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