The goal of this Interactive Qualifying Project (IQP) is to test whether a diverse system of automatic trading strategies can be profitable, ie., have a higher return than market indexes after costs. The second objective is to understand how a system of systems can improve return rates compared to a single system. In order to do this each member of the team has developed their own trading strategy for a specific market (Stocks and Forex). Each set of strategies will have rules for entry, exit and position sizing according to its unique trading patterns.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Gonsalves, Manuel
• Maier, Adam
• Richardson, Dylan

Subject

• Industry

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-030819-093409

关键词

• Stocks
• Stock exchanges

Advisor

• Radzicki, Michael J.

Year

• 2019

Date created

• 2019-03-08

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright