- Joined
- 5/2/06
- Messages
- 12,166
- Points
- 273
In September 2010, LUISS - Guido Carli University of Rome will host the 1st Rotman European Trading Competition (RETC), a three-day competition for university students who are interested in trading and investment management to meet and compete with each other.
The event will feature simulated trading cases that challenge students by engaging them in competitive trading, risk management, and analytical scenarios.
The competition’s format will closely resemble the design of the Rotman International Trading Competition (RITC), held last February 18 to 20, 2010, in Toronto, where a team of undergraduates from MIT outperformed 43 other teams from universities in North America, Europe and Asia. Complete details regarding RITC 2010 are available at Rotman Financial Research & Trading Lab.
The Rotman International Trading Competition has pioneered unique trading cases that stress the different challenges faced by traders. This year, the case formats at RITC were the following: Open Outcry, Sales & Trader, Commodities scenarios, Algorithmic High Frequency Trading, Credit Risk, Quantitative Outcry. These are “example cases” that could/would be included at RETC.
The case-sponsors of last RITC have been BP (Commodities Trading), Canadian Imperial Bank of Commerce (Algorithmic Trading), Alpha Ats (Sales & Trader).
http://www.efa-online.org/userfiles/file/1st%20Rotman%20European%20Trading%20Competition.pdf
The event will feature simulated trading cases that challenge students by engaging them in competitive trading, risk management, and analytical scenarios.
The competition’s format will closely resemble the design of the Rotman International Trading Competition (RITC), held last February 18 to 20, 2010, in Toronto, where a team of undergraduates from MIT outperformed 43 other teams from universities in North America, Europe and Asia. Complete details regarding RITC 2010 are available at Rotman Financial Research & Trading Lab.
The Rotman International Trading Competition has pioneered unique trading cases that stress the different challenges faced by traders. This year, the case formats at RITC were the following: Open Outcry, Sales & Trader, Commodities scenarios, Algorithmic High Frequency Trading, Credit Risk, Quantitative Outcry. These are “example cases” that could/would be included at RETC.
The case-sponsors of last RITC have been BP (Commodities Trading), Canadian Imperial Bank of Commerce (Algorithmic Trading), Alpha Ats (Sales & Trader).
http://www.efa-online.org/userfiles/file/1st%20Rotman%20European%20Trading%20Competition.pdf
