Joint University Algo FX Trading Challenge 2021

Deadline: 18 Oct 2021 (Closed)

Location: Online

To: All UG students

You are cordially invited to participate in the Joint University Algo FX Trading Challenge 2021 organized by the Algo Challenge Association

About the Competition

This Challenge is a joint-university algorithmic trading competition for university students in Hong Kong. The aim is to identify and nurture algo talents and advance development of Fintech industry in Hong Kong. University students can take this opportunity to enrich their educational experience in algo-trading and to acquire the skill set necessary for this fast-growing market segment. This Challenge will focus on Hong Kong Equity Market including stocks, futures, and options. All undergraduate and postgraduate students from any faculty at participating universities are eligible.

Timeline of the Challenge

18 Oct 2021 Deadline of Registration
20 Nov 2021 Deadline of 1st Round: Idea and Strategy Proposal Submission
30 Nov 2021 Announcement of 1st Round Winners
20 Jan 2022 Deadline 2nd Round: Back-testing Completed and Code Submission
31 Jan 2022 Announcement of 2nd Round Winners
31 Mar 2022 2-month Live Paper Trading Completed
3 Apr 2022 Final Day and Award Ceremony

Stages of the Challenge

1st Round: Ideate

2nd Round: Test

Final Round: Compete

Registered teams of 1-4 students will prepare a trading proposal consisting of:

Executive summary
Trading idea description
Trading logic
Implementation detail
Team biography

Coding is not required in this round
Submission deadline: 20 Nov 2021
Result announced: 30 Nov 2021

Teams will code their trading algorithm and test on ALGOGENE's back-testing engine, then submit the code
Judges will backtest trading algorithms for return, volatility, robustness and practicality to select advancing teams

Submission deadline: 20 Jan 2022

Result announced: 31 Jan 2022

Each team need to compete in out-sample forward test and live paper trading
Live paper trading will last for 2 months from 1-Feb-2022 to 31-Mar-2022
Teams will present trading plan to judges in a 5-minute pitch session on final day
Judges will select winners in each of these categories:
- Best Return
- Best Sharpe
- Best Strategy Design

Final Day: 3 Apr 2022

Information session

To allow the potential participants and related parties to better understand the application procedure and the corresponding obligations under the competition, the organizer will hold an online briefing session in ZOOM on Oct 3, 2021 (Sunday). Interested students please register here prior to the event:

Date: October 3, 2021 (Sunday)

Time: GMT 09:00

- Hong Kong Time 16:00

- Australia Time 18:00

- United Kingdom Time 09:00

Please visit http://algochallenge.org/globalfx2021 for further details regarding the Joint-University Algo FX Trading Challenge 2021, and interested students should register online hereon or before October 18, 2021 (Monday).

Poster

Disclaimer:

1) The School will not be responsible for any expenses incurred in the event.

2) The data collected through the online registration is solely administered by the organizer. The School shall not be held liable in the case that disputes, loss or any other situations arise.