I use the N Murray Edwards Trading and Finance Lab to support enhancements to the Haskayne Finance program related to trading. I work on these projects with our Trading Lab Coordinator, George Hart.
In February 2018, our Haskayne Team placed First out of 52 teams at the Rotman International Trading Competition (RITC). Although our team only had undergraduate students, most of the teams consisted of graduate students. Indeed, 19 of the teams were from specialist masters programs in finance with names like "Masters of Financial Engineering" and "Masters of Quantitative Finance".
In 2017, our Team Placed 2nd. Since the sequence to this point was placements of 5, 4, 3 and now 2, there were high expecations for 2018!
In 2016, our Haskayne Team placed 3rd out of 52 teams in the Rotman Interneational Trading Competition (RITC). We beat all 18 Canadian teams, as well as teams from strong schools, such as MIT, Carnegie Mellon, Princetion, Columbia, New York University, Duke, Chicago and Berkeley.
In 2015 our Haskayne Team Gold placed 4th and the all-rookie Team Red placed 10th, out of 40 teams. I'm very proude of them.
Our 2014 team placed 5th out of 52 teams, beating teams from MIT, Princeton, Cornell, Duke, Stanford and Berkeley, as well as Waterloo, Toronto and the University of Alberta. That same link has photos for the 2013 team and results for 2012-2016.
BP Canada Trading Competition, will be held for all University of Calgary students on Saturday September 29, 2018.
We also organizied the Western Invitational Trading Challenge (WITC) on November 17-18, 2017. Teams from Western Canadian schools that have Rotman RIT licences are invited. We entered 19 students and the University of Alberta sent a team of 8 students.
The Trading Lab is a premium facility for working on projects that use financial data or involve trading simulations. It is not for general use, so access is restricted to students who demonstrate a need to use lab facilities.
The equipment in the Lab is expensive and it can be damaged by students drinking and eating in the lab. The simple rule is: Don't eat or drink in the Lab.
We have an online application form for using the lab to emphasize that University personnel can examine access logs for the Lab and the Lab computers to determine the cause of damage to lab facilities from misuse and that this can result in loss of Lab access privileges or discipline such as under the Non-Academic Misconduct Policy.
Trading and Market Data Management FNCE 449 for Haskayne Finance Undergrads, although I will accept MBA students in a directed study. It was offered in the January Block Week of 2018. I plan to offer the course again in January 2019. The application process wil commence in June 2018, after students have had a chance to get their transcripts for Winter and Spring 2018 grades.
I have extended the application deadline because the course isn't offered until January 2019. Students will be accepted according on a first-come first-served basis that is described on my FNCE 449 website.
I do a variety of consulting, including expert testimony and management consulting. Recent projects have included valuation of union merger gains and losses under various seniority rules, valuation of illiquid (restricted) stock holdings, real options analysis and valuation of spark spreads, real options analysis and valuation of mine development strategies, and valuation of liquidated damages on a long-term gas purchase contract (including Kalman filter analysis of forward curves). Contact me or call my office at +1 403 220-7165 for details.
I'm an amateur photographer. I particularly like the challenge of bird photography, but I also shoot scenery, cityscapes and candid people. I am currently reconfiguring my photography website and will post a link here when it is finished.
I'm a past president of PLAN Calgary, also known as The RoadAhead Society of Calgary, which helps people with developmental disabilities and their families work out a plan for living without the support of parents.
Some interesting Science Fair work in astronomy was done by my son, Jonathan Sick, when in Junior and Senior High School. He graduated in astrophysics from Rice in 2008, after working two summers at the Space Telescope Science Insitute in Baltimore. He just defended his PhD in astrophysics at Queen's. While finishing his PhD, he is a software engineer for the Large Scale Synoptic Telescope (LSST), which is being built in Chile.