Title page for E-project-050108-012016

Project Type MQP

Submission date 2008-05-01

Authors
Belin Beyoglu, EC
Martin Ivanov, EC

URN E-project-050108-012016

Title Technical Analysis of CAN SLIM Stocks

Advisor
Radzicki, Michael J, SS

Availability unrestricted

Abstract
This MQP combines fundamental and technical analysis by adding value to the CAN SLIM investment methodology through the concept of complete trading strategies. We utilize the TradeStation trading platform to evaluate five set-ups - Donchian channel 20-day and 55-day, Keltner channel, Bollinger bands, moving average crossover and volume breakouts -- by back-testing 559 CAN SLIM stocks for 2007. For comparison purposes we employ system quality calculations and Monte Carlo analysis to assess the performance of each set-up.

Files
Technical_Analysis_of_CAN_SLIM_Stocks.pdf

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Project Type	MQP
Submission date	2008-05-01
Authors	Belin Beyoglu, EC Martin Ivanov, EC
URN	E-project-050108-012016
Title	Technical Analysis of CAN SLIM Stocks
Advisor	Radzicki, Michael J, SS
Availability	unrestricted
Abstract This MQP combines fundamental and technical analysis by adding value to the CAN SLIM investment methodology through the concept of complete trading strategies. We utilize the TradeStation trading platform to evaluate five set-ups - Donchian channel 20-day and 55-day, Keltner channel, Bollinger bands, moving average crossover and volume breakouts -- by back-testing 559 CAN SLIM stocks for 2007. For comparison purposes we employ system quality calculations and Monte Carlo analysis to assess the performance of each set-up.
Files	Technical_Analysis_of_CAN_SLIM_Stocks.pdf