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Trading System Development Public

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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.

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  • E-project-052918-122238
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Year
  • 2018
Date created
  • 2018-05-29
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Permanent link to this page: https://digital.wpi.edu/show/jw827d004