Trading System Development: Trading a System of Systems

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Peskoe, Jacob Kent; Vardaro, Michael John; Haddad, Spenser Adam
Worcester Polytechnic Institute
ECE; Social Science and Policy Studies
artifact description
The purpose of this project was to create three individually working trading systems that comprise one whole portfolio system. The three individual systems constructed for this project include one system based on trading price gaps in the stock market, one based on the pay-to-use service, and one based on the opening range breakout strategy originally developed by Paul Woldt. All three systems were developed using the TradeStation software provided by our advisors. The resulting system of systems showed potential for long term profits and would benefit from further refinement.