Special Seminar (Rotman)

Teachers

Included in study programs

Teaching results

Knowledge and competences:
The cases solved during the module represent various scenarios for risks and opportunities with a focus on specific investment, portfolio or risk management objectives. Students will be challenged to handle a wide range of market environments. Module provides the skill enhancement and competition spirit. It is an integral part of the practical preparation of future participations in European and international trading competition organized by Luiss Guido Carli in Italy (RETC) and by University of Toronto in Canada (RITC). The participations of Slovak student team under the leadership of assoc. prof. Ing. J. Kotlebova, PhD. date from 2016. The module will test each student’s ability to understand sophisticated market dynamics and optimally perform his/her role, while stressing teamwork and communication.
Skills:
Students will demonstrate the ability to work in team, to select and to use appropriate techniques and research methods, will be able to collect, to select and to analyze data, to take critical stance towards own results, to formulate understandable and compelling presentations of own results, to demonstrate creativity and intellectual curiosity.

Indicative content

1. Instructions for students, teams creation, determination of tasks
2. Trading of index futurity at trading floor with RITC index I.
3. British Petroleum Commodities case – distribution of roles - producer, refiner and 2 traders
4. British Petroleum Commodities case –electronical trading
5. Electricity Trading Case – distribution of roles - producer, refiner and 2 traders
6. Electricity Trading Case – electronical trading
7. Liquidity Risk Case – explanation of ETF logics in trading
8. Liquidity Risk Case – trading on platform
9. Matlab Volatility Case – distribution of roles in option trading
10. Matlab Volatility Case – electronical trading
11. Algorithmic Trading Case - proposals for optimalization
12. Trading on pit with RITC index II.
13. Final assessment

Support literature

1. Rotman International Trading Competition – Case Package – yearly updated
2. Rotman European Trading Competition – Case Package – biannually updated
3. HULL, J. (2017). Options, Futures and Other Derivatives. 10th Edition, Pearson
4. FABOZZI, F. (2014). Bond Markets, Analysis and Strategies, 9th Edition, Pearson
5. KLEINMAN, G. (2013). Trading Commodities and Financial Futures, 4th Edition, Ft Pr

Requirements to complete the course

25 % presentations
75 % trading activity and trading results

Student workload

- seminars 26 hours
- presentations 13 hours
- preparation for trding 39 hours

Date of approval: 09.02.2023

Date of the latest change: 28.12.2021