Rotman Portfolio Management Competition
October–December 2024
As a competitor in the 2024 Rotman Portfolio Management Competition (RPMC), I engaged in a two-phase challenge that tested my skills in market analytics and portfolio management.
- Phase 1: Market Analytics – Conducted in-depth quantitative analysis of historical equity data, developing an investment strategy grounded in financial theory and empirical research.
- Phase 2: Portfolio Management – Managed a $1 million CAD simulated portfolio using the Rotman Portfolio Manager platform, applying our analytical findings to optimize risk-adjusted returns.
- Active Trading & Risk Management – Implemented real-time trading strategies, continuously rebalancing the portfolio to maximize the Sharpe ratio and alpha while ensuring sector diversification.
Results & Takeaways
- Our approach blended fundamental analysis with discretionary decision-making, allowing flexibility in market shifts.
- The top-down strategy provided a structured framework for stock selection and risk management.
- The experience enhanced our portfolio construction, valuation, and active management skills, preparing us for real-world asset management challenges.
