@ LUISS Guido Carli University of Rome
will be held online on Friday, August 27th, 2021.
The Team Registration deadline is July 27th, 2021.
RETC 2021 “online edition” is a one-day invitational event.
| RETC 2021 – Schedule | |
| Friday, August 27th, 2021 | |
| 2:00 – 2:10 PM | Connection Check |
| 2:10 – 2:50 PM | Welcome & Team Introduction |
| 2:50 – 4:05 PM | ENEL Electricity Case |
| 4:05 – 4:20 PM | Break |
| 4:20 – 5:35 PM | EIB Institute Interest Rate Case |
| 5:35 – 5:50 PM | Break |
| 5:50 – 7:05 PM | Intesa Sanpaolo Algorithmic Trading Case |
| 7:05 – 7:45 PM | Virtual Networking Session / Sponsor Session |
| 7:45 – 8:00 PM | Awards Ceremony |
| RETC 2021 – Cases |
| ENEL ELECTRICITY CASE |
| The Enel Electricity Case challenges the ability of participants to interact with one another in a closed supply and demand market for electricity. Electricity production and its consumption will form the framework for participants to engage in direct trade to meet one another’s objectives. The case will test each individual’s ability to understand sophisticated market dynamics and optimally perform his/her role, while stressing teamwork and communication. |
| EIB INSTITUTE INTEREST RATE CASE |
| The EIB Institute Interest Rate Case challenges traders’ understanding of bond pricing based on news and benchmark interest rates derived from 4 non-tradable EIB zero-coupon bonds. Traders have to price 3 tradable coupon bonds based on the benchmark rates and news. The news, released throughout the case, may have an impact on the benchmark rates, and thus also have an impact on the fair prices of the tradable coupon bonds. Traders should forecast the impact of news on the benchmark rates and exploit any bond mispricing opportunities to generate profits. |
| INTESA SANPAOLO ALGORITHMIC TRADING CASE |
| The Algorithmic Trading Case is designed to challenge participants’ programming skills by developing algorithms using RIT API to automate trading strategies and react to changing market conditions. Throughout the case, these algorithms will submit orders to profit from arbitrage opportunities and private tender offers. Due to the high-frequency nature of the case, participants are encouraged to develop algorithms that can adapt to rapid changes in market dynamics. |
The top five ranking teams will receive EUR 10,000 in cash prizes:
