Faculty Advisor

Ludwig, Reinhold

Faculty Advisor

Somasse, Gbetonmasse Blaise

Abstract

In a rapidly evolving world of market dynamics, it has become increasingly difficult to consistently gain an investment edge. The goal of this IQP is to develop an automated trading system in the Metatrader platform. The project includes three individually developed algorithmic trading systems and one combined system that merges the three individually developed systems. Each system is optimized over a number of recent years in order to maximize the return on investment. The approach allows the combined system to be a broad consolidation of the individual system performances.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2019

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

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