Student Work
Trading System Development
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open in viewerThe goal of this Interactive Qualifying Project (IQP) is to test whether a diverse system of automatic trading strategies can be profitable, ie., have a higher return than market indexes after costs. The second objective is to understand how a system of systems can improve return rates compared to a single system. In order to do this each member of the team has developed their own trading strategy for a specific market (Stocks and Forex). Each set of strategies will have rules for entry, exit and position sizing according to its unique trading patterns.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Subject
- Publisher
- Identifier
- E-project-030819-093409
- Mot-clé
- Advisor
- Year
- 2019
- Date created
- 2019-03-08
- Resource type
- Rights statement
Relations
- Dans Collection:
Contenu
Articles
La vignette | Titre | Visibilité | Embargo Release Date | actes |
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Final_Report.pdf | Public | Télécharger |
Permanent link to this page: https://digital.wpi.edu/show/2227mq209