Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Abstract

The purpose of this IQP is to design and implement an automated system for trading stocks. The project contains two separate trading strategies. One is the 10 O'clock Bulls Strategy and the other one is the Turtle Style Trading Strategy. Each individual strategy is implemented by different trading rules and is optimized during back testing. Finally, the two strategies are combined into a system of systems. By analyzing the system of systems, a recommendation of allocating 60% of capital on the 10 O'clock Bulls Strategy is given. That being said, 40% of capital is recommended to be allocated on the Turtle Style Trading Strategy.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2016

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

ECE

Advisor Department

Social Science and Policy Studies

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