LUISS

Testi

2012-13 ACADEMIC YEAR

  • MAK, Kevin, Rotman Interactive Trader, Release Files, Rotman School of Management, University of Toronto
  • Case Brief (CB)
    Trader’s Guide (TG)
    Case Tutorial (CT)
    Support Sheet (SS)

    • – Algorithmic Trading Case
    • • Algorithm 1 (ALGO1) – Arbitrage [CB, CT, SS]
      • Algorithm 2 (ALGO2) – Market Making [CB, CT, SS]

    • – Market Microstructure Case
    • • Market Microstructure 1 (MM1) – Order Driven Markets [CB, TG, SS]
      • Market Microstructure 2 (MM2) – Liquidity [CB, TG, CT, SS]
      • Market Microstructure 3 (MM3) – Alternative Trading Venues [CB, TG]

    • – Commodities Case
    • • Commodities 1 (COM1) – Energy Trading [CB, CT, SS]
      – Quantitative & Event Driven Case
      • News 1 (QED1) – Model

    • – RIT VBA Introduction – Tutorial [RIT VBA]
  • MICROSOFT (MS), Visual Basic Developer Center
  • VBA Lessons (VBA-L) 1-2, 5-6, 9, 11-12
  • VBA Tutorials (VBA-T) 1-16, 20-21, 24-26, 29


  • 2011-12 ACADEMIC YEAR

    Textbook
    SCHWARTZ, Robert A., FRANCIONI, Reto, WEBER, Bruce W., The Equity Trader Course, 1st ed., Wiley Trading, 2006 (htm).

    Slides
    • Chapter 1a – Introduction to Equity Trading – Topic 1 (ppt)
    • Chapter 1b – Introduction to Trading Simulation – Topic 2 (ppt)
    • Chapter 1c – Prices, Returns & Trading Costs – Topic 3 (ppt)
    • Chapter 2 – Liquidity – Topic 4 (ppt)
    • Chapter 3 – Order Driven Markets – Topic 5 (ppt)
    • Chapter 4 – Call Auctions vs Continuous Trading – Topic 6 (ppt)
    • Chapter 5 – Intermediated Markets – Topic 7 (ppt)
    • Chapter 6 – The Road to Algorithmic Trading – Topic 8 (ppt)
    • Chapter 7 – Performance Measurement – Topic 9 (ppt)

    Trader Exercises
    • Trading in order book systems: Effective buying and selling (pdf)
    • Who moved my Alpha? (pdf)
    • Making Markets – Adding Value as a Trading Intermediary (pdf)
    • Call Auctions – What are we waiting for? (pdf)
    • Trading with Dark Pool Liquidity (pdf)

    Support Materials
    MAK, Kevin, Rotman Interactive Trader, Release Files – Case Brief, Guide, Tutorial, Support (htm)
    MICROSOFT, Visual Basic Developer Center (htm)
    Rotman Interactive Trader
    • Index (htm)
    • Features (htm)
    • Software (htm)
    – Download (msi)
    – Demo (htm)
    – Market Microstructure 2 (MM2) – Liquidity – Brief (pdf), Tutorial (pdf)
    TraderEx
    • Index (htm)
    • Register (htm)
    • Log-in (htm)
    • Technical support
    – Getting started (pdf)
    – User’s manual (pdf)
    – TX Data Utility (pdf)
    • Frequently Asked Questions (htm)
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