RETC 2012

Rotman European Trading Competition 2012

From Thursday August 30th to Saturday September 1st, 2012

RETC 2012 – Schedule
August 30th – September 1st, 2012
5:30 PM Registration Starts
6:30 – 7:00 PM Welcome
7:00 – 7:15 PM Social Outcry Tutorial
7:15 – 8:00 PM Social Outcry Case
8:00 – 9:30 PM Dinner
9:30 PM Social Outcry Results | Group Social
Friday, August 31st, 2012
8:00 – 10:00 AM Breakfast
10:00 – 12:30 AM Sales & Trader Case
12:30 – 2:00 PM Lunch
2:00 – 3:00 PM Presentation by Enel
3:00 – 5:30 PM Enel Energy Trading Case
5:30 – 6:00 PM Break
6:00 – 8:00 PM Quantitative Outcry Trading Case
8:00 – 9:30 PM Dinner
9:30 PM Group Social
Saturday, September 1st, 2012
8:00 – 9:30 AM Breakfast
9:30 – 10:00 AM Presentation by CC&G
10:00 – 12:30 AM CC&G Options Case
12:30 – 2:00 PM Lunch
2:00 – 2:30 PM Presentation by Bloomberg
2:30 – 5:00 PM Bloomberg Mergers & Acquisitions Case
5:00 – 8:30 PM Break
8:30 – 10:30 PM Gala Dinner
10:30 – 11:00 PM Awards Ceremony
11:00 PM Concluding Social

Emilio Barone – Welcome address
Maria Paola Satolli – Teams presentation

RETC 2012
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.

RETC Cases

Social Outcry Case

The opening event of the competition gives you your first opportunity to make an impression on the sponsors, faculty members, and other teams in this fun introduction to the Rotman European Trading Competition. Trade against experienced professionals from the industry, try to make your case against the professors, and show everyone your outcry skills by making fast and loud trading decisions.

Energy Trading Case

The Enel Energy Trading Case will place competitors in a trading simulation in which they buy and sell power/electricity as well as raw materials in response to their analysis of various news releases. Traders will have different roles as consumers, producers, and speculators in different settings. They will also have the opportunity to generate profits from transportation arbitrage by analyzing and taking advantage of price changes of securities traded in two markets.

Mergers & Acquisitions Case

The Bloomberg M&A Case features various worldwide corporations that are competitively bidding on a number of targets. Traders are to evaluate the probability that takeover offers will occur, the approximate pricing of those offers, whether counter-offers will materialize, and finally gauge anti-trust sentiment regarding the pending acquisitions.

Options Case

The CC&G Options Trading case will challenge traders’ ability to use options valuation models to forecast the future volatility of an underlying stock and trade options to profit from their views. The case is designed to rewards sound decision making abilities with regards to how an option is priced (overpriced or underpriced) rather than rewarding directional views on a stock (with leverage).

Sales & Trader Case

The Sales and Trader Case challenges participants to put their critical thinking and analytical abilities to the test in an environment that allows traders to have significant flexibility on the trading strategy they choose to implement. Traders will be faced with multiple tender offers requiring participants to make rapid judgments on the profitability and subsequent execution of these offers. Profits can be generated by taking advantage of pricing discrepancies, large tender offers, and market-making opportunities.

Quantitative Outcry Trading Case

Pasquale Modica – Slideshow
Matteo Rapisarda – August 30th | August 31st | September 1st

Francesco Saverio Ligi – video
Luca Boggio – video

Rotman European Trading Competition – htm

Title partner

Case partners

Side partner

Media partner

Under the patronage of