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This project has three parts. The first part concerns building and analysing a portfolio using the objectives listed below. The second involves designing an algorithmic
This project has three parts. The first part concerns building and analysing a portfolio using the objectives listed below. The second involves designing an algorithmic trading program. Groups should be formed with 4-5 students per group. PART A: Create a portfolio using stocks, options, bonds and futures. Carefully maintain a detailed log or diary of your trading activity. This is crucial for evaluating and controlling your performance. Until Week 4, trade as you like. Your objective is simply to acquaint yourself with the Interactive Broker Trader Work Station (TWS). Starting Week 5, your trading objectives will be as outlined below. For each trading objective 1) Display TWS trading activity using Trading Log (or) Trading Journal
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