The purpose of this IQP was to scientifically develop a stock trading system in an attempt to beat the market, generate alpha. During this process, group members researched the fundamental concept and theories about step-by-step processes related to how to develop a trading system. Team members then determined which process was to be taken to identify just what system they wanted to create. The system was then back-tested to determine its effectiveness and profitability.

• 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

• Popieski, Shawn Stephen
• Downey, John Louis
• Yandian, Mark Eric

Subject

• Computing
• Industry

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-052314-191210

Keyword

• Stocks
• Stock exchanges

Advisor

• Radzicki, Michael J.
• Hakim, Hossein

Year

• 2014

Date created

• 2014-05-23

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright