Cases

The Rotman European Trading Competition @ LUISS will be showcasing a unique set of cases that stress different challenges faced by traders. The cases include commodities, equities, and derivatives and are designed to reward participant’s abilities to accurately price the securities and formulate profitable, risk adjusted trading strategies. Cases are run over many iterations in order reduce the element of variance across each team’s scores.

Case Package will be released closer to the competition date
(Tentative date: Monday July 27th, 2020)

[RETC 2018]
Case Package: pdf
Performance Evaluation Tool: xlsm
Scoring Methodology: pdf
Quant Outcry Tutorial: pdf

Practice Servers
Practice servers will be made available starting from July 27th. We will introduce the actual cases in a staggered manner – not all cases will be available on July 27th.

RELEASE DATES
# Case Release date
1 Intesa Sanpaolo Liquidity Risk Case Monday, July 27th – 11:59pm CET
2 EIB Interest Rate Case Tuesday, July 28th – 11:59pm CET
3 Credit Risk Case Wednesday, July 29th – 11:59pm CET
4 Quantitative Outcry Case Thursday, July 30th – 11:59pm CET
5 ENEL Electricity Case Friday, July 31st – 11:59pm CET
6 Algorithmic Trading Case Saturday, August 1st – 11:59pm CET

Practice servers will operate 24 hours a day 7 days a week until 5:00pm CET on Thursday, August 27th.
Information on how to download and install the RIT Client is available on the RIT website at http://rit.rotman.utoronto.ca/software.asp.
In order to access more detailed information about instructions and guide documents for RIT, please refer to the documents here:
RIT – Client and RTD Installation Instructions
RIT – User Guide – Client Software Feature Guide
RIT – User Guide – RTD Documentation
RIT – User Guide – VBA API Documentation
RIT – User Guide – REST API Documentation
The following table lists the server IP and ports available for RETC practice environments:

SERVER IP AND PORTS
# Case Server IP Port
1 Intesa Sanpaolo Liquidity Risk Case flserver.rotman.utoronto.ca 16500
2 EIB Interest Rate Case flserver.rotman.utoronto.ca 16510
3 Credit Risk Case flserver.rotman.utoronto.ca 16520
4 Quantitative Outcry Case flserver.rotman.utoronto.ca 16530
5 ENEL Electricity Case flserver.rotman.utoronto.ca 16540
6 Algorithmic Trading Case flserver.rotman.utoronto.ca 16550

To log in to any server port, you can type in any username and password and it will automatically create an account if it does not exist. If you have forgotten your password or the username appears to be taken, simply choose a new username and password to create a new account.
We will be running four “special” practice sessions for the cases. All teams are invited and 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 Case Tuesday, August 11th 4:00pm CET
2 All competition cases (*) Tuesday, August 18th 4:00pm CET
3 All competition cases (*) Thursday, August 20th 4:00pm CET
4 All competition cases (*) Tuesday, August 25th 4:00pm CET

(*) Except for the Quantitative Outcry Case.