Faculty Advisor

Radzicki, Michael J.


The purpose of this IQP is to suggest improvements to Limited Investors' investing strategies by analyzing their past trading records and methods.We utilize SPSS statistical software to evaluate the portfolio correlations under different strategies and markets.Through We use the Tradestation trading platform we evaluate the stock performance,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.


Worcester Polytechnic Institute

Date Accepted

June 2011

Project Type

Interactive Qualifying Project



Advisor Department

Social Science and Policy Studies