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Tulane Energy Trading Competition 2009
The Remote Round of the trading competition was based on risk-adjusted profit and loss (PnL), using the Ulcer Index (click here for more information). Results include both the unadjusted PnL for each day, as well as the risk-adjusted PnL including the Ulcer Index. Any penalties received that day are accounted for in the adjusted PnL.
Please note that the values generated from applying the Ulcer Index will be used only for ranking purposes, not determining your credit availability.In addition, the value of the Ulcer Index and the adjusted PnL increases as more data points are included in the results period alloted for this competition. Penalties are as follows:
- Each team is required to make a minimum of 5 trades per day. The definition of a trade is provided on the website. The team is penalized $1,000 for each trade not executed under this minimum.
- Trading outside of the instructed hours and/or contracts results in an asymmetric penalty. The penalty is a 15% loss of the outstanding position. If the team has profited from the trade, all profits are voided and the penalty is enacted. If the team has lost on the trade, the penalty is added on to the losses.
Daily Result Summary Schedules:
- October 12th Results click here
- October 13th Results click here
- October 14th Results click here (Revised: 10/15 8:30am)
- October 15th Results click here
- October 16th Results click here
- October 19th Results click here
- October 20th Results click here
- October 21st Results click here
- October 22nd Results click here
- October 23rd Results (End of Remote Round Results) click here
More details on Remote Round Results:
- Chart of Rankings - click here
- Detailed Team Results with Ulcer Index Chart - click here
Participating Schools
21 Teams made up of 84 students from 13 schools participated in the 2009 Remote Round. We would like to thank all those who participated.
For more information, please email trading@tulane.edu with requests for additional details.
Last Updated 10/26/09
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