RITC 2012 Case Package - Rotman International Trading ...

Case Summaries
Social Outcry
The opening event of the competition gives you your first opportunity to make an impression on the
sponsors, faculty members, and other teams in this fun introduction to the Rotman International Trading
Competition. Trade against experienced professionals from the industry, try to make your case against
the professors, and show everyone your outcry skills by making fast and loud trading decisions.
Sales and Trader
This is our premier electronic trading case on the Rotman Interactive Trader platform. With six different
trading scenarios, this simulated market environment will put your critical thinking and analytical skills to
the test. Whether you choose to market make, trade institutional orders or a combination of the two,
participants will have to think fast and logically in order to manage liquidity risk and get the highest return.
Quantitative Outcry
Building on the experience of the Social Outcry, this case combines trading, analytical, and
communication skills to make it even more demanding. With the support of models built in Excel,
participants will use news releases that give quantitative economic forecasts, as well as qualitative micro
and macro data, to predict the futures market on the RT100 index. Analyzing macroeconomic indicators,
participants should be able to gain an understanding of the sensitivity of the index to each of the factors
and be able to effectively model it.
BP Canada Commodities
The BP Canada Commodities case will place competitors in a trading simulation, covering two months, in
which they can transact both physical and financial crude oil products in different locations and different
delivery points. The crude oil market will be affected by fundamental changes in the supply and demand
of crude oil, while physical arbitrage conditions will link the crude oil markets to other upstream and
downstream markets.
Thomson Reuters QED
The Thomson Reuters Quantitative & Event Driven (QED) case introduces competitors to the cutting-edge
environment of machine-readable news. Participants will be responsible for reviewing a Reuters QED
dataset and determining the relationships between news and stock price movements. Based on this
analysis, traders will be able to model the expected effects of news events that are released during the
trading cases.
Rotman International Trading Competition 2012
© Financial Research and Trading Lab, Rotman School of Management, U of T
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Case Summaries