December 13th, 2013 
Daniela Lopez de Luise You are welcome to participate in the trading competition we are organising within CIFEr 2014. Please find enclosed details.
– Registration Opens – 11 December 2013
– Trading Opens – 13 January 2014
– Trading Closes – 24 February 2014
– Winners Announced – 28 February 2014
– Prizes: First – £1000, Second – £500, Third – £250
(you can participate in the competition, irrespectively of submitting a paper to the conference)
CALL FOR PARTICIPATION CIFEr 2014 Trading Competition
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CIFEr 2014 Trading Competition – http://www.ieee-cifer.org/
IEEE CIFEr, Computational Intelligence for Financial Engineering and Economics 2014 London, March 27-28, 2014 – www.ieee-cifer.org
Overview
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The CIFEr Trading Competition provides the opportunity for students and other participants to demonstrate quantitative portfolio management skills and computational intelligence techniques in a realistic but simulated trading environment. Each team will be given a basket of stocks and options, which must be held for the full duration of the tournament, and a quantity of cash, which may be used to purchase options to hedge the static portion of the portfolio.
Trading will be done through a web interface on a simulated market with stylized facts that match the real markets. Asset prices will be revealed at London close each trading day. Teams will have until the next price reveal to enter trading actions.
The objective is to come as close as possible to matching a 1% annualized return over six weeks of trading. An asymmetric and cumulative error function will be used to assess tracking performance.
Registration and Key Dates
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The competition is open to all, independent of registration for CIFEr 2014.
Prize winners, however, must agree to attend the conference banquet and competition panel session. Each individual or team may enter the competition only once.
– Registration Opens – 11 December 2013
– Trading Opens – 13 January 2014
– Trading Closes – 24 February 2014
– Winners Announced – 28 February 2014
Prizes
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The following prizes will be awarded at the CIFEr 2014 banquet:
– First Prize – £1000
– Second Prize – £500
– Third Prize – £250
Prize winners will be invited to share their strategies, methods, and insights as part of a special panel session on the competition.
Additionally, the algorithms used to generate market data will be revealed during this session.
Acknowledgements
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– Computing infrastructure and staff support – University of Virginia
– Trading competition sponsor – Cycle Computing (http://www.cyclecomputing.
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