Faculty Advisor

Tang, Dalin

Abstract

Using Interactive Brokers as a simulation trading platform and Yahoo! Finance, among other current financial news sources, the project team conducted four individual seven-week stock market simulations using four different trading strategies: buy-and-hold, shorting the market, leveraged ETFs and options straddle prior to earnings announcement. The simulations were analyzed weekly and at the final conclusions. The four simulations were compared to learn the effectiveness and applicability of the strategies.

Publisher

Worcester Polytechnic Institute

Date Accepted

December 2011

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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