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.

• 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

• Doherty, Riley Joseph

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-052918-122238

Advisor

• Radzicki, Michael J.
• Somasse, Gbetonmasse B.

Year

• 2018

Date created

• 2018-05-29

Resource type

• Major Qualifying Project

Major

• Economic Science

Rights statement

• In Copyright

Zuletzt geändert

• 2021-02-03