Escolar Documentos
Profissional Documentos
Cultura Documentos
S61IntroductiontoTrading
Spring2014
A.Course Description
This is an introductory course designed for students who want to learn about trading. While
providing a sound theoretical foundation, the class will also place emphasis on practical
applications of theory. Our class will help prepare students for future full-time jobs and
internships in the industry. At the end of the term, students will be able to understand the
basics of trading and exchanges, discuss markets fluently, generate models using Excel, and,
most importantly, be able to create their own trading strategies.
B.Schedule
Lec Date
Topic
02/10/14
02/18/14
Equities
02/24/14
Fixed Income
03/03/14
03/10/14
Commodities
Week of 3/10
03/17/14
Options
03/31/14
Foreign Exchange/Swaps
04/07/14
04/14/14
Algorithmic Trading
04/25/14
Week of 4/28
10
04/28/14
Current Topic/Review
11
05/04/14
05/12/14
05/12/14
12
ES.S61IntroductiontoTrading
Spring2014
D. Interviews
Over the course of the semester, you will have two individual interviews with the
instructors. This is an opportunity to demonstrate what you have learned over the course of
the semester. We believe this is a much better way to assess how much you have learned than
exams. We will not ask you to regurgitate formulas and definitions. Instead, we try to ask
questions that allow you to apply what you have learned to new situations. This is also a great
way to practice for real trading interviews.
E. Final Project
We will cover many of the tools and methods that are commonly used to develop a
trading strategy. For the final project, students will be asked to apply everything they have
learned over the course of the seminar to create and present on their own trading strategy.
Most students have enjoyed their projects in the past, and we hope this will be a rewarding
experience for everyone.
ES.S61IntroductiontoTrading
Spring2014