In this project I studied the Volatility Index (VIX) which is a good measure of how at ease people are regarding the stock market. I used the VIX and prices of other stocks and funds to see if there was a relationship between the two. After finding a relationship I determined a buy and sell window which in my mind would prove to be profitable no matter what you are trading. This method through the research and calculations seen in my project was proven to be a way to beat the market and trade profitably. The window I chose can be expanded or shrunk according to how risk adverse or risk loving the individual is. The window I chose would be for a risk-neutral person who neither likes or dislikes risk.

• 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

• Fyrer, Erik

Subject

• Industry

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042218-122843

Keyword

• Stock exchanges
• Stocks

Advisor

• Koutmos, Dimitrios

Year

• 2018

Date created

• 2018-04-22

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright