1. LESSONS LEARNED
From past HTs

2. Critical Thinking
Doing well!

3. Your Opinion Matters Name, Year, School What you like about the class
This course (e.g., the integration of cases, lectures, reading assignments, projects, and exams) represented a coherent body of learning
What can be improved

4. SuperPrograms
at the top speed "the tires will only last for about fifteen minutes, but it's okay because the fuel runs out in twelve minutes."
bugatti veyron – fastest street car – 2
the most expensive production car available at a price of 1.1 million Euro.
an average top speed of  km/h (253.81 mph) .(60 mph) from a standstill in 2.46 seconds mpg

5. The Big Picture

6. Team 3/06 - Delta Calculator
Bugatti Veyron
254mh-2.5s- 2.3m
Idea: use more than one computer

7. Team 7/06 Idea: UX matters

8. Team 6/06 – Their Secret Weapon
Idea: maximum information

11. Team 5/08 - Winner

12. WINIT
What Is New In Technology?

13. Algotrading
The smart hedger

14. Table is in your dataset
Recommendations
Table is in your dataset

15. Candidate Recommendations
Highest score will be selected as the actual recommendation
Table is in your dataset
Scores range from 0 to 1000 and include a
BaseScore + adjustments
You will set both BaseScores and adjustments to fit your strategy

16. Algotrading: The Smart Hedger
Start
Find the top candidate recommendation
and store it in myRecRow
Pick the next family portfolio
and create a new row in the RecommendationsTbl (myRecRow)
Automated execution?
Display all
Yes
Hedging today?
End No
Execute the top scored recommendation (myRecRow) No
Need to hedge this portfolio? A No
Recompute all metrics A
Generate and score candidate recommendations as rows in the CandidateRecommendationsTable (myCandidateRecRow)
More family portfolios? No
Display all
End

17. Generating & Scoring alternatives
Do we hedge today? N N
= score is set to zero
Should we hedge this portfolio (e.g., AAPL)? N
Family delta positive or negative?
Sell AAPL stock
Sell AAPL Calls
Sell Short AAPL Calls
Buy AAPL Puts
Buy back AAPL Short Puts
Buy AAPL stock
Buy AAPL Calls
Buy back Short Calls
…..
Base score 700
Base score 600
Base score 200
Base score 400
…..
…..
Base score
400
Base score 500
…..
Is it in IP? N
Loop trough A-E
…..
…..
Loop trough A-E
Is it in IP?
Do I have a long stock? N N
Is it in IP? N
Do I have available cash? N
How many should I sell?
Am I long on it? N
How many should I buy?
How many should I sell short?
Can I afford it? N
Will I respect max margins?
If I do not have enough, I lower the base score with an adjustment N
Will I respect the margin? N
If I cannot sell short enough, I lower the base score with an adjustment
If I cannot buy enough, I lower the base score with an adjustment
Adjust score based on Strike (A-E)
Adjust score based on Strike (A-E)