Worcester Polytechnic Institute Electronic Projects Collection

Title page for E-project-082808-115509


Project TypeIQP
Submission date2008-08-28
Authors
  • William Robert Owens, wilco@WPI.EDU, MA
  • Paul N Vasiliadis, paulvasi@WPI.EDU, BE
  • Ivan Dmitri Vasin, CS
  • URNE-project-082808-115509
    DivisionEconomic Growth, Stability, and Development
    TitleA Large-Scale Investment Simulation
    Advisor
  • Tang, Dalin, MA
  • Availability unrestricted

    Abstract

    A fully automated stock market trading simulation was carried out over seven weeks using technical indicators and scripted timing strategies. The effectiveness of the individual strategies, and of this approach to automated trading in general, was assessed. The results were overwhelmingly favorable.

    Files
  • 0726-Final.pdf

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