About the Challenge

Welcome to the Joint-University Algo Trading Challenge 2020/21.

Ideate your trading algorithms, test on a robust back-testing platform, and compete to make a name for yourself!

Gain professional industry knowledge and practical skills to prepare yourself as the next-gen algo-trading professional. All undergraduate and postgraduate students from any faculty at participating universities are eligible.

Create teams of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 18 Oct 2020.


Eligibility:

All undergraduate and postgraduate students from any faculty at participating universities are eligible.



ideate

1st Round: Ideate

Registered teams of 1-4 students will prepare a trading proposal consisting of:

  • Executive summary
  • Trading idea description
  • Trading logic
  • Implementation detail
  • Team biography

Coding is not required in this round


Submission deadline: 21 Nov 2020

Result announced: 30 Nov 2020


test

2nd Round: Test

Teams will code their trading algorithm and test on ALGOGENE's back-testing engine, then submit the code


Judges will backtest trading algorithms for return, volatility, robustness and practicality to select advancing teams


Submission deadline: 16 Jan 2021

Result announced: 31 Jan 2021


compete

Final Round: Compete

A new seperate set of data will be provided to test the trading algorithm of each team


Teams will present trading plan to judges in a 5-minute pitch session on event day

Judges will select winners in each of these categories:

  • Best Return
  • Best Sharpe
  • Best Strategy Design

Submission deadline: 20 Feb 2021

Result announced: TBC


Judging Criteria

Registration

Form a team of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 18 Oct 2020.

Application is closed.


Resources

The dataset provided includes the latest trading records and bid-ask updates by the hour, and covers data from normal trading hours within every trading day from Jan 2010 to Dec 2019. Kindly note that data provided is strictly for trading strategy prototyping purposes only. Final round evaluations will be carried out using a new data set with the same structure but from a different time period. Thus, over-fitting of the data set is discouraged.


Trading Products

  • Foreign Exchange CFDs
  • Commodity CFDs
  • Equity Index CFDs

Datasets

Provide access to required historical data for model development and testing

  • Market data
  • News
  • Economic Statistics

System

Access to ALGOGENE's back-testing engine, cloud simulation environment and relevant technical documents


Parties

Participating Universities:


Event Sponsors:


Asset Managers Sponsors:

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Media Partners:

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Co-organisers: