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Senior Design Project ECE 401. Team Members  Supervision: Prof. Edwin K. P. Chong, Ph.D.  Ph.D. student Ramin Zahedi  Abdullah Altunaiji  Yazeed AlRuwayti.

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Presentation on theme: "Senior Design Project ECE 401. Team Members  Supervision: Prof. Edwin K. P. Chong, Ph.D.  Ph.D. student Ramin Zahedi  Abdullah Altunaiji  Yazeed AlRuwayti."— Presentation transcript:

1 Senior Design Project ECE 401

2 Team Members  Supervision: Prof. Edwin K. P. Chong, Ph.D.  Ph.D. student Ramin Zahedi  Abdullah Altunaiji  Yazeed AlRuwayti

3 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 Introduction

4 Individual Assignments Yazeed AlRuwaytiAbdulla 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 The 25 indicators that we have chosen for this project is in the following: Research 1.Accumulation/Distribution Line for DOW-indicators 2.On-Balance Volume for DOW-indicators 3.Highest High for DOW-indicators 4.Lowest Low for DOW-indicators 5.Median Price for DOW-indicators 6.Bollinger Bands for DOW Closing Prices-indicators 7.Price Rate of Change for DOW-indicators 8.Price and Volume Trend for DOW-indicators 9.Typical Price for DOW-indicators 10.Volume Rate of Change for DOW-indicators 11.Weighted Closing Prices for DOW-indicators 12.Williams A/D Line for DOW-indicators 13.A/D Oscillator for DOW-indicators 14.Chaikin Oscillator for DOW-indicators 15.MACD for DOW-indicators

7 The 25 indicators that we have chosen for this project is in the following: Research 16.Full Stochastic Oscillator for DOW-indicators 17.Acceleration for DOW-indicators 18.Momentum for DOW-indicators 19.Chaikin Volatility for DOW-indicators 20.Fast Stochastic Oscillator for DOW-indicators 21.Slow Stochastics for DOW-indicators 22.Williams %R for DOW-indicators 23.Negative Volume Index for DOW-indicators 24.Positive Volume Index for DOW-indicators 25.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 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. Current Work

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

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

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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