Starting with the 2017 edition of the HT we will use Groupme as a real-time communication channel for the tournament. Stay tuned.
- rerun at 6pm Same rules as below.
- rerun at 5pm. Same rules as below.
- rerun at 10am. Same rules as below.
- rerun at 2:00pm on Alpha (there was a 2:45 on Thu, but was canceled as nobody confirmed)
- Rules: 1. The rerun will use the same parameters, but different prices; 2. The winners of the Tournament are the best placed teams in the April 28th run. So, you cannot “win” the tournament, no matter what your results. However, you can improve your grades; 3.You could do worse than you did on the 28th. I will use the rerun to assess your performance (i.e., not the better of the two). I will calculate your average TE% in the rerun and compare it with the average TE%s of the rest of the class on the 28th. You might move up or down in the rankings from your current position. Best of luck!
- Results on the big screen starting from the second Sunday (you need two points to show a line). Feel free to use the software and zoom in, select teams etc...
- IT IS ON! Welcome to the Tournament!
- about 7:00pm Pizza WHedge Party
- 5:30pm sharp: the 17th McIntire Hedge Tournament begins on Alpha.
- 5:15 Alpha is stopped. Cleaning and initializing.
- From 5:00pm to 5:30pm: time to set up in the labs.
- Alpha run @ 3:55pm
- The Software Clinic is closed. Please let me work at the tournament.
- Alpha run @12:40pm
- Beta refresh at 12:00 new data that will not break the maxmargins. Better for simulations. Work on beta until Alpha starts,
- Alpha run @9am
- Whedge of Pizza party at 7pm: email me if you have dietary restrictions.
- Recommendation Patch released
- Alpha run @2:10am (yes, am)
- at about 1:45 am I will refresh beta with new prices to avoid over fitting to a specific dataset.
- Note: if you are using two computers at the same time during the tournament, make sure that only one is sending transactions to avoid duplications. If you have scheduled transactions turn them off (comment out) in the secondary computer, or they will be executed even in a computer that is synching (not auto hedging).
- Alpha run @11pm
- Alpha run @8pm: Run was interrupted at 9pm. Will restart at 9:15 and go on until approx. 10:45. Then it will stop to start the scheduled 11pm run.
- Alpha run @5pm
- Alpha run @2pm. This run broke the max margins. The shorts in IP grew out of control to over $40mil.
- Added some extra software clinic slots for tonight
- Alpha run @10:50am
- Alpha run @7:30am
- Before the beginning of all tournament runs Athens cleans the DB (including your team tables) and then begins a countdown to the startime. During that period there are no prices available, so no transactions are possible.
- Alpha run @8pm; @12:30am
- New evening Software clinic time slots added for today
- Alpha run @8:00am, @3:15pm, @12:20pm
- Accounting controls patch v.2 released.
- Alpha run @1:40pm, @5:45pm, @midnight.
- All parameters, including Vols and IPs, are in final release. This means that I will not further change them (unless I find a flaw).
- On Tourney day there will be a PIZZA PARTY at about 7pm (yes, during the tournament - cool huh? Have your automated system do the final for you, eat pizza, and win an A+ all at the same time...).
- The actual tournament will start at 5:30pm. There are classes in the labs until 5pm. This will give you time to set up.
- Accounting controls patch released.
- Alpha run @10am; 3:30pm; 6:30pm
- Some cleaning up of the databases in the morning, will be over at 10am.
- CalcMargin patch released.
- Note: Athens' clock and your machine clock might be slightly off. This is normal.
4/23: Alpha run @2pm. Note that before each run I empty the database, which will remain empty until the start of the tournament.
4/22: Alpha run @10am
4/21: Alpha run @9:45am - sorry for the delay! Alpha run @ 3pm; Alpha run @11pm.
Note on the 3pm Alpha run. This was an anomalous run. Just out of coincidence the IPs grew a lot during the run, which broke the MaxMargins. This was independent of your actions. Even if you stayed out of short positions altogether, the noncompliance would have happened just because of the shorts in IPs. Ignore for this run the error messages warning that you broke the margins. I will make sure that this does not happen during the actual HT. I raised temporarily the maxmargins to $35mil.
4/20: Alpha run @3pm; Alpha run @11pm
4/19: New timeslots outside my door. Alpha run @7pm. Participate in runs to get error messages from Athens!
4/18: Beta refresh at 10:10pm; Alpha run @10:35pm
4/16: Beta run @11:45am and 3:00pm
4/15: Beta run @9:00am. Alpha and Beta have final volatilities, RoRs and betas. IPs are still being tweaked
4/13: Alpha run @4:05pm. Everybody is free to join in at any time. Alpha has final volatilities, RoRs and betas. IPs are still being tweaked
4/12: Beta is now loaded with the new tickers and a realistic IP table.
4/10: Alpha is now loaded with the new tickers and a simplified IP table to facilitate testing.