Radzicki, Michael J.
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.
Worcester Polytechnic Institute
Interactive Qualifying Project
All authors have granted to WPI a nonexclusive royalty-free license to distribute copies of the work, subject to other agreements. Copyright is held by the author or authors, with all rights reserved, unless otherwise noted.