FRE 517 (1.5) Futures Trading in Agricultural Commodities
Since 2014, MFRE has been sending graduate teams to represent UBC at CME Group’s annual trading challenge. The scope of the trading challenge is much broader than just agricultural commodities, and participation in the competition gives graduates valuable insight into the linkages between various markets and contracts.
2017 Class Calendar
Note: Class on Family day (13th feb) will be rescheduled
Update: Classroom is at MCML 260, not Forestry
Link to the annual CMEGroup Trading Challenge
Lectures and Notes on Futures
Other Resources:
Interview with Jack Schwager: Author of Market Wizards
Past results and competition statistics:
| 2014 | 2015 | 2016 | |
| Prelim Round | |||
| Number of Teams | 390 | 503 | 468 |
| Prelim Round cutoff | $123,480 | $140,578 | $133,405 |
| Final Round | |||
| Number of Teams | 39 | 50 | 50 |
| 1st Team | $404,653 | $534,673 | $500,019 |
| 4th Team | $354,770 | $458,655 | $326,614 |
| Winning Teams’ position in Prelim | |||
| 1 | 4 | 31 | 22 |
| 2 | 7 | 3 | 44 |
| 3 | 25 | 27 | 14 |
| 4 | 39 | 17 | 31 |
| UBC Teams Results (prelim round) | 2014 | 2015 | 2016 |
| Grad Team 1 | $107,783 | $93,065 | $93,043 |
| Grad Team 2 | $75,550 | $124,843 | $72,328 |
| Grad Team 3 | $66,178 | ||
| Undergrad Team 1 | $112,708 | ||
| Undergrad Team 2 | $104,598 |
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