Friday, August 8 -- Real World Trading

1. (50 minutes) Forecasting -- WS 1 -- many strategies and a 2-state GHMM

2. (20 minutes) Break

3. (20 minutes) Forecasting -- WS 2 -- n-state GHMM

4. (20 minutes) WS 3 -- Zhang's thesis

5. (20 minutes) Wrap-up: A summary of this course.
6. (10 minutes) Stock trading -- cash out. How did you do?

Online Stock/Option Pricer