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Stock Market software

Senior Design Project ECE 401. Stock Market software. Team Members. Supervision: Prof. Edwin K. P. Chong, Ph.D . Ph.D. student Ramin Zahedi Abdullah Altunaiji Yazeed AlRuwayti. Introduction. What is the Stock Market?

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Stock Market software

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  1. Senior Design Project ECE 401 Stock Market software

  2. Team Members • Supervision: Prof. Edwin K. P. Chong, Ph.D. • Ph.D. student RaminZahedi • Abdullah Altunaiji • YazeedAlRuwayti

  3. Introduction What is the Stock Market? stock market is a public market for the trading of company stock and derivatives at an agreed price; these are securities listed on a stock exchange as well as those only traded privately. Open High Low Close Demo

  4. Individual Assignments YazeedAlRuwayti Abdulla Altunaiji • Have found 20 indicators. • Have found 30 indicators. Then we compared the indicators that we have found together to filter the most accurate and most wanted for our case which would better fit in the Dow johns index.

  5. Main Goals • Our main goal in this project is to design, implement, and evaluate an automated portfolio management system using time series models for stock prices and technical indicators. • Fall semester goal is to have enough understanding about technical indicators and MATLAB coding to implement and to make an accurate portfolio management system.

  6. Research The 25 indicators that we have chosen for this project is in the following: Accumulation/Distribution Line for DOW-indicators On-Balance Volume for DOW-indicators Highest High for DOW-indicators Lowest Low for DOW-indicators Median Price for DOW-indicators Bollinger Bands for DOW Closing Prices-indicators Price Rate of Change for DOW-indicators Price and Volume Trend for DOW-indicators Typical Price for DOW-indicators Volume Rate of Change for DOW-indicators Weighted Closing Prices for DOW-indicators Williams A/D Line for DOW-indicators A/D Oscillator for DOW-indicators Chaikin Oscillator for DOW-indicators MACD for DOW-indicators

  7. Research The 25 indicators that we have chosen for this project is in the following: Full Stochastic Oscillator for DOW-indicators Acceleration for DOW-indicators Momentum for DOW-indicators Chaikin Volatility for DOW-indicators Fast Stochastic Oscillator for DOW-indicators Slow Stochastics for DOW-indicators Williams %R for DOW-indicators Negative Volume Index for DOW-indicators Positive Volume Index for DOW-indicators Relative Strength Index for DOW-indicators

  8. MACD for DOW-indicators •  The MACD is a trend-tracking momentum technical indicator that shows and ties between two moving average of prices. A nine day moving average of the MACD is called a “signal line”, is then plotted on top of the MACD working as trigger for buy and sells signals.

  9. Method • Our method is made up from a combination of Eleven indicators in six plots. • The indicators that we have used in this method is in the following:

  10. The indicators that we have used: • Stochastic Oscillator for Dow(Full,Fast,Slow) • Highest High,Lowest Low and Median Price for Dow • Bollinger Bands for Dow Closing Prices • MACD for Dow • Relative Strength • Typical Price/Weighted Closing for Dow

  11. Stochastic Oscillator for Dow(Full,Fast,Slow)

  12. Highest High,Lowest Low and Median Price for Dow

  13. Bollinger Bands for Dow Closing Prices

  14. MACD for Dow

  15. Relative Strength

  16. Typical Price/Weighted Closing for Dow

  17. Current Work Problems: 1- We had a problem starting up the project. We did not know what to do in the first. Due to our lack of knowledge in Economics. 2- We had a problem getting the finical Tool Box from MATLAB. MATLAB wanted a current enrollment paper. For the tool box. So we had a delay. 3-We did our method with GUI but when retried to run it did not work for some reason. We are also working on a program that accepts data and run indicators on the data without the user inferring with any codes or graphs so the user will get just a simple answer for either “Sell” or “Buy” in given period of time.

  18. Budget MATLAB ‘s Financial TOOL BOX cost us$158.99. We predict no further expenses in the future.

  19. Plan for Next Semester We did not meet with our supervisor yet to discuses this issue but we have some expectations.

  20. Acknowledgment • Inconclison we would to thank CSU and the department of ECE and our supervisor for this opportunity and the department of finance.

  21. Q&A • Thank you very much for listening.

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