FIN 4450 - Trading Futures

3 Credit(s)

Students will learn to trade commodity futures contracts. First, they will develop a multi regression model for the market of their choice which they will use to forecast the price of their market (e.g., wheat, hogs, cotton, crude, palladium). To prepare, in class we will review basic statistics, time series analysis, and linear regression methods. Next, students will create a simple technical system in Excel. Finally, they will combine the two projects to arrive at a trading plan. Concurrent readings will get the student up to speed on the mechanics of futures markets and familiar with the ideas and methods of the great speculators. Students will track and trade commodity markets, keep a trading diary, and regularly present to the class their thoughts on their focus market. As a class, we will back-test a trading algorithm using a custom-built simulator. (Spring) [Graded (Standard Letter)]

Prerequisite(s): FIN 3750 - Prerequisite Min. Grade: D-
Registration Restriction(s): None