Quant Trading Competition in Python mit $2.25M Investments

Quant Trading Competition in Python mit $2.25M Investments

Postby Quantiacs » Thu Dec 03, 2015 1:39 am

External challenge (got the ok from mod micseydel)

Make money with writing quantitative algorithms. Write a quant trading algo in Python and submit before 2016. The best three algos get investments of$2.25M.
You pocket 10% of the profits.

We provide a free and open-source toolbox in Python. It comes with 25 years of financial data for your backtests. The rules in a nutshell: The Sharpe Ratio of you backtest is your first score.
Once you upload you system to our platform we start to simulate it on live data for three months. The Sharpe Ratio of this live simulation is your second score. Your final score is the loser of both Sharpe Ratios.

You can find all details & the rules here: http://quantiacs.com/q4
Last edited by micseydel on Thu Dec 03, 2015 1:59 am, edited 1 time in total.
Reason: First post lock. (Given that this challenge is Python-based and offers a reward, I thought it would be alright; PM me if you disagree.)
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