2012-13 ACADEMIC YEAR
- MAK, Kevin, Rotman Interactive Trader, Release Files, Rotman School of Management, University of Toronto
- – Algorithmic Trading Case
- – Market Microstructure Case
- – Commodities Case
- – 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
Case Brief (CB)
Trader’s Guide (TG)
Case Tutorial (CT)
Support Sheet (SS)
• Algorithm 1 (ALGO1) – Arbitrage [CB, CT, SS]
• Algorithm 2 (ALGO2) – Market Making [CB, CT, SS]
• 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 1 (COM1) – Energy Trading [CB, CT, SS]
– Quantitative & Event Driven Case
• News 1 (QED1) – Model
2011-12 ACADEMIC YEAR
Textbook SCHWARTZ, Robert A., FRANCIONI, Reto, WEBER, Bruce W., The Equity Trader Course, 1st ed., Wiley Trading, 2006 (htm). Slides Trader Exercises |
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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) |