Mathematical model for price prediction

• Main Author: Soumoditya Dey.
• Other Authors: Foo Say Wei
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• Online Access: http://hdl.handle.net/10356/45654
• Institution: Nanyang Technological University

This project takes a detailed and expansive look into the realm of predicting prices and using several concepts to automatically trade currencies on the ever-changing foreign-exchange market. Several trading strategies popular to traders and quantitative analysts were studied, used and implemented in this research. A few of these strategies were found to be of particular interest as they consistently produced profits over a long range of time. These results suggest that using the computer to automatically trade on behalf of the user (or trader) is a reliable tool if used properly.