Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Abstract

The purpose of this project was to construct a system of trading systems that would demonstrate a successful long term return on investment across different market conditions. The team was given $300,000 to distribute amongst three scientifically developed systems on the TradeStation platform provided by our advisors. The strategies were designed to incorporate both technical and fundamental data as well as trade diverse markets. The resulting cultivation of systems involved the use of two automated trading strategies and one manual trading strategy that showed substantial profits in the long term.

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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