Eurex exchange/ Banking Science
Eurex Trading Game Competition 2012
Prizes of up to £5,000 available
1pm-4pm Wednesday 1st February 2012 at UCL, Roberts 309 LT,
Roberts Building, Malet Place, London, WC1E 6PJ http://crf.casa.ucl.ac.uk
UCL’s Banking Science initiative, in association with and sponsored by Eurex – Europe’s leading derivatives exchange, are organising a human trading competition. For information on Eurex please see: http://www.eurexchange.com/index.html
Our intention is to provide students with practical experience of trading derivatives.
The Competition:
The competition involves manual trading across a set of pre-specified derivative securities listed on the Eurex exchange, starting with € 20 million of virtual money. Additionally, each participant would be allotted a € 100 million position, pre-invested in Euro Stoxx 600 index at the start of the game. Participants will be expected to hedge their exposure in this position.
The trading process will be facilitated through ATRADE’s graphical interface where participants will be able to access Eurex data feeds and make, amend or cancel orders, view their trading history and track their P&L. Additionally, the Eurex website provides a host of data, analytics, charts and market news feeds which participants can use to guide their trading.
For registration and enquiries: Email Yonita Carter, UCL: y.carter@cs.ucl.ac.uk
ATRADE (Algorithmic Trading & Risk Analytics Development Environment) is an enterprise-size system for financial data analytics, risk evaluation and trading.
Created originally at the Department of Computer Science, University College London http://www.financialcomputing.org/ is now widely used by leading academic and industry institutions interested in financial engineering.
ATRADE forms a core of the FRACTAL (Financial Risk Analytics Computing Threats Across Localities) system and fuels technological infrastructure of the Financial Wind Tunnel initiative.