The purpose of this IQP is to scientifically develop either a profitable automated trading system or a profitable manual trading system. To accomplish this, members of the group researched fundamental concepts and theories about trading and how to develop trading systems. The members then began to implement techniques and tools to develop the trading systems. Next, team members scientifically developed their own systems that an ordinary citizen could follow. The team performed back testing and analyzed the systems through historical data to see the previous performance. Members allocated funds into each different system through discussion of the team acting as a hedge fund. The team used data tools to recover the performance of different trading systems to give thorough analysis.

• 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

• Lariviere, Camden James
• Kara, Attila Benjamin
• Finn, Patrick Christopher
• Tunde-Lukan, Olawole Hakeem

Subject

• Industry
• Computing

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-051715-212709

Keyword

• Stocks
• Stock exchanges

Advisor

• Radzicki, Michael J.
• Hakim, Hossein

Year

• 2015

Date created

• 2015-05-17

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright