Rotman Portfolio Management Competition

Using the Rotman Portfolio Manager platform, teams will compete to generate the highest risk-adjusted returns between Opening Day and Closing Day. The top-performing teams will present their strategies to a panel of portfolio managers and investment professionals who will present the prize.

The participating teams will manage an investment portfolio of $1 million (CAD) for approximately 2 months with securities listed and traded in actual markets, gaining hands-on experience in portfolio management. 

Competition Timeline

• Briefing Session (Hybrid event): October 1st, 2024
• Analytics Period: October 1st, 2024 – October 20th, 2024
• Portfolio Management Period: October 21st, 2024 – November 29th, 2024
• Final Report and Video Submission Period: November 30th, 2024 – December 8th, 2024 (11:59pm EST)
• Portfolio Q & A and Awards Ceremony (Hybrid event): December 11th, 2024

Location

BMO Financial Group Finance Research and Trading Lab  

Rotman School of Management , Room 290, North Building  

105 St. George St.  Toronto, ON M5S 3E6 , Canada

Qualification

• Participants must be current undergraduate or graduate students in a degree program at a university.
• More than one team per university can compete.
• Two or Three student members are required per team.
• Faculty advisors or staff members can accompany each team.
• Faculty advisors or staff members cannot compete as a team member.
• We encourage diverse and inclusive teams; each participating team should be composed of different genders

Objectives

• Construct a diversified portfolio through an analysis of the financial performance of individual equities, with the aim of achieving a higher Sharpe ratio and Alpha compared to the benchmark portfolio.
• Engage in active trading throughout the trading period by investing in multiple individual stocks. 
• Continuously assess, rebalance, and determine the positions and weights of the securities, ultimately culminating in the formation of a well-diversified portfolio by the conclusion of the trading period. 
• Upon completion of the trading period, retain in the portfolio only those securities that align with specific investment principles. 
• Provide a comprehensive explanation of the investment strategy employed to compose the final equities portfolio in the project report.  

Trading

• Participants will only be allowed to trade restricted securities listed on the U.S. and Canadian exchanges.
• Company market caps must be greater or equal to US $1B at the time of purchase.
• Exclusively individual stocks that are listed on Canadian and U.S. stock exchanges.
• Long only
• No short selling
• No ETF's or indices
• No leverage in trading