Stock trading algorithm for the Rotman Interactive Client (RIT) API for real-time trading
The Algorithmic Trading Case is designed to challenge participants’ programming skills as they are required to develop algorithms using RIT API to automate the market-making process and react to changing market conditions. Throughout the case, these algorithms will submit orders to profit from market-making and from any arbitrage opportunities that may arise. Due to the high-frequency nature of the case, participants will have to develop algorithms to adapt to changes in market dynamics.
More information: https://inside.rotman.utoronto.ca/financelab/rotc/