In a rapidly evolving world of market dynamics, it has become increasingly difficult to consistently gain an investment edge. The goal of this IQP is to develop an automated trading system in the Metatrader platform. The project includes three individually developed algorithmic trading systems and one combined system that merges the three individually developed systems. Each system is optimized over a number of recent years in order to maximize the return on investment. The approach allows the combined system to be a broad consolidation of the individual system performances.

• 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

• Barefoot, Jake Elliott Drew
• Cullen, Michael Richard
• Min, Aung Khant

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-043019-101835

Keyword

• Economic Growth, Stability, and Development

Advisor

• Somasse, Gbetonmasse B.
• Ludwig, Reinhold

Year

• 2019

Date created

• 2019-04-30

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

Last modified

• 2021-02-03