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We're excited to announce Alpha Five, our first algorithm development competition! Since we launched Alpha Streams the community have asked what institutions were looking for, and institutions have sought very specific alpha development. Finding the match was a slow, manual process. With the competition, we're aiming to bridge this gap.
Alpha Five is sponsored by an institutional client. They are providing a unifying theme to help guide community Alpha Streams development and incentivising the development with a prize. They have sponsored an award of $27,500 to see what the community can discover in the following universes of liquid ETFs:
• The Volatility Universe includes high volatility ETFs, low volatility ETFs, and products that directly follow other volatility products.
• The Precious Metals Universe includes products related to metal mining and sufficiently liquid commodities like gold, silver, and platinum.
• The Energy Universe contains products related to oil, natural gas, and clean energy.
• The Technology Universe contains funds for the most liquid technology stocks, and bear technology products.
• The US Treasury universe contains government bonds and various treasury notes vehicles of various expiry periods.
Alphas submitted should be long-only and operate on one of the universes above. They should be active each day, with a low drawdown and quick recovery time in the event of a drawdown.
Submissions open October 1st and run until the November 1st. You can apply through the normal Alpha Streams submission process by selecting the competition tag in the wizard!
Laurent Crouzet
Hi Jared.
The competition is a good way to bridge the gap between the quants and the funds: that is much appreciated!
May I ask why there are reqirements such as "Alphas submitted should be long-only"? I think that the requirement to be "long only" does not allow to hedge the portfolio as efficiently as if a long/short portfolio is allowed.
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Sean Miller
In the announcement email, you mention "daily". Is there a "daily" or greater resolution requirement? Is minute ok?
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Mykola Dobrochynskyy
Hi Jared,
great initiative, let the race begin!
Few questions by the way:
- Could the winning and/or participating Alphas be licensed by inetersted fund too?
- A Backtest Handled Error doesn't count as a Runtime Error and respecitve Alpha won't be subject to disqualification, will it be?
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Jared Broad
Morning! Glad its exciting!
Laurent Crouzet - You're right it does bias the strategy but the funds are fairly sophisticated and can handle that. Making it long only eliminates the significant borrowing costs when investing 10-100M short from a prime brokerage.
SeanBMiller any resolution of data is fine! The algorithm should be active enough to ensure the strategy is responsible for the underlying growth and that if it stops working the institution can quickly determine the "bets" aren't probabilistically accurate anymore.
Mykola Dobrochynskyy absolutely! Alphas entered can also be licensed by other funds -- and you continue to own the IP of the underlying strategy if you win. By entering you give the institution the first right to license the strategy exclusively for 3 months. This seems like a fair compromise and it takes more than 3 months to develop a good track record anyway.
Backtest handled errors are fine. We should determine why they're happening though for overall "resilence".
We're going to try and refine the alpha submission process in the next month as well to make sure we give you fast-feedback. This could be a great leap forward for QuantConnect and the community, its a big opportunity! Happy hunting!
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Mykola Dobrochynskyy
Hi Jared,
Thanks for quick answers. I've got a few more:
- Is there some way to intercept / debug a Backtest handled error?
- After a "big" 5 years test I've got a log-message "Algorithm Id:(abcdef) completed in nnnn.nn seconds at yyK data points per second. Processing total of z,zzz,zzz data points.", but the runtime monitor "hangs" at 100% though. Could I assume it as successfullly executed?
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Jared Broad
I can't say for sure Mykola without understanding the problem more. However, all normal Alpha Streams review applies so if the backtest does not complete (and upload) successfully for some reason we cannot review it. If you have algorithm specific questions shoot us a message via support.
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Mykola Dobrochynskyy
OK, thanks
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Petter Hansson
Very cool competition!
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Jared Broad
I'm hoping November 1st deadline will encourage the right style of submissions too -- it's not enough time to spend weeks optimizing and tuning a single idea, but hopefully its plenty of time to conceive, test, submit 4-5 "hypothesis-driven" ideas.
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Mark Uretsky
Gonna give it a try! :)
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Mykola Dobrochynskyy
Are there some examples / documentation how to implement CoarseSelectionFunction / FineSelectionFunction with this 5 Universes?
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HanByul P
Hi,
Thanks Jared. This competition looks interesting. My questions regarding this competition are:
1). Are the leveraged ETFs allowed to use?
2). What is the maximum leverage we are allowed to use?
3). How many algos can we submit? One each category? (totaling 5?)
4). 'Long only' strategies usually have some hedging strategies against directional risk. Are we allowed to short ETFs to hedge directional risk at particular time periods (not all the time)? If not, can we use inverse ETFs (long inverse ETFs) instead ?
5). What does exactly mean by 'daily active'? Should we trade at least once a day? or just set up to run our algos daily basis although there are not necessarily trades everyday basis?
Can you clarify about my questions? Thanks.
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HanByul P
Hi all,
Can you guys show us an example of how to add one of five universe baskets above in the algo? For example, let's say we want to use 'Energy ETF' basket for our universe with price above $10, AUM above $100M, and average daily volume above 1M. And we want them sorted by volume (or AUM), and then finally get top 20 symbols out of this process.
Can anyone show us an example? Thanks.
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Jack Simonson
Hi all,
We've just published a short post on how you can use the first of our five predefined ETF universes: Technology ETFs. The different ETF universes we will publish are fixed and must be used in the competition (i.e. you can't build your own or modify the template universes to have your submission qualify). Have a look at it for some guidance, and keep an eye out for posts with demonstration algorithms for the other four competition universes.
