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Author: William A. Stein
2008/simuw/day3
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2008/simuw/day3

Thursday, July 31 -- Trading Strategies: First Approximation

Schedule

  1. (24 minutes) Interactive Brokers Demo Account: download, then buy and short a stock.

  2. (45 minutes) Day 3 WS 1 -- Simple Strategies: Momentum and Contrarian strategies Worksheet 1

  3. (10 minutes) Break
  4. (50 minutes) Day 3 WS 2 -- Simple Strategies: Trend Following Worksheet 2

  5. (20 minutes) Stock trading
  6. Reading Assignment: Mandelbrot -- read pages 197 -- 276, in particular Chapter XI.
  7. Reading Assignment: See also Mandelbrot's paper for a much more technical discussion.

ws1.sws ws2.sws


2013-05-11 18:32