The Rotman European Trading Competition 2022 @ LUISS (RETC 2022) 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.
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/.
Intesa Sanpaolo Algorithmic Trading Case: Base Algorithm
Practice servers will be made available starting from Tuesday, August 9th, 2022. They will be introduced in a staggered manner. Please see below:
|1||Enel Electricity Trading Case||Tuesday, August 9th||5:59 am CET|
|2||EIB Institute Interest Rate Case||Wednesday, August 10th||5:59 am CET|
|3||Intesa Sanpaolo Algo Trading Case||Wednesday, August 10th||5:59 am CET|
Practice servers will operate 24 hours a day 7 days a week until 5:00 pm CET on Thursday, August 25th.
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|
“Special” Practice Sessions are scheduled to allow participants to virtually gather and practice the competition Cases together at the same time. 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 16th||4:00 pm CET|
|2||All cases||Friday, August 19th||4:00 pm CET|
|3||All cases||Wednesday, August 24th||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 closer to the event.