Radzicki, Michael J.
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.
Worcester Polytechnic Institute
Interactive Qualifying Project
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