99613 - Trading Game Lab

Learning outcomes

The course aims to provide tools for analysis and operational techniques for financial trading in a simulation approach through investment decisions based on elements of economics, statistics, and finance learned in other courses and developed in the trading game laboratory for operational purposes. Individual or group investment decisions define the portfolios managed by each participant based on the techniques learned in the laboratory. Specifically, the student will develop knowledge in technical analysis; analysis of national and international economic conditions; quantitative analysis of micro and macro data (the so-called fundamental analysis); sentiment analysis; volatility analysis; risk analysis; analysis of arbitrage opportunities; expert trading systems, and visual trading. At the end of the course, the student will be familiar with the main tools for trading and will be able to: develop rigorous financial strategies, define trading strategies with respect to specific objective functions, and make rational decisions based on financial data analysis.

Course contents

Financial instruments (part 1)

1. Financial products defined as "direct": stocks and bonds.
2. Financial products defined as "indirect": Funds, SICAVs and ETFs. 3. Derivative instruments: futures.

Financial planning (part 2)

1. Investment objectives.
2. Life cycle needs.
3. Saving and investing.

Building a portfolio (part 3)

1. Asset allocation concepts.
2. Defining investment time.
3. Financial risk.

Financial analysis (part 4)
1. Fundamental analysis.
2. Sentiment analysis.
3. Behavioral finance.

Readings/Bibliography

Recommended texts are suggested based on the student's interest, while for the lessons and exam preparation, the slides presented during the lessons are sufficient.

Teaching methods

The goal is to actively engage students in the lessons and specifically in the construction of portfolios according to the objectives of the personas being analyzed at any given time.

In addition to the slides, videos and websites are recommended for study and familiarity to provide points for reflection or valuable support for future research.

Assessment methods

The exam is written with multiple-choice questions, and the final grade is based on the number of correct or incorrect answers.

Teaching tools

Interested students can schedule a call on Teams with the prof. to further explore their interests related to the subject.

Office hours

See the website of Michele Clementi