Welcome to Algo Crypto Trading Challenge 2022 (Global).
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 17 Jul 2022.
Registered teams of 1-4 members will prepare a ppt less than 15 slides consisting of:
Coding is not required in this round
Submission deadline: 21 Aug 2022
Result announced: 31 Aug 2022
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: 23 Oct 2022
Result announced: 31 Oct 2022
Each team need to compete in out-sample forward test and live paper trading
Live paper trading will last for 2 months from 1-Nov-2022 to 31-Dec-2022
Teams will present trading plan to judges in a 5-minute pitch session on final day
Judges will select winners in each of these categories:
Final Day: 8 Jan 2023
Date | Event |
17 Jul 2022 | Deadline of Registration |
21 Aug 2022 | Deadline of 1st Round: Idea and Strategy Proposal Submission |
31 Aug 2022 | Announcement of 1st Round Winners |
23 Oct 2022 | Deadline 2nd Round: Back-testing Completed and Code submission |
31 Oct 2022 | Announcement of 2nd Round Winners |
31 Dec 2022 | 2-month Live Paper Trading Completed |
8 Jan 2022 | Final Day and Award Ceremony |
Judging panel criteria comprises team performance (30%), trading strategy (30%), and presentation (10%), plus the risk-adjusted return (30%) as computed by the ALGOGENE back-test system.
A good return is the primary goal of every algo trading strategy. ALGOGENE's state-of-the-art trading system will back-test the trading strategies of Finale teams to ascertain outcomes. The team with the highest return in one year will win this award.
A good strategy does not only need to be profitable, but it is also important to take care of the risk taking. The team with the highest Sharpe will win this award.
Recognises Finale participants' knowledge and skills in developing the best algo trading strategy that demonstrated the following:
There are 3 award categories: (A) Best Sharpe (B) Best Market Return (C) Best Strategy Design.
The winning team from each category will be entitled to:
All prize winners will receive a participation certificate
All prize winners will get 1-year free subscription of ALGOGENE's back-testing platform
All prize winners will have a chance to get their algo minted as NFTs in Opensea
All prize winners may have a chance to have internship / full-time employment from the Organisers
All prize winners will connect with algo fund managers and industrial professionals in Algo Challenge Association (ACA)
Q: If a person is in overseas, can he still join the competition?
A: As this contest will take place via online, overseas participants are still able to join the contest. The Final Day will be conducted on Zoom.
Form a team of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 17 Jul 2022.
Application is closed.
The dataset provided includes the tick level bid-ask updates, and covers data from normal trading days from Jan 2016 to Dec 2021. 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.
Provide access to required historical data for model development and testing
Access to ALGOGENE's back-testing engine, cloud simulation environment and relevant technical documents
The final result of the Algo Crypto Trading Challenge 2022 (Global) comes out! Congratulation to all winning teams!
Best Return: live trading period 01/11/2022-31/12/2022
Best Sharpe: 1-year out-sample forward test 1/11/2021 - 30/10/2021
Rank | Team | Best Return |
1 | Rize | 25.10% |
2 | InvinExecution | 12.62% |
3 | Boffins | 9.43% |
Rank | Team | Best Sharpe |
1 | InvinExecution | 3.29 |
2 | Boffins | 1.90 |
3 | SuperTraders | 1.55 |
Rank | Team | Best Strategy Design |
1 | Rize | Vector Autoregressive Model for On-chain Momentum with long short action based on average true range and relative strength index. |
2 | Crazy Coin | Crypto market index trend following strategy with long short action based on moving average convergence divergence and stochastic oscillator. |
3 | InvinExecution | Pricing strategy based on the technical analyze of Moving Average Convergence-Divergence Indicator and Chande Momentum Oscillator together with the help of other statistical tools, historical news data, and Google top search result. |
全球虛幣算法交易賽開鑼, 信報 StartupBeat 創科鬥室, Jun 28, 2022 由微軟(Microsoft)贊助,投資推廣署(InvestHK)、香港應用科技研究院(ASTRI)等支持,演算交易協會(ACA)等聯合舉辦的第四屆國際虛幣算法交易挑戰賽(全球)(Algo Crypto Trading Challenge 2022 Global)即日起接受報名,旨在發掘及培育交易算法人才,並提供平台讓參賽者展示才能。 ... |
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The finale of Algo Crypto Trading Challenge 2022 (Global), Jan 8, 2023 Join us live on 8 Jan, 2pm (HKT) to witness the global champion strategy! |