The purpose of this Interactive Qualifying Project (IQP) was to explore the development of a system of trading systems in combination with machine learning techniques. This project covers the entire development process from the base strategies that compose the individual trading systems to the grouping of those strategies into a system of trading systems. - Among the most notable of the report’s findings are that it is possible for retail traders to develop strategies with positive returns. The report also proves that it is possible to develop and implement an artificial intelligence-driven system of trading systems which is predictive with several algorithms. Neural networks in particular are useful for the detection of market patterns in trading systems.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Fernandez, Alan
• Esquivel, Roberto
• Kaldawy, Remy
• Kang, Zoraver

Subject

• Computing
• Industry

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-012419-233052

Keyword

• Stocks
• Artificial intelligence

Advisor

• Ludwig, Reinhold
• Hakim, Hossein
• Radzicki, Michael J.

Year

• 2019

Date created

• 2019-01-24

Location

• Worcester

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

Last modified

• 2020-10-28