article · Digital WPI · 2018
Trading System Development
Riley Joseph Doherty, Brian Mahan, Matthew John Nicholson, Romelle Jack
Cited by 0Abstract and details only
Abstract
The purpose of this Interactive Qualifying Project is to develop a system of trading and investing strategies for the equity market that outperforms the major market indices. The strategies were developed individually, but each strategy was developed to perform in a specific set of market conditions to ensure that the strategies were not repetitive. Although not all individual strategies outperformed the market on a consistent basis, when combined to create a system of strategies, our group was able to develop a system of systems that regularly outperformed major market indices. The system of systems generated returns of 8.48% over a two-month period with real time trades while SPY, an ETF that tracks the S&P 500, returned just 0.3% over the same two month time period.
Cite this paper
Doherty, R. J., Mahan, B., Nicholson, M. J., & Jack, R. (2018). Trading System Development. Digital WPI.
Doherty, Riley Joseph, et al. “Trading System Development.” Digital WPI, 2018.
Doherty, Riley Joseph, Brian Mahan, Matthew John Nicholson, and Romelle Jack. 2018. “Trading System Development.” Digital WPI.
Doherty, R.J. et al. (2018) ‘Trading System Development’, Digital WPI.
@article{doherty2018trading,
title = {{Trading System Development}},
author = {Doherty, Riley Joseph and Mahan, Brian and Nicholson, Matthew John and Jack, Romelle},
journal = {Digital WPI},
year = {2018}
}Made from the index record. Check names, capitalisation and page numbers against the paper. Need another style? AI for Research has over 10,000.