Faculty Advisor

Radzicki, Michael J

Abstract

This MQP combines fundamental and technical analysis by adding value to the CAN SLIM investment methodology through the concept of complete trading strategies. We utilize the TradeStation trading platform to evaluate five set-ups - Donchian channel 20-day and 55-day, Keltner channel, Bollinger bands, moving average crossover and volume breakouts -- by back-testing 559 CAN SLIM stocks for 2007. For comparison purposes we employ system quality calculations and Monte Carlo analysis to assess the performance of each set-up.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2008

Major

Management

Major

Economic Science

Major

Industrial Engineering

Major

Economics

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Social Science and Policy Studies

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