About the Challenge

Welcome to the Algo Trading Challenge 2021 (Singapore).

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 20 Jun 2021.


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/logic
  • Team biography
  • Trading algorithm code

Trading algorithms are coded and tested on ALGOGENE’s back-testing engine before submission


Submission deadline: 20 Aug 2021


test

2nd Round: Test

Each team will submit one set of API key from an IG live account for live test


Algorithm will start to run in live market from 1-Sep-2021 2pm to 30-Sep-2021 2pm


12 outstanding teams will be selected to participate in the final round to fight for Best Sharpe and Best Strategy Design


Result announced: 1 Oct 2021


compete

Final Round: Compete

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


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 Sharpe
  • Best Live Return
  • Best Strategy Design

Submission deadline: 23 Oct 2021


Judging Criteria

Registration

Form a team of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 20 Jun 2021.

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

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:

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Event Sponsors:

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Media Partners:

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Co-organisers: