Students of the Faculty on 5th place in the prestigious Rotman International Trading Competition

26 February 2020

The team representing the Faculty of Economic Sciences University of Warsaw after demanding preparations and exhausting competition with the best universities from all around the world got the 5th place in the prestigious Rotman International Trading Competition! The competition took place in Toronto from 20th to 22nd February, 2020.

Winners of the competitions represented Baruch College from The City University of New York.

However, there were teams representing acknowledged research centers and universities from around the world, the team from University of Warsaw was the only team representing Poland in this prestigious competition. Most of the 47 teams represented American and Canadian universities, among them: Massachusetts Institute of Technology, Stanford University, Berkeley, University of California, Los Angeles, or University of Toronto.

Rotman International Trading Competition is a prestigious contest, highly recognizable in North America in the algorithmic trading world, hosted for 17 years at the Rotman School of Management, University of Toronto. The competition was composed of varied cases, required both practical and theoretical knowledge of financial markets, mathematical modeling, programming, and economics. The cases were run on the simulated real-time market, where the key is to immediately adapt to the changing market conditions. The cases included pricing of the financial instruments, credit and liquidity risk management, commodities futures markets, volatility and algorithmic trading.

The team from University of Warsaw took 2nd place in Volatility Trading Case competition. Model prepared by our students turned out to be stable and achieved top 3 places in all categories.

Moreover the team excelled in all cases that required teamwork and communication - our students were placed 5th in commodity trading case which included trading commodity futures contracts and were placed 3rd in electricity trading case, that combined trading on spot and forward markets. 

Faculty of Economic Sciences was represented by: Katarzyna Kryńska (studying Data Science and Business Analytics program), Mateusz Kijewski (studying Computer Science and Econometrics), Michał Woźniak (studying Data Science and Business Analytics) and Maciej Wysocki (studying Interdisciplinary Economic-Managerial Studies). Robert Ślepaczuk, Ph.D. from the Department of Quantitative Finance on our Faculty was a team advisor. The team received active support from Quantitative Finance Research Group.

We are extremely proud of our students who have shown that they can compete and win with their colleagues from the best universities in the world!

Congratulations!

More information can be found on the website.

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The team representing Faculty of Economic Sciences with team advisor - Robert Ślepaczuk, Ph.D.

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