New on SimTrade?
Register for free and join the SimTrade community.
By connecting to this website you accept Terms of use.
The SimTrade Workshop starts on Saturday 01 January 2022 and finishes on Monday 31 January 2022.
This SimTrade Workshop about Behavioral finance is reserved for students of Lycée International.
In order to register to the SimTrade Workshop, you need to create an account on SimTrade with your e-mail address.
The objective of the SimTrade Workshop is to discover financial markets..
One of the features of SimTrade is the use of on-line simulations in which you can act as a trader in financial markets. Simulations place participants right in the mix of realistic market scenarios where you can practice applying concepts, theories, and frameworks to accomplish successful market outcomes.
From a pedagogical point of view, this learning experience is designed to help you:
This SimTrade Workshop gives you great freedom to learn: you can start with theory in courses or with practice in simulations.
The courses and simulations of this SimTrade Workshop cover the following topics:
Beyond theory and practice in finance, you will improve the following soft skills:
This course is also an excellent opportunity to invest in your own mental software to optimize your learning process.
The SimTrade Workshop includes individual on-line work: take courses, launch simulations.
You will interact with other participants and the pedagogical team through the discussions forum to ask questions and leave comments.
The SimTrade Workshop offers a full ATAWADAC experience:
The time to spend on the SimTrade Workshop (courses and simulations) is estimated to 5 hours.
Professor Adrian Zicari « The bottom line is processing information. The market anticipates what will happen, but things never go as planned. The market reacts to rumors and adjusts to the news. How will you react? What are you going to do? » |
|
Professor François Longin « The ambition of this SimTrade Workshop is to make you discover the behavior of financial markets both in practice and in theory. » |