About the Challenge

Joint-University Algo FX Trading Challenge 2021 (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 18 Oct 2021.


1st Round: Ideate

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

  • Executive summary
  • Trading idea description/logic
  • Team biography
  • Trading algorithm code

Coding is not required in this round

Submission deadline: 20 Nov 2021

Result announced: 30 Nov 2021


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: 20 Jan 2022

Result announced: 31 Jan 2022


Final Round: Compete

Each team need to compete in out-sample forward test and live paper trading

Live paper trading will last for 2 months from 1-Feb-2022 to 31-Mar-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:

  • Best Sharpe
  • Best Market Return
  • Best Strategy Design

Final Day: 3 Apr 2022

Judging Criteria


Form a team of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 18 Oct 2021.

Application is closed.


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


Provide access to required historical data for model development and testing

  • Market data
  • News
  • Economic Statistics


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



Participating Universities:

Supporting Organizations:

Event Sponsors:

Media Partners: