Data Analysis Resources
- Overview of Excel/Access capabilities FRE 501 Lecture 1 2013
- List of Microsoft Excel / Access Resources for Economic Analysis
Lab Module (Futures Markets) Resources
FRE 501 Lab Trading Module PDF Outline
Simple fictional story explaining the origin of futures markets : MFRE Tale
FRE 501 Blogs (2012 and 2013)
Lab Schedule/Presentations:
1. Introduction to Futures Markets
2. Trading Game Preparation
3. Information and Expectations
4. Grp One review; Reflections and Deviations from Law of One Price
5. Grp Two review; Video Interview with Mr. Anand Gopalan (futures trader in Chicago)
6. Grp Three review; Technical Analysis with Andrew Pangilinan
7. Grp Four review; Video Interview with Mr. Desmond Lim (ex-trader with Lehman, UBS)
8. Grp Five review; MFRE discussion code of conduct/citation best practices/policy examples
9. Grp Six review; trading game closing/ Application of theory / Tea Blending (Bee)
10. Palm Oil, Plantation Economics and Hedging / Wheat (Brendan)
11. Team Alpha & Bravo Strategy session
12. Concluding Review for the term
Agriculture and Futures Basics:
Ag Contract Specs: Corn | Wheat | Soybeans (Bloomberg screenshots here)
Charting Resources: CMEGroup | Bigcharts
Global Exchanges: World Federation of Exchanges | Mondo Visione
Global Derivatives overview: WFE/IOMA Derivatives 2012 Survey
On speculation’s role in causing the spike in food prices (in the run up to 2007-08):
2 very insightful reports: Michael Master’s Testimonies 2008 to US Senate | 2009 to CFTC
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