Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Abstract

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.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2015

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

ECE

Advisor Department

Social Science and Policy Studies

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