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Serge d'Adesky
Hi guys,
Congratulations on developing a unique attractive initiative that is sure to propel this community forward enormously.
I too have a few questions:
1) assume it is never allowed to go short. So you could not go long Gold and short Platinum, for example
2) do you allow the use of call writing, straddles, calendars and other options strategies within the given sector, in complement to the long stock positions?
3) Is there a time limit to how may parts of the day an active position must be maintained. Let me give you a ridiculous , example to clarify my concernt. Let's say I have developed the perfect pulse of the market that knows with 100% certainty that all precious metals will go down severely over the period, in a catastrophic downturn. Since I cannot use short positions, would it be permissible to only play the intermittent upticking reversals, which means being in cash most of the time but occasionally holding long positions intraday. Is there any requirement to hold long positions overnight?
4) Finally, in developing the winning criteria, do you use absolute earnings criteria, or relative onces compared to the index in question. So if tech stocks go up 150% over the 5 year period and you achieve 160% are you favored over an algo in the precious metals sector that outperforms its index, being down only 10% when the underlying sector (or etf basket) is down 40% ?
Thanks
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Jared Broad
Hey Serge!
1) Long Only -- Correct;
2) Straddles etc would not be possible with the universes provided. Please see the 5 posts here "Competition Template" that Jack made today.
3) Any holding pattern is fine. The universes are relatively liquid. As you increase your trading frequency it will reduce capacity but the judgment is heavily weighted to Sharpe Ratio.
4) Each universe is judged independently so it'll just be "benchmarked" against other peers in the universe. The common benchmark for beta calculations is the SPY.
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.
Arthur Asenheimer INVESTOR
Hi guys,
one more question, just to be sure. Do I understand correctly that we can trade the five ETF baskets mentioned in your initial post but it's not permitted to trade the single stocks/components which belong to the respective ETF?
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Jared Broad
"not permitted to trade the single stocks/components which belong to the respective ETF" - Correct. This is because the larger ETF has greater volume capacity that some of the smaller individual assets and is less susceptible to volatile swings. The underlying assets can be used as signals, as long as only trading on one universe.
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.
Kieran Flynn
Does "active each day" mean that some position turnover must occur each day, or only that the portfolio must be invested for every day of the competition?
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Jared Broad
Tough question Kieran, from the institution's point of view; they're looking for the balance between:
- Sufficient signals to determine the return is a function of the algorithm, not the underlying assets.
- Not too many signals that the strategy potential capacity is reduced.
E.g. If you tried to EmitInsights(Up) / SetHoldings(1) at 10am, and then at 11am EmitInsights(Down)/SetHoldings(0); on an asset which has $10M volume per day, the real capacity of the strategy is likely $100k-250k. Which makes the earning (and licensing) potential of the strategy much lower. The "ideal" strategy might be a maximum of 1-2 signals per asset per day; spaced out at least 3 hours. These predictive signals can then be filled over the following minutes and hours. In QuantConnect if you're making a framework Alpha Model these signals are clean predictions, but if you're using trades as implied signals it is not clear. Although it's slightly tricker I highly recommend people try to become familiar with the framework model.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.
Serge d'Adesky
I've read everything above and I'm still confused:
Are we trying to write algorithms that are limited to one sector alone, and only trade any of the selected etf's in that sector? Or can we mix and match any of the etf's in all of the sectors into the best single algo?
I believe you want the first but just want to make sure.
Thanks
Serge
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Jared Broad
Serge d'Adesky to be eligible they must only trade within one of the pre-build universes (i.e. any of the assets in a single universe above) we've created and shared on the competition landing page.
Although you could focus on a single asset, using a universe allows you to diversify a bet to multiple vehicles. E.g. if you can predict that the trade war will cause a flight to safety you can assume all of the bond markets will go up and place predictions on all of the assets. Conversely, it allows you to smooth the equity curve by shifting bets between the differences in the underlying assets.
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Hugh Todd
I understand that Alpha Streams submissions require only a universe module and alpha module. However, the contest is being judged (partially) on the sharpe ratio which is affected by the portfolio module and even the execution module. Which portfolio module and which execution module are used in Alpha Streams and the contest? Do we have control over those decisions?
Thanks.
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Jared Broad
You can control them Hugh Todd ! You can use the "classic" template examples provided in the universe-specific threads and manually emit trades as well. Keep in mind though the trade sizes will be "$-Millions" so it takes time to enter and exit the positions. Alphas which are most realistic (i.e. won't cause deep slippage by consuming all available bids) are trading only 1-2x per day.
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Hugh Todd
Thanks JaredBroad. I needed to know if there was an implied equal weighting of positions with "long" insights or if we had contol of the portfolio. As for trade duation, I understand the need for time.
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Jared Broad
You can control the portfolio. I'd recommend using the Insight weight property -- this is the final parameter on the insight creation helpers:
Insight.Price(symbol, period, InsightDirection.Down, magnitude, confidence, sourceModel, weight)Then if you wanted you can use the InsightWeightedPortfolioConstructionModel to execute according to those weights.
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.
Timothy Comisky
Hello,
Having an issue with stock data for NUGT for some reason when I use the for each loop with your precious metals universe dictionary. Is it ok that I've just added the same equity manually in its own line?
Thanks!
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Alexandre Catarino
Hi Timothy Comisky
Would you not mind sending an email to support@quantconnect.com with an attached backtest so that we can take a look at the issue?
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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