Trading Strategies Simulation

In the simulation, participants will:

• Study simulated company profiles, economic data feeds, and real-time price charts.

• Develop discrete trading theses and test them against historical simulated data.

• Place market, limit, and stop orders across multiple asset classes.

• Actively monitor portfolio exposure, set stop-losses, and adjust positions in response to market moves.

• Compete against other teams on leaderboards, adapting strategies to evolving market regimes.

• Defend their strategy's rationale and risk-adjusted returns in a final debrief.

• Design and articulate a structured trading strategy with clear entry and exit rules.

• Execute trades effectively using various order types within a simulated market.

• Apply core risk management techniques to protect capital and manage portfolio drawdowns.

• Calculate and interpret key performance metrics to evaluate the success of a strategy.

• Explain how behavioral biases can impact trading decisions and develop discipline to mitigate them.

• Analyze how scheduled news and unscheduled events drive market volatility and price action.

• Demonstrate the ability to adapt a trading approach in response to changing market conditions.

1. Team Formation and Capital Allocation Participants are grouped into trading desks and granted virtual capital.

** 2. Market Introduction** They access the trading platform, featuring live, simulated tickers, news feeds, and advanced charting tools.

3. Strategy Phase Teams research, develop, and optionally backtest their core strategy before the live session.

4. Live Trading Rounds The simulation runs in real-time across multiple "days" or "weeks," compressed into a workshop session. Economic reports are released, and markets move.

5. Active Management and Monitoring Teams trade actively, monitor their evolving P&L dashboard, and adjust tactics.

6. Performance Review and Debrief The session concludes with a ranking based on risk-adjusted returns, followed by an instructor-led debrief analyzing winning strategies and key learning moments.

• What prior finance knowledge is needed for this simulation? While beneficial, advanced knowledge is not required. The simulation is designed for MBA students, finance undergraduates, and professionals seeking practical application. Core concepts are introduced through preparatory materials.

• What makes this simulation different from a stock market game? Unlike simple stock games, our simulation emphasizes structured strategy development, rigorous risk management, and the impact of economic catalysts. It focuses on the process and discipline of professional trading, not just picking stocks.

• Can participants practice algorithmic trading in this simulation? Yes, the simulation introduces algorithmic concepts. Participants define strict, rule-based strategies that can be executed manually, mirroring the logic of an algorithmic system. Some versions offer basic scriptable interfaces.

• How is risk management incorporated into the trading simulation? Risk management is central. Participants face penalties for excessive drawdowns, must manage position sizes, and are evaluated on risk-adjusted metrics like the Sharpe Ratio, not just raw returns.

• Is this simulation suitable for corporate training programs? Absolutely. It is highly effective for training programs at banks, asset managers, and fintech companies to sharpen the analytical and decision-making skills of analysts, associates, and junior portfolio managers.

• What software or downloads are required to run the simulation? The simulation is 100% web-based. Participants only need a modern internet browser (Chrome, Safari, Edge) on a laptop or desktop computer. No downloads or installations are necessary.

• How long does a typical Trading Strategies Simulation session last? Sessions are flexible. A comprehensive experience typically runs 4-8 hours, which can be delivered in a single day or across multiple workshops. Shorter 2-hour introductory versions are also available.

• Ranking based on the Sharpe Ratio and overall return relative to maximum drawdown.

• Quality of the pre-trade strategy outline and the final defense of decisions, including adaptation to market events.

• Adherence to stated risk limits and quality of entries in a trading journal documenting rationale for key decisions.

• Team-based assessment of individual contribution to research, analysis, and trading execution.