Summary
An experiential leaning module has been introduced to the University of Dayton Business School for the fall 2009 term: managing a small currency portfolio around market trends. The module will be managed along the lines of "Adding Girth To Your Profits". The girth model is a trend-following model incorporating volatility, momentum and velocity. Students at the University of Dayton will manage a euro portfolio around the four-hour currency cycle. The girth model works best when there are strong trends during the four-hour time frame. The model may churn or yield no profits if the market is not trending during the four-hour time frame. There is a lot to learn and a lot to implement before the girth model can run smoothly. The process has a large risk of human and operational error, even after the requisite knowledge base is obtained. For these reasons, running the model in simulation to build experience is prudent. The move to trading real money depends on how well the simulation goes.
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Extract
Learning to Trade: It's Academic
An experiential learning module has been introduced to the University of Dayton Business School for the fall 2009 term: managing a small currency portfolio around market trends. This new module dovetails with the Davis Center for Portfolio Management, which focuses on the management of a stock portfolio, and will be managed out of the Hanley Group Derivatives Trading Center. The module will be 'managed along the lines of "Adding Girth To Your Profits" (Futures, December 2008). The girth ...
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