Faculty Advisor

Tang, Dalin

Abstract

The goal of this IQP was to study the stock market as it exists in the present day and to become familiar with the different strategies presently used in the stock market while conducting a nine week simulation. The strategies chosen were Swing Trading, the Average True Range (ATR) method of Trend Following, and the Simple Moving Averages (SMA) method of trend following. At the end of the simulation, the results were compared and analyzed to determine the most profitable method as well as to compare and contrast the strengths and weaknesses of each method.

Publisher

Worcester Polytechnic Institute

Date Accepted

July 2011

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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