Radzicki, Michael J
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.
Worcester Polytechnic Institute
Major Qualifying Project
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Social Science and Policy Studies