Faculty Advisor

Tang, Dalin

Abstract

This IQP focused on developing a trend trading strategy for stock market investment. The strategy is called Indicator Trend Trading Strategy (ITTS). The goal of ITTS is to provide a simple method for individual investors to identify trend reversals in trend trading, minimizing risks while optimizing profits. ITTS used three stock indicators MACD, CCI and RSI to develop its trading strategies. A ten-week trading simulation was conducted using ITTS in trend trading. The results of the simulation were analyzed and used to verify the efficiency of ITTS.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2018

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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