Faculty Advisor

Tang, Dalin

Abstract

This Interactive Qualifying Project is a stock market simulation exploring the reliability of three stock trading strategies: buy and hold, day trading, and trend following. Each strategy was tested in a separate simulation, each using the same budget and executed simultaneously over a seven week period. Ten companies were selected for use in all three simulations and general corporate histories were reviewed. The goal of the project was to produce a final super-system containing percentages of the three basic strategies. The conclusions reached were based on careful analysis of the results. As expected, the final super-system contains primarily buy and hold, followed by trend following, and day trading takes the lowest priority. Overall, this project was successful and informative.

Publisher

Worcester Polytechnic Institute

Date Accepted

August 2013

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Share

COinS