ANNO ACCADEMICO 2014-15, 2013-14

• 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]

• – Options Case

• Options 1 (OP1) – Puts & Calls [CB, TG, SS]
• Options 2 (OP2) – Hedging [CB, TG, SS]
• Options 3 (OP4) – Trading Volatility [CB, TG, SS]

• – Commodities Case

• Commodities 1 (COM1) – Energy Trading [CB, CT, SS]

• – 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