Faculty Advisor

Tang, Dalin

Abstract

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.

Publisher

Worcester Polytechnic Institute

Date Accepted

August 2008

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Share

COinS