A fully automated stock market trading simulation was carried out over seven weeks using technical indicators and scripted timing strategies. The effectiveness of the individual strategies, and of this approach to automated trading in general, was assessed. The results were overwhelmingly favorable.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Vasin, Ivan Dmitri
• Vasiliadis, Polihronis N.
• Owens, William R.

Subject

• Industry
• Computing

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-082808-115509

Keyword

• Stock exchanges
• Computer simulation
• Stocks

Advisor

• Tang, Dalin

Year

• 2008

Date created

• 2008-08-28

Location

• Worcester

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright