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Dear QuantConnect Community,
Quant League 2025-Q3 just wrapped with an incredibly close race between Lake Forest College (Illinois) and the Chinese University of Hong Kong, both running an out of sample live Sharpe Ratio > 3.5. Coming in third place with a respectful 3.1 Sharpe Ratio was QUARCC (Concordia University, Montreal)! Congratulations to the winning teams 🎉
- Lake Forest College - 3.93 Sharpe Ratio - Strategy Code
- Chinese University Hong Kong - 3.56 Sharpe Ratio - Strategy Code
- QUARCC Concordia - 3.1 Sharpe Ratio - Strategy Code
1st Place: Lake Forex College (3.93 Sharpe Ratio):
Congratulations Jake Kostoryz and Ethan Hammontree for spear heading the project! Lake Forest deployed a multi-indicator strategy with contrarian and momentum signals across a portfolio of crypto and Equities.
2nd Place: Chinese University Hong Kong (3.56 Sharpe Ratio):
Interestingly Lake Forest and CUHK used multifactor strategies this quarter. CUHK deployed a 4-alpha model including VWAP, Dividend, Reversion, and Momentum combined with a custom portfolio construction system. Congrats Ng Ka Ming for the fascinating entry!
3rd Place: QUARCC Concordia University (3.1 Sharpe Ratio):
Concordia University applied a fundamental selection approach, taking liquid stocks and calculating an optimal weighting. Great work Carter, Valentino, and Nicholas!
The Quant League attracts exceptional talent from universities and quantitative trading firms globally. Student talent deploys algorithms in an out-of-sample, completely transparent, battle royale.
Think your team can compete? Join us in the Q4 2025 competition, learn more about participation here. We look forward to seeing what strategies shine in the next quarter!
Sincerely,
QuantConnect Team
Jared Broad
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