This document introduces the reader to the basics of macroeconomics, investing and trading. Focusing on trading, it explores Wright’s method to create a trading strategy to modify Bysshe’s 10 O’Clock Bulls which consists of intraday opening range trading that has been previously explored by others with positive results in trending markets. This project builds on the previous IQPs focusing on the 10 O’Clock Bulls by the creation of three trading strategies that add a myriad of entries, exits and the use of a scanner. Using Portfolio Maestro, the systems were optimized to find what combination of parameters for these was the most effective. The optimization resulted in doubtful parameters that proved to be not profitable in the time sample which consisted of a directionless market.

• 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

• Cinelli, Forrest Carter
• Linek, Klaudia
• Zummar Ghazaleh, Shady Jose
• Doncaster, Sean William

Subject

• Industry
• Computing

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-051116-184701

Keyword

• Stock exchanges
• Marketing

Advisor

• Radzicki, Michael J.

Year

• 2016

Date created

• 2016-05-11

Location

• Worcester

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

Last modified

• 2020-12-27