About the Challenge

Welcome to Algo Trading Challenge 2023/24.

Code your trading algorithms, compete in live financial market, and pitch to make a name for yourself! Gain professional industry knowledge and practical skills to prepare yourself as the next-gen algo-trading professional.

This Challenge is open to public. Create teams of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 31 Oct 2023.



ideate

1st Round: Code

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


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

Submission deadline: 31 Dec 2023


test

2nd Round: Compete

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


Live paper trading will last for 2 months from 2-Jan-2024 to 29-Feb-2024


Completion: 29 Feb 2024


compete

Final Round: Pitch

Teams will present trading plan to judges in a 5-minute pitch session in Finale


The trading plan is a ppt less than 15 slides consisting of:

  • Executive summary
  • Trading idea description
  • Implementation detail
  • Risk Management
  • Team biography

Judges will select winners in each of these categories:

  • Best Sharpe
  • Best Market Return
  • Best Strategy Design

Finale: 10 Mar 2024


Judging Criteria

Registration

Form a team of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 31 Oct 2023.

Application is closed.


Resources

The dataset provided includes the historical trading records of Korean equity market in past years. Kindly note that the 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

  • Korean Large Cap
  • ETF

Datasets

Provide access to required historical data for model development and testing

  • Market data
  • News
  • Economic Statistics

System

Access to our back-testing engine, cloud simulation environment and relevant technical documents

OpenAI GPT4 embeded in engine to copilot and assist your coding


Leaderboard

Winners to be announced in finale!

Parties

Event Sponsors:

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Supporting Organizations:


Participating Universities:

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Media Partners:

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Co-organisers:

Media Coverage

알고봇, 알고진·알고 챌린지 협회와 공동으로 알고리즘 트레이딩 대회 열어, 아시아경제, Oct 13, 2023

홍콩 기반 핀테크 스타트업 알고봇(AlgoBot), 알고진(Algogene), 그리고 비영리 단체인 알고 챌린지 협회(Algo Challenge Association)가 글로벌 알고리즘 트레이딩 대회를 주최한다고 밝혔다. 해당 대회는 한국 증시 및 크립토 시장을 중점으로 하며, 신청 마감일은 오는 31일까지다 ...

알고봇·알고진·알고 챌린지 협회, ‘글로벌 알고리즘 트레이딩 챌린지’ 공동 주관, ITBizNews, Oct 13, 2023

글로벌 알고리즘 트레이딩 분야 선도기업 알고봇(AlgoBot)이 자매회사인 알고진(Algogene), 알고 챌린지 협회(Algo Challenge Association)와 함께 한국 증시 및 크립토 시장을 대상으로 알고리즘 트레이딩 대회를 개최한다. ...

2023/24 글로벌 알고리즘 트레이딩 챌린지, 31일 참가 신청 마감, 내외경제TV, Oct 13, 2023

2023/24 글로벌 알고리즘 트레이딩 챌린지가 오는 31일 참가 신청이 마감된다 ...

알고봇, '글로벌 알고리즘 트레이딩 대회' 개최, 굿모닝경제, Oct 17, 2023

글로벌 알고리즘 트레이딩 분야 선도기업인 알고봇(AlgoBot)이 알고진(Algogene), 알고 챌린지 협회(Algo Challenge Association)와 함께 한국에서 ‘글로벌 알고리즘 트레이딩 대회’를 개최한다고 17일 밝혔다...

알고봇, 한국서 ‘글로벌 알고리즘 트레이딩 대회’ 개최, 대한금융신문, Oct 17, 2023

홍콩의 핀테크 스타트업 알고봇(AlgoBot)이 자매회사인 알고진(Algogene), 알고 챌린지 협회(Algo Challenge Association)와 함께 한국 증시 및 크립토 시장을 중심으로 알고리즘 트레이딩 대회를 주최한다 ...