Faculty Advisor

Gerstenfeld, Arthur

Faculty Advisor

Wang, Tsung-Yi

Center

WS / Wall Street MQP

Abstract

Bank of America Merrill Lynch currently keeps all data on trades, i.e. all credit and cash products and electronic inquiries in a number of databases globally, which can be a very useful decision making tool if used correctly. The Europe, Middle East & Africa Global Credit Trading Desk presently generates numerous reports in varying stages of completion currently distributed to both traders and managers. However, neither managers nor traders are effectively utilizing them. Thus, the goal of our project was to analyze e-trading data collected to assist in future trading decisions and management reporting for the benefit of the traders on the BAML trading desk. Then we used such analysis to produce reports that can stand alone as a standard and be leveraged for all future analysis.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2012

Major

Management Engineering

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Business

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