Fully automated algotrading & lessons learned from past HTs

Critical Thinking Last homework due on Sunday Attendance from now on is optional (except last day) SOFTWARE CLINIC Signup sheet outside my door 30 minutes max. per spot Teams sign on (even if only one member attends) Can reserve only one appointment at a time. One meetings minimum mandatory Huge amount of hours BUT close to the tournament it gets harder to see me.

Lessons learned (part II) SuperPrograms Lessons learned (part II) bugatti veyron – fastest street car – 2 the most expensive production car available at a price of 1.1 million Euro. an average top speed of 408.47 km/h (253.81 mph) .(60 mph) from a standstill in 2.46 seconds 2.5 mpg

Team 10/07 Idea: Design for two screens Idea: No comboboxes

Transactions Per Team 2007 11,577 Trades

Transactions per Team 2017 Max. avg. trades per day = 7.74 Min. avg. trades per day = 1.33

Team 4/07 Idea: Make it Chatty

Team 5/08 – The “Moneymaker” Jerome Kerviel Fund Management AUDITED PERCENT TRACKING ERROR. Team is in red, reference portfolio semitransparent Jérôme Kerviel is a French trader who was convicted in the 2008 Société Générale trading loss for breach of trust, forgery and unauthorized use of the bank's computers, resulting in losses valued at €4.9 billion. (wiki) Idea: explore new strategies

Cumulative Tracking Error 2007

Cumulative Tracking Error 2016 Orange: MSA Red: MSComm Yellow: UG

Your Opinion Matters Name, Year, School Characterize your progress. Skills learned? What you like What can be improved

T 14/07 Idea: multiple delta targets

% Errors per Transactions (2016) Zero bug teams

Team 3 Fall 08 winners UNDERGRADUATE HT WINNER Idea: stay up AUDITED PERCENT TRACKING ERROR. Team is in red, reference portfolio semitransparent UNDERGRADUATE HT WINNER Idea: stay up

T2 and T8 Fall 09 – The Race

What Is New In Technology? WINIT What Is New In Technology?

Decrease the seconds by 1 The two timers Timer 1 (spy) Timer 2 (seconds on screen) Start Check the date on the DB Decrease the seconds by 1 New date? No Less than 0? Yes No Yes Run daily routine Set seconds to 60