Saudi Arabia Algo Trading Challenge 2025

Juding Criteria

Judging panel criteria comprises team performance (30%), trading strategy (30%), and presentation (10%), plus the risk-adjusted return (30%) as computed by our back-test system.

A qualified algorithm must satisfy the following:

• Monthly negative return less than 4%
• Portfolio stop loss no more than 8%

(A) Best Return

A good return is the primary goal of every algo trading strategy. Our state-of-the-art trading system will back-test the trading strategies of Finale teams to ascertain outcomes. The team with the highest out-sample 1-year forward test and 2-month live paper trading return will win this award.

(B) Best Sharpe

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.

(C) Best Strategy Design

Recognises Finale participants' knowledge and skills in developing the best algo trading strategy that demonstrated the following:

• Trading Strategy Logic: reasonable return, manageable risk, stability and predictability;
• Creativity: innovative use of statistical models, parameters, forecasting methodology or interpretation of data and novel ideas based on existing theory and models; and
• Execution Potential: a realistic strategy and full consideration of factors including capital, trading time, market impact and risk management.

Awards

There are 6 portfolio streams. For each stream, 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:

Rules & Regulations

1. The Challenge is open to public.
2. Each individual contestant is only allowed to be in one team.
3. Each team must elect one representative to liaise with the organizers.
4. All entries must be the original work of the contestant team. Any form of plagiarism is prohibited and the contestant team will be disqualified from the Challenge.
5. Each individual contestant is required to sign a Non-Disclosure Agreement with the organizers.
6. Finalists must present valid ID cards and provide a copy for verification.
7. The judging panel’s decision of the Challenge results is final. The organizers reserve the right to the final decision in all other areas.
8. An online briefing session will be arranged during registration period to answer any inquiries about the Challenge.

FAQ