Faculty Advisor

Radzicki, Michael J.

Abstract

The goal of this Interactive Qualifying Project (IQP) is to test whether a diverse system of automatic trading strategies can be profitable, ie., have a higher return than market indexes after costs. The second objective is to understand how a system of systems can improve return rates compared to a single system. In order to do this each member of the team has developed their own trading strategy for a specific market (Stocks and Forex). Each set of strategies will have rules for entry, exit and position sizing according to its unique trading patterns.

Publisher

Worcester Polytechnic Institute

Date Accepted

March 2019

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

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