Someone mentioned Rich Lyons a while ago and i dug up some of his papers, some people might find this interesting, one is particularly interesting following the actions of a dealer at an investment bank including his P&L for the week and his positions/exposure.
There are more on his site at Berkley (http://faculty.haas.berkeley.edu/lyons/pubabs.html) but these ones are harder to get.
There are more on his site at Berkley (http://faculty.haas.berkeley.edu/lyons/pubabs.html) but these ones are harder to get.
