Undergraduate Trading Team @ Johns Hopkins

[boneil]

I've been reading the forums for a while and am probably interested in pursuing an MFE sometime in the future. As a quick introduction, I'm a sophomore at Johns Hopkins in Applied Mathematics and am starting a trading team (to compete at Rotman, MIT, etc.).

I'm posting because I think I'm a little in over my head. I think I may have a great faculty adviser and believe there is sufficient interest in the student body to get a good amount of applications. But other than some equity and fx trading (with monopoly money, naturally), neither my friend nor I really know what we're doing. I know Rotman has a algorithmic component to the competition, but that's about it.

I guess what I'm looking for is a little knowledge from the community: anyone have experience at one of these trading competitions/what kind of basic algo's strategies can we write to get started or potentially any books in particular we could look at?

Regards,

Brendan

 

[Andy Nguyen]

The 2011 Rotman trading competition just concluded last Sat and I know a few members here participated this year and in years past
Reaching out to @Eugene Krel @doug reich @Carl @Shlomi @amanda.jayne @Alexei Smirnov @Yike Lu @David Rappaport

See here also http://www.quantnet.com/forum/threads/rotman-international-trading-competition.4344/

 

[amanda.jayne]

Google?

You can find out more about the Rotman competition here

If you go through the case files you will find information on how to download the RIT client as well as server port information. There are also API and VBA tutorials as well as a sample algorithm which you can download and play around with.

 

[boneil]

Thanks a bunch!