Faculty Advisor

Radzicki, Michael J.

Faculty Advisor

Somasse, Gbetonmasse Blaise

Abstract

The purpose of this Interactive Qualifying Project is to develop a system of trading and investing strategies for the equity market that outperforms the major market indices. The strategies were developed individually, but each strategy was developed to perform in a specific set of market conditions to ensure that the strategies were not repetitive. Although not all individual strategies outperformed the market on a consistent basis, when combined to create a system of strategies, our group was able to develop a system of systems that regularly outperformed major market indices. The system of systems generated returns of 8.48% over a two-month period with real time trades while SPY, an ETF that tracks the S&P 500, returned just 0.3% over the same two month time period.

Publisher

Worcester Polytechnic Institute

Date Accepted

May 2018

Major

Economic Science

Project Type

Major Qualifying Project

Accessibility

Unrestricted

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