Faculty Advisor

Bichuch, Maxim

Faculty Advisor

Koutmos, Dimitrios

Abstract

New advancements in technology have opened the door for unique ways to manage ones money. This project ultimately tests the functionality of trading futures contracts using an automatic trading strategy. The specific products traded were crude oil, S&P 500, and 10-year T-bills. The project then tested the effectiveness of these using risk measures and compared it to the standard holding of the S&P 500.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2015

Major

Management

Major

Mathematical Sciences

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Advisor Department

Business

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