Trading Simulation Strategy: How Does the Amount of Information Used, and Sentiment Affect a Portfolios Net Performance

Abstract

This research will look over a dataset which contains 352 observations and 36 variables which is derived from a investment trading simulation where individuals are given information about a select group of companies that they are able to trade on, and are given a timeframe where they can trade which is accelerated, and they have to do their best to be as successful as they can within this time frame. This analysis will look over multiple variables and the affect that they have on each individual’s net performance at the end of the simulation, and the answers that they gave in the end of simulation survey which explains a little bit about how they went about this simulation and how much information they used when making their investing decisions. Most of this analysis will revolve around the strategy that each of the individuals used throughout the simulation and how the different variables within each strategy affected the net performance when comparing it to overall performance.