Faculty Advisor

Hakim, Hossein

Faculty Advisor

Radzicki, Michael J.

Abstract

This document introduces the reader to the basics of macroeconomics, investing and trading. Focusing on trading, it explores Wright’s method to create a trading strategy to modify Bysshe’s 10 O’Clock Bulls which consists of intraday opening range trading that has been previously explored by others with positive results in trending markets. This project builds on the previous IQPs focusing on the 10 O’Clock Bulls by the creation of three trading strategies that add a myriad of entries, exits and the use of a scanner. Using Portfolio Maestro, the systems were optimized to find what combination of parameters for these was the most effective. The optimization resulted in doubtful parameters that proved to be not profitable in the time sample which consisted of a directionless market.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2016

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

ECE

Advisor Department

Social Science and Policy Studies

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