Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Abstract

The purpose of this IQP project is to scientifically develop profitable systems and indicators for trading in the markets. The project consists of nine individually developed strategies, which were quantitatively analyzed for profitability and then combined into a system of systems. Each individual system or indicator was given defined rules and then allocated simulated money to trade. Two types of systems were mainly developed, predictive and confirmative, leading to a system of systems that incorporated a predictive layer and a confirmative layer in the decision to take positions.

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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