1. Fully automated algotrading
& lessons learned from past HTs

2. 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.

3. 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  km/h (253.81 mph) .(60 mph) from a standstill in 2.46 seconds mpg

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

5. Transactions Per Team 2007
11,577 Trades

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

7. Team 4/07
Idea: Make it Chatty

8. 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

9. Cumulative Tracking Error 2007

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

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

12. T 14/07
Idea: multiple delta targets

13. % Errors per Transactions (2016)
Zero bug teams

14. 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

15. T2 and T8 Fall 09 – The Race

16. What Is New In Technology?
WINIT
What Is New In Technology?

17. 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