Tepper School of Business

 

 

45-871 Trade and Investment Strategy

 

                                                                                                                                      

                                                                                                                                     Professor Robert A. Miller  ramiller@cmu.edu  

 

                                                                                                                                     Teaching Assistants

Hoang-Anh Nguyen hoangann@andrew.cmu.edu

Yizhen Xie yizhenxi@andrew.cmu.edu

 

SYLLABUS

Setting up Virtual Andrew with VMWare Horizon Client to run ComLabGames

Downloading Comlabgames

 

A.    AUCTIONS AND PROCUREMENT

 

 

Wednesday October 25:          1.  Texas CD Auctions

 

Monday October 30:               2.  Strategic Equivalence

 

Wednesday  November 1:       3.  Revenue Equivalence

 

Thursday November 2:           Assignment 1 is due (15 points)

 

Monday  November 6:            4. Procurement

           

Supplementary material and games used in this portion of the course         

 

B.  LIMIT ORDER MARKETS

 

 

Wednesday  November 8:       5.  How Limit Order Markets Works

 

Thursday November 9            Assignment 2 is due (15 points)

 

Monday  November 13:          6. Liquidity and Market Dynamics

 

Wednesday  November 15:     7. Trading on an LOM Platform

 

Thursday November 16:         Assignment 3 is due (15 points)

 

Friday November 17:              8. Arbitrage Pricing (Location TEP 2118)       

 

Monday November 20:            NO CLASS

 

Monday November 27:           9. Price Discovery

 

Supplementary material and games used in this portion of the course           

 

C.    RISK AND DYNAMICS

 

Wednesday  November 29:      10.  Dynamic Considerations

 

Thursday November 30:          Assignment 4 is due (15 points)

 

Friday December 1:                11. Uncertainty and Risk (Location TEP 2118)       

 

Monday December 4:             12. Portfolio Investment

 

Supplementary material and games used in this portion of the course           

 

 

D.    WRAPPING UP       

 

Wednesday December 6:         13.  Games for Grades

 

Monday December 11:            NO CLASS

 

Thursday December 14:         Take-home examination is due (30 points) uploaded 12/06/23