This IQP focused on developing a trend trading strategy for stock market investment. The strategy is called Indicator Trend Trading Strategy (ITTS). The goal of ITTS is to provide a simple method for individual investors to identify trend reversals in trend trading, minimizing risks while optimizing profits. ITTS used three stock indicators MACD, CCI and RSI to develop its trading strategies. A ten-week trading simulation was conducted using ITTS in trend trading. The results of the simulation were analyzed and used to verify the efficiency of ITTS.

• 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

• Zhang, Yuchang

Subject

• Industry

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042518-164854

Keyword

• Stock exchanges
• Stocks
• Computer simulation

Advisor

• Tang, Dalin

Year

• 2018

Date created

• 2018-04-25

Location

• Worcester

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

License

• All rights reserved