Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Abstract

The purpose of this IQP was to scientifically develop a stock trading system in an attempt to beat the market, generate alpha. During this process, group members researched the fundamental concept and theories about step-by-step processes related to how to develop a trading system. Team members then determined which process was to be taken to identify just what system they wanted to create. The system was then back-tested to determine its effectiveness and profitability.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2014

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

ECE

Advisor Department

Social Science and Policy Studies

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