Advanced Futures Markets

Spring 2001


Professor T. Randall Fortenbery
519 Taylor Hall
262-4908
fortenbery@aae.wisc.edu


Location B30 Taylor Hall
Time 2:30 to 3:45 Tues. and Thurs.
Office Hours 1:30 to 2:30 - Mon
1:15 to 2:00 - Tues & Thurs
Other times by appointment.

The purpose of this class is to examine price forecasting techniques used by speculators and hedgers in futures markets.  The major focus of the class will be on the development of fundamental price analysis.  This is the application of basic supply/demand information in generating price forecasts.

If time allows, we will also examine technical analysis.  This is the forecasting of prices based solely on past price behavior and market activity (volume traded and open interest).
 

 Hogs and Pigs Report December 2000

Click here for class notes:
week1 notes
Week 3 notes
 
 

Web sites of interest:

Futures Exchanges:
Chicago Board of Trade Web Site
Chicago Mercantile Exchange
 

Trading Site for Class:
Center for Futures and Options Research at the University of Illinois

Data Sources:
National Agricultural Statistics Service  of USDA
Ag and Applied Econ Futures Site