COMP4801 Final Year Project
Students: Wong Yee Wang(3035788637),
Lam Kwong Chiu (3035927427)
Supervisor: Dr. Kam Pui Chow
About The Project
A web-based platform designed for the backtesting and optimization of futures trading strategies, aimed at helping retail traders evaluate and refine their strategies using historical market data.
Features
Strategy Backtesting
The Default Strategies with Parameter Adjustment method is developed to assist users with minimal or no prior experience in futures trading.
Portfolio Backtesting
The Portfolio Backtesting feature is designed to assess the performance of a collection of
assets collectively, rather than focusing solely on individual trades.
Portfolio Optimization
The system provides a suggested optimal asset allocation, accompanied by the projected annual return, volatility, Sharpe ratio, and the expected performance based on the optimized portfolio configuration.
Monte Carlo Simulation
The Monte Carlo Simulation method employs statistical modeling techniques to evaluate the
robustness and potential performance of trading strategies under diverse and uncertain market conditions.
Journaling
Journaling provides trade documentation, outcome evaluation and market review. Help traders adhering to a structured evaluation framework
Checklist
Checklist provides setup verification and risk management assurance. Help traders improving the effectiveness of their trading strategies.
