Cases

Cases

The Rotman European Trading Competition 2021 @ LUISS (RETC 2021) will be showcasing a unique set of RIT Decision Cases designed for the competition, that stress different challenges faced by traders. The simulation cases include commodities, equities, and bonds, and are designed to reward the participants’ ability to accurately price securities and formulate profitable, risk-adjusted trading strategies. The cases are run over many iterations in order reduce the element of variance across each team’s scores.

The Case Package will describe each case in detail. It will be released closer to the competition date with a link sent by email to participants.

Intesa Sanpaolo Algorithmic Trading Case: Base Algorithm

RIT Software

On the RIT website you will find demo of the software as well tutorial videos and a practice case. Please see the Software section of this website: https://retc.luiss.it/information/software/.

Practice Servers

Practice servers will be made available starting from Tuesday, August 10th, 2021. They will be introduced in a staggered manner. Please see below:

Practice Servers
# Case Date Time
1 Enel Electricity Trading Case Tuesday, August 10th 5:59 am CET
2 EIB Institute Interest Rate Case Wednesday, August 11th 5:59 am CET
3 Intesa Sanpaolo Algo Trading Case Wednesday, August 11th 5:59 am CET

Practice servers will operate 24 hours a day 7 days a week until 5:00 pm CET on Thursday, August 26th.

Server IP and Ports

To log in to any server port from your RIT Client, you can type in any Trader ID and Password, and RIT Client will automatically create an account, if it does not already exist. If you have forgotten your Password or the Trader ID appears to be taken, simply choose a new Trader ID and Password to create a new account.

Server IP and Ports
# Case Server IP Port
1 Enel Electricity Trading Case flserver.rotman.utoronto.ca 16500
2 EIB Institute Interest Rate Case flserver.rotman.utoronto.ca 16510
3 Intesa Sanpaolo Algo Trading Case flserver.rotman.utoronto.ca 16520
4 Intesa Sanpaolo Algo Trading Case flserver.rotman.utoronto.ca 16530
5 Intesa Sanpaolo Algo Trading Case flserver.rotman.utoronto.ca 16540

Practice Sessions

We will be running three “special” practice sessions during which all competition cases will be run in a practice version. All teams are encouraged to connect at the same time as the results will be released from each practice case.

Practice Sessions
# Case Date Time
1 Enel Electricity Trading Case Tuesday, August 17th 4:00 pm CET
2 All cases Friday, August 20th 4:00 pm CET
3 All cases Wednesday, August 25th 4:00 pm CET

Scoring

The competition will be scored on a team-basis. The Scoring Methodology document will outline the scoring rules and will be made available on this website closer to the event.