New advancements in technology have opened the door for unique ways to manage ones money. This project ultimately tests the functionality of trading futures contracts using an automatic trading strategy. The specific products traded were crude oil, S&P 500, and 10-year T-bills. The project then tested the effectiveness of these using risk measures and compared it to the standard holding of the S&P 500.

• 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

• Patrick, Ethan Andrew
• Arnal, Alexander F.

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042715-104851

Advisor

• Bichuch, Maxim
• Koutmos, Dimitrios

Year

• 2015

Date created

• 2015-04-27

Resource type

• Major Qualifying Project

Major

• Management
• Mathematical Sciences

Rights statement

• In Copyright