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Updated on : 10 April 2017



Prize Giving Ceremony

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About the NUS Quant Challenge



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The NUS Quant Challenge is a two-week competition held from 25 March to 8 April 2017. The event will start with a live, hands-on training session conducted at NUS’s campus.

The objective of the challenge is to create high-performing algorithms for stock-price movement prediction.

During the competition, participants will have an opportunity to develop alphas (or mathematical predictive models) using WebSim.









Alpha Submission

Alphas created prior to 11:59:59 pm on 8 April 2017 (SGT) will be considered for scoring in the NUS Quant Challenge

Scoring will continue through 22 April 2017 to allow sufficient time for OS (out-of-sample) testing. This OS testing can provide on-going score changes for alphas that pass the initial criteria and are submitted



Prizes


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This is a team-based competition. Winning teams may be eligible for cash prizes.

  • Winning team : $5,000
  • Second place team : $2,500
  • Third place team : $1,250

Performance is determined by NUS based on your score attainment in the WebSim environment, which takes several factors into consideration including PnL, Sharpe ratio and turnover, among other criteria.




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