Trading System Development
PublicContenu téléchargeable
open in viewerThe 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
- Publisher
- Identifier
- E-project-052918-122238
- Advisor
- Year
- 2018
- Date created
- 2018-05-29
- Resource type
- Major
- Rights statement
- Dernière modification
- 2021-02-03
Relations
- Dans Collection:
Contenu
Articles
La vignette | Titre | Visibilité | Embargo Release Date | actes |
---|---|---|---|---|
TradingInvesting_FinalReport.pdf | Public | Télécharger |
Permanent link to this page: https://digital.wpi.edu/show/jw827d004