Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Abstract

The goal of this project is to gain experience with trading the stock market by experimenting with automated trading systems. The project consisted of three trading systems that operated on different time frames and rules. After each system was established, it was combined with the others into a system of systems to which simulated money was allocated based on the quality of each individual system. This paper will describe and analyze each system individually and as a system of systems.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2014

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

ECE

Advisor Department

Social Science and Policy Studies

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