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.
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
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
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
• Stress test and risk management
• Team biography
Judges will select winners in each of these categories:
• Best Return
• Best Sharpe
• Best Strategy Design
Finale: 10 Mar 2024