Rebalance Ep 9: Alpha Five & Boot Camp

Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our ninth episode we’re happy to share:

  • The Alpha Five competition opened last week! We will be awarding a total prize pool of $27,500 to the top 15 algorithms.
  • Competition guidelines are out! Check out the Alpha Five competition home page here. The competition is accepting long-only Alpha Streams focused on 5 ETF universes which are actively trading daily, have more than 5 years of backtesting history, and are uncorrelated to the wider market. Submissions close October 31st and algorithms will be judged on how well they perform live in November and December.
  • Competition sample algorithms! You can get started with one of the 10 example algorithms we provide on the competition home page. Begin with the technology templates, US Treasury templates, volatility templates, energy templates, or precious metal templates.
  • A new Boot Camp! We’ve released a lesson on the 200-50 Exponential Moving Average Momentum strategy here. In it, we select a universe of assets where the 50-EMA is greater than the 200 EMA, create a custom class to hold symbol specific data, and use the history API to prepare our indicators.
  • A terminal tour! Take a quick tour of the Algo Lