DEVELOPMENT OF AUTOMATED TRADING SYSTEMS FOR THE E-MINI S&P 500 FUTURES MARKET
Publisher
The University of Arizona.Rights
Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.Abstract
Recent changes in brokerage policies and the introduction of new trading instruments have made the development of automated trading systems more accessible to novice traders. Previous research has examined components of the development of such a system, but few studies have considered the intersection of the various disciplines an algorithmic trader must master to be successful. This thesis examines the development of automated trading systems from a holistic approach, and considers the feasibility of developing a profitable system from the perspective of a novice trader. Despite barriers to entry lowering, the development of consistently profitable algorithmic trading systems remains an elusive goal to traders of all backgrounds due to the inherent complexity of the development process.Type
Electronic Thesistext
Degree Name
B.S.Degree Level
bachelorsDegree Program
Computer ScienceHonors College