Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Faculty Advisor

Somasse, Gbetonmasse Blaise

Abstract

The purpose of this Interactive Qualifying Project is to develop a system of trading and investing strategies for the equity market that outperforms the major market indices. The strategies were developed individually, but each strategy was developed to perform in a specific set of market conditions to ensure that the strategies were not repetitive. Although not all individual strategies outperformed the market on a consistent basis, when combined to create a system of strategies, our group was able to develop a system of systems that regularly outperformed major market indices.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2018

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

ECE

Advisor Department

Social Science and Policy Studies

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