Faculty Advisor

Radzicki, Michael J.

Abstract

The purpose of this IQP is to suggest improvements to Limited Investors' investing srategies by analyzing their past trading records and methods. We utilize SPSS statistical software to evaluate the portfolio correlations under different strategies and markets. We use the Tradestation trading platform to evaluate the stock performance, and to apply optimized parameters within two strategies on each of the selected stocks to compare and contrast each stock's performance relative to a simple 'Buy and Hold' strategy and compare how our system could do with a sample of trades Limited Investors has done from 2001 to 2011. After all these analysis and testing, we come up with a list of suggestions that could be employed by Limited Investors to improve their trading performance.

Publisher

Worcester Polytechnic Institute

Date Accepted

June 2011

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Social Science and Policy Studies

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