno pa se je metoda meritve vertikalne globine v kombinaciji z vizualno metodo izkazala za merodajno metodo, ki zadostuje za tekoče spremljanje ustreznosti izdelkov v proizvodnji. Vizualno je potrebno pregledati nepoškodovanost materiala pred kovanjem in po kovanju ter končno pozicijo vodnika, oziroma horizontalno globino. Tako so zahtevnejše meritve, ki so tudi periodično potrebne, ločene od redne proizvodnje ter s tem dajejo osnovo za poenostavitev postopkov in posledično internih predpisov. IDC connector producers set the requirements on wire insertion procedures and quality of the connector termination which must be observed by the cable harness producers. Only if all the specifications are met, the connector producers will guarantee the quality of the final product. However, no standard was set how to measure the quality of the wire insertion effectively during the production process nor what equipment to use for such measurement. Additionally, parameters requested by the connector producers may vary at least (or even contradict from one to another), despite they all need to comply with RAST standards. It is impossible to verify all the parameters set during the production process. Therefore, it is crucial for the cable harness producer to test and identify how the conformity with one requirement impacts the other parameters set. In this thesis I have analyzed the requirements of R2,5 IDC connector family set by Stocko connector producer on wire insertion, defined the activities in the production process and proposed the optimization procedures related to the quality control testing. In Cablex Group, we have defined very detailed and strict quality assurance procedure in order to meet the requirements set by the connector producers. However, due to significant production volumes, rapid expansion of the production abroad and the magnitude of the testing procedures, not all of them could be implemented in practice. As such, one of biggest challenges that we face now in production is related to the improvement of the control environment and implementation of such controls that are effective and cost efficient. I have investigated the possibility of simplification of the existing quality assurance procedures and identified quality controls that were unnecessary and did not bring additional value in ensuring the quality of the final product. The changes proposed to the current quality assurance procedures are based on the testing results related to vertical wiring insertion depth, pull-out forces, micro-graph section analysis and measurements of the gaps between contacts. All tests were performed on R2.5 Stocko connectors, for three different wiring insertions, which are most commonly used in our production. In order to validate the quality of the measuring methods used I have finalized a sample of connectors which were in and out of the tolerance levels specified (in terms of their vertical depth insertion) and measured how the performance of the connector joint was affected. I have particularly focused on the requirement related to pull-out forces, which are not predefined by Stocko, but most of the other connector producers. I was also interested in correlation among the requirements and whether the conformity of one parameter could lead to adherence of others. For this reason I exposed the samples also to deterioration and measured its impact on voltage and overheating. Based on the testing performed, there seem to be no connection between pull-out tests and product conformity. Therefore this method (by which a large number of finalized connectors are destroyed during testing) is unnecessary. Vertical wiring depth, on the other hand, proved to be the critical element that determines the quality of the terminated connector. Vertical wiring insertion depth measurement in connection with visual inspection of the materials used, including the wiring-end position (horizontal depth) present sufficient information to determine whether the quality standards were met in the production process. More detailed and complex measurements in the laboratory can be therefore separated from the production line testing and performed periodically on selected sample size basis.