The goal of this project is to gain experience with trading the stock market by experimenting with automated trading systems. The project consisted of three trading systems that operated on different time frames and rules. After each system was established, it was combined with the others into a system of systems to which simulated money was allocated based on the quality of each individual system. This paper will describe and analyze each system individually and as a system of systems.

• 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

• Marcotte, Justin Joseph

Subject

• Computing
• Industry

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-051314-143410

Keyword

• Computer simulation
• Stocks
• Stock exchanges

Advisor

• Radzicki, Michael J.
• Hakim, Hossein

Year

• 2014

Date created

• 2014-05-13

Location

• Worcester

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright