Student Work

Investment Trading And Risk Management: Scientifically Developing and Analyzing Trading Systems

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The purpose of this IQP project is to scientifically develop profitable systems and indicators for trading in the markets. The project consists of nine individually developed strategies, which were quantitatively analyzed for profitability and then combined into a system of systems. Each individual system or indicator was given defined rules and then allocated simulated money to trade. Two types of systems were mainly developed, predictive and confirmative, leading to a system of systems that incorporated a predictive layer and a confirmative layer in the decision to take positions.

  • 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.
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  • E-project-050515-165333
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Year
  • 2015
Date created
  • 2015-05-05
Location
  • Worcester
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