source: https://images.kdlt.com/wp-content/uploads/2018/06/stock.jpg

 

Summary

Our project’s goal is to determine the best time to buy and/or sell stock by running a Trend Following algorithm on the NASDAQ stock market index. Our approach is different from predicting the future value of a particular stock. It was based  on a Trend Following method first proposed by Simon Fong, Jackie Tai and Yain Whar Si in their paper “Trend Following Algorithms for Technical Trading in the Stock Market.” To best accomplish our goal, we collect the data necessary, as well as write and optimize the Trend Following algorithm on Matlab. This report describes all the steps that we took in detail and discusses our findings and results.

The Trend Following Matlab Code

Team Member

 

Nhut Dang

Bachelor’s Degree in Systems Science & Engineering

nmdang@wustl.edu

(470)343-6931

 

Billy Gilbert Habimana Cyusa

Bachelor’s Degree in Systems Science & Engineering

Minor in Computer Science

bhabinmanacyusa@wustl.edu

(314)489-2188

 

Yuelei Xie

Bachelor’s Degree in Systems Science & Engineering

bryanxie@wustl.edu

(626)818-9673