RITC 2012 Case Package - Rotman International Trading ...

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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 6 Case Summaries
Options Trading New to RITC 2012, the Options Trading case will challenge traders’ ability to use options valuation models to forecast the future volatility of an underlying stock and trade options to profit from their views. The options case is designed to reward sound decision making abilities with regards to how an option is priced (overpriced or underpriced) rather than rewarding directional views on a stock (with leverage). CIBC Algorithmic Trading The CIBC Algorithmic Trading case is designed to challenge competitors’ logic and programming skills as they attempt to design the most effective algorithm to generate trading profits. Competitors lacking knowledge in programming can follow step-by-step guides and use trading templates to design their algorithm, while more ambitious traders can design an algorithm from the ground up. Rotman International Trading Competition 2012 © Financial Research and Trading Lab, Rotman School of Management, U of T 7 Case Summaries
Page 1 and 2: Case Package 2012 Rotman Internatio
Page 3 and 4: About RITC The Rotman International
Page 5: Additional Support Files Additional
Page 9 and 10: Position Close-Out and Case Scoring
Page 11 and 12: Sales & Trader Case Overview The Sa
Page 13 and 14: Key Objectives Objective 1: Generat
Page 15 and 16: ∆RT100 = (GDPA,n - GDPE,n)GDPS,n
Page 17 and 18: Trading Limits and Transaction Cost
Page 19 and 20: Assets Description Assets Capacity
Page 21 and 22: A pipeline can transport up to 10,0
Page 23 and 24: Thomson Reuters QED Case Overview T
Page 25 and 26: Secondly, the market may over or un
Page 27 and 28: Options Trading Case Overview The O
Page 29 and 30: Trading Limits and Transaction Cost
Page 31 and 32: Market Dynamics Each trader will be
Page 33: Appendix Some supplementary files w

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