Quantitative Trading Simulation

I created a trading simulation for Microsoft (MSFT) by analyzing five years of historical data. I calculated daily returns and evaluated the current price in relation to its historical volatility range. Using a volatility-based trading model, I performed simulations to model account growth, measured risk using confidence intervals, and estimated returns for a hypothetical investment. I documented my process in a spreadsheet with formulas and charts, and wrote an executive summary explaining the steps, the robustness of the strategy, and my main conclusions regarding risk and return for MSFT over this period.