The purpose of this IQP is to design and implement an automated system for trading stocks. The project contains two separate trading strategies. One is the 10 O'clock Bulls Strategy and the other one is the Turtle Style Trading Strategy. Each individual strategy is implemented by different trading rules and is optimized during back testing. Finally, the two strategies are combined into a system of systems. By analyzing the system of systems, a recommendation of allocating 60% of capital on the 10 O'clock Bulls Strategy is given. That being said, 40% of capital is recommended to be allocated on the Turtle Style Trading Strategy.

• 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, Nan
• Zhou, Ziyu

Subject

• Industry
• Computing

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-051216-162318

Parola chiave

• Stocks
• Automation
• Stock exchanges

Advisor

• Hakim, Hossein
• Radzicki, Michael J.

Year

• 2016

Date created

• 2016-05-12

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright