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