Investment Thesis
WIP.
- Momentum Selection
- Efficient Frontier Sampling
- Risk Hedging for Harsh Periods
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Quant League, an Open source Algorithmic Trading Competition by QuantConnect
OPEN QUANT LEAGUE
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The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
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About Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best performing strategy. Previous quarter's code is open-sourced, and competitors must adapt to survive.
competition rules
See the competition code of conduct and rules for participation in prizes.
Read Rulesprevious competitions
Browse strategies and organization entries from previous quarter's competitions.
STRATEGY
Q1 RETURN
1
Imperial College London
14.20 %
2
Triton Quantitative Trading
13.88 %
3
Stony Brook Applied Mathematics
13.19 %
4
Cardinal Trading Group
6.17 %
5
Rutgers University
3.66 %
6
Hong Kong University of Science & Technology
1.60 %
7
University of the District of Columbia
0.82 %
8
Hult International Business School
-0.50 %
9
University of Texas
-0.27 %
10
QuantSC
-0.32 %
11
King's College Computational Finance
-1.26 %
12
Santa Clara Quant
-1.80 %
13
Cornell University
-2.70 %
14
McMaster University
-3.59 %
15
BITS Pilani
-4.03 %
16
Lake Forest College
-4.48 %
17
Zero Hedge Huskies
-7.34 %
18
Frankfurt School of Finance & Management
-10.93 %
19
QUARCC
-12.74 %
20
RIT Tigers
-12.81 %
21
The Quant Club IIT BHU
-16.16 %
22
Chinese University of Hong Kong
-17.30 %
23
Trinity SMF Quant Trading
-18.03 %
24
NYU Quantitative Finance Society
-19.86 %
25
Odd Lots Trading Club
-21.94 %
26
North Carolina State University
-28.95 %
27
IIT Patna Finance Club
-39.06 %
28
Boston University
-90.00 %
29
University of Melbourne
-90.00 %
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Organization
Triton Quantitative Trading is a student-run organization at UC San Diego that focuses on the integration of advanced technologies and quantum information sciences to develop innovative solutions and applications in the financial industry.
Organization WebsiteTeam
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Clone124Previous Ranking
Browse strategies and organization entries from previous quarter's competitions.
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Quant League Competitions
Competition entry updated by Jerry Yang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Trevor Woods
How come your strategy equity curve isn't updating after August 2nd?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Quant League Competitions
Competition entry updated by Jerry Yang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Quant League Competitions
Competition entry updated by Jerry Yang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Quant League Competitions
Competition entry updated by Jerry Yang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Quant League Competitions
Competition entry updated by Jerry Yang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Gui Clavel
promising work, and congratulations for your excellent ranking within this tournament!
After having +cloned the project+ I unfortunately found completely different statistics.
ps: I'd not bother if rather similar (as we can get very often), but in that case it's drastically different for the same period of time in backtest.
Any possible explanation ?
Compounding Annual Return: 23.716% (from my backtest, see screenshot below) vs. 63.502% (your statistics)
Net Profit: 206.135% vs. 1092.231%
Sharpe Ratio: 0.679 vs. 1.43
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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