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Robert A. Schwartz, TraderEx co-founder and the Marvin M. Speiser Professor of Finance and University Distinguished Professor of Finance at the Zicklin School of Business,
is the recipient of the first World Federation of Exchanges (WFE) Award for Excellence. The award honors his contribution to the understanding
of capital markets and the improvement of the exchange industry?s operations. The award was presented to Professor Schwartz on October 7 at
the WFE?s annual meeting in Vancouver. For the occasion, he delivered a paper on the impact of dark liquidity pools and fragmentation on
market quality. Based in Paris, the WFE is the trade association of more than 50 publicly regulated stock, futures, and options exchanges.
http://www.baruch.cuny.edu/news/wfeaward.htm
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We are please to inform you that we have just gone into contract to write a book featuring TraderEx.
It will include ideas and suggestions on how to use TraderEx in the classroom and at home.
Exercises included to provide hands-on experience with various market conditions and structure.
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Trading performance is measured based on several customizable parameters. Parameters include VWAP,
average buying, average selling, profit and loss, and risk.
Allows for individual and team scoring. This encourages team play and allows for class competitions.
Players scores can be saved and aggregated over many simulation runs. Chart individual performace from simulation
to simulation.
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TraderEx offers live visual feedback and analysis of your trading decisions and implementation.
In game analysis measures performance to date. Summary analysis and detailed price charts are now available for easy
analysis of trading performance. Identify good trades, bad trades.
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Trades aggregate in this dark pool. Crosses execute hourly matching buyers and sellers together at the midpoint of the NBBO.
Experiment with various priority agorithms.
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Trade currenies in a simulated market environment. Trade several different currencies, including GBP/Dollar,
Euro/Dollar and Euro/GBP.
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This interface would allow algorithms to be tested in a simulated market environment.
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(as seen in Traders Magazine, April 2008)
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4th Annual European Market Microstructure Seminar
Teaching Trading and Microstructure in Business School
June 4-5, 2010
London Business School
London, England
The seminar is designed to be a catalyst for introducing course materials on trading and market structure into
University and Applied University (e.g. MBA) programs. It can also serve as a basis for in-house courses on the
structure of equity markets in investment firms. The program includes, computer simulated trading exercises
that give users hands on experience with the subject and discussion of issues concerning the meaning, importance,
and provision of liquidity. By the end of the seminar, faculty participants and interested practitioners
should be able to incorporate a one- or two-session course module on microstructure and equities trading
in a capital markets course, and/or have the foundation materials for a half semester or a full semester
microstructure course.
Website : London Business School
15th Annual Global Equity Markets Seminar
(GEMS)
June 7-9, 2010
Istanbul Stock Exchange
Istanbul, Turkey
GEMS is aimed at securities industry professionals concerned with trading systems,
from both a user and a designer point of view. The curriculum is ideally suited to
the needs of exchange executives, broker-dealers, fund managers, market services providers
and regulatory authorities. GEMS provides a comprehensive overview of the workings
of the equity markets, focusing particularly on the functions of different trading
structures, the impact of technology on market structure, the role of dealer intermediaries,
and the changing needs of institutional investors. The Seminar features a series of interactive
computer simulation sessions designed to provide participants with hands-on experience in making
tactical trading decisions, and implementing them in different market environments.
The GEMS 2010 program can be viewed at: http://www.baruch.cuny.edu/conference/gems/
For more information contact: Toni Colaninno, 1 646
312 3512.
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4th Annual Equity Markets Microstructure Seminar
Using Trading Floors and Teaching Microstructure
November 5-6, 2009, Wasserman Trading Floor - Subotnick Center
Baruch College
New York, NY
14th Annual Global Equity Markets Seminar
(GEMS)
June 8-10, 2009
Irish Stock Exchange
Dublin, Ireland
3nd Annual European Market Microstructure Seminar
Teaching Trading and Microstructure in Business School
June 5-6, 2009
London Business School
London, England
3nd Annual Equity Markets Microstructure
Seminar
Teaching Microstructure and Using Trading Floors in MBA Programs
November 15-16, 2008, Wasserman Trading Floor - Subotnick Center
Baruch College, New York
City
13th Annual Global Equity Markets Seminar
(GEMS)
June 23-25, 2008
Frankfurt Germany
2nd Annual European Market Microstructure Seminar
Teaching Microstructure in Business School Programs
June 20-21, 2008
Deutchse Borse
Frankfurt, Germany
2nd Annual Equity Markets Microstructure
Seminar
Teaching Microstructure and Using Trading Floors in MBA Programs
November 15-16, 2007, Wasserman Trading Floor - Subotnick Center
Baruch College, New York
City
12th Annual Global Equity Markets Seminar
(GEMS)
June 20-22, 2007, Athens Stock Exchange
Athens Greece
Equity Markets Microstructure
Seminar
Teaching Microstructure in MBA Programs
June 14-15, 2007
Deutsche Boerse
Frankfurt, Germany
Equity Markets Microstructure
Student Seminar
February 9, 2007, Wasserman Trading Floor - Subotnick Center
Baruch College, New York
City
Equity Markets Microstructure
Seminar
November 8-10, 2006, Wasserman Trading Floor - Subotnick Center
Baruch College, New York
City
11th Annual Global Equity Markets Seminar
(GEMS)
June 19-21, 2006, Malta Stock Exchange
St. Julians Malta
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