2018

SOCIAL OUTCRY CASE :

This is the opening event of the competition, giving participants the opportunity to make their first impression on sponsors, faculty members, and other teams in this fun start to the Rotman- UNIST Trading Competition. Each participant has the opportunity to trade against professors and experienced professionals from the industry, trying to make his/her case against them and showcasing his/her outcry skills by making fast and loud trading decisions.

 

ALGORITHMIC STATISTICAL ARBITRAGE CASE:

The Algorithmic Statistical Arbitrage Case is designed to challenge participants’ programming skills in developing algorithms using MATLAB, Excel VBA or Python to automate trading strategies and react to changing market conditions. Throughout the case, these algorithms will submit orders to capitalize on any statistical arbitrage opportunities that may arise. Because of the high-frequency nature of the case, participants are encouraged to develop algorithms that can adapt to rapid changes in market dynamics.

 

XAIC ALGORITHMIC ETF TRADING CASE:

The XAIC Algorithmic ETF Trading Case is also designed to challenge participants’ programming skills in developing algorithms using MATLAB and/or Excel VBA or Python to automate trading strategies and react to changing market conditions. Throughout the case, these algorithms will submit orders to profit from private tender offers and arbitrage opportunities. Because of the high-frequency nature of the case, participants are encouraged to develop algorithms that can adapt to rapid changes in market dynamics.

 

CRUDE OIL TRADING CASE:

The Crude Oil Trading Case challenges the ability of participants to trade in a closed supply and demand market for crude oil. Natural crude oil production and its consumption will form the framework for participants to engage in direct trade to meet each other’s objectives. The case will test each participant’s ability to understand sophisticated market dynamics and optimally perform his/her role, while stressing teamwork and communication. The case will involve crude oil production, refinement, storage, as well as the sale of its synthesized physical products.

 

ELECTRICITY TRADING CASE:

The Electricity Trading Case challenges the ability of the participants to interact with one another in a closed supply and demand market for electricity. Electricity production and its consumption will form the framework for participants to engage in direct trade to meet each other’s objectives. The case will test each individual’s ability to understand sophisticated market dynamics and optimally perform his/her role, while stressing teamwork and communication.

 

Practice severs

Cases will be made available on practice servers starting from July 17th. Further information on release dates can be found below and more information will be posted as it becomes available on the RUTC website. Dates and times in this case package are in Korean time unless otherwise specified..

Case Name Server Address Port
Algorithmic Statistical Arbitrage Case flserver.rotman.utoronto.ca 16600
XAIC Algorithmic ETF Trading Case Server 1 flserver.rotman.utoronto.ca 16605
XAIC Algorithmic ETF Trading Case Server 2 flserver.rotman.utoronto.ca 16610
Electricity Trading Case flserver.rotman.utoronto.ca 16615
Crude Oil Trading Case flserver.rotman.utoronto.ca 16620

 

To login to any server port, you can type in any username and password and it will automatically create an account if it does not exist. If you have forgotten your password, or the username appears to be taken, simply choose a new username and password to create a new account.

Multiple server ports have been provided for the Algorithmic Trading Cases to allow teams to trade in either populated or unpopulated environments. For example, if you are testing your algorithm and there are several other algorithms running, you may want to move to a different port where there is less trading.

Please note that the market dynamics in practice and in the competition cases will be the same. However, price paths will be different during the competition. In addition, market parameters during the competition may be adjusted to better account for over 80 live traders.

 

Special Practice Session

We will be running three “Special” practice sessions for the cases.
Please refer to the table below.

Case Name Release date
Electricity Trading Case & Crude Oil Trading Case July 24th at 10:30pm
All competition cases 1) August 1st at 10:30pm
2) August 8th at 6:00pm
The instructions to connect to these special practice sessions will be sent e-mail to the participants individually along with login credentials prior to the practice sessions.
Please be advised that the practice session scheduled at 10:30pm on Thursday, Aug 2nd has been changed to 10:30pm on Wednesday, Aug 1st.