Contents - Index

RTFTS Projects and Exercises
©2007, 2008, 2009, 2010 OS Financial Trading System


The following projects and exercises are often illustrated relative to the Dow School (DJIA Case) but they can be used in conjunction with any of the RTFTS cases.

Stock Projects
  • How Securities Are Traded
  • Efficient Markets with Public Information 
  • Technical Analysis and Weak Form Market Efficiency
  • EMH:  Treasury Yield Curve and Market Efficiency
  • Estimating the Cost of Equity Capital:   CAPM
  • Estimating the Cost of Equity Capital:  MCPM (An Option Based Approach)  
  • Estimating Expected Return:  CAPM
  • Intrinsic Value: 1-Stage Dividend Growth Model 
  • Intrinsic Value: 2-Stage Dividend Growth Model
  • Portfolio Diversification
  • FTS Exchange Traded Fund Case: International Diversification

    Bond Projects
  • FTS Constant Maturity Treasury:  Federal Funds, Expectations and the  Yield Curve
  • EMH:  Treasury Yield Curve and Market Efficiency

    Futures Projects
         
  • Stock Index Futures:  Trading and Hedging

    Options Projects
         
  • Stock Index Options:  Trading and Hedging