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Rotman-Trading-Competition-2024

Case Competition Overview

This repository contains the packages for a multi-day case competition, focusing on various aspects of financial trading and market dynamics. Each case is designed to challenge participants in different areas of finance, from commodities trading to algorithmic strategies.

Day 2 Cases

Commodities Case

  • Overview: Participants engage in a simulated crude oil market, balancing supply and demand while navigating carbon credit regulations. This case tests market understanding, trading strategy execution, and emphasizes teamwork.

ETF Case

  • Overview: This case challenges participants to manage liquidity risk through analysis and decision-making on tender offers, focusing on price differential profits and position closing strategies.

Algorithmic CAPM Forecasting Case

  • Overview: Participants use RIT API to develop algorithms for forecasting asset prices with CAPM and automate trading strategies, adapting to high-frequency market dynamics.

Day 3 Cases

Electricity Trading Case

  • Overview: Teams operate in a regulated electricity market, predicting supply and demand to strategize trading within a closed system, focusing on power generation, distribution, and forward market trading.

MathWorks Volatility Trading Case

  • Overview: Utilizing options strategies, participants aim to trade volatility based on an ETF tracking a major stock index, leveraging provided information to spot mispricing and strategize accordingly.

Algorithmic Market Making Case

  • Overview: Testing programming skills, this case requires creating algorithms for automated market-making, focusing on bid-ask spread profits and adapting to dynamic market conditions.

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This is for the 2024 Rotman Trading Competition.

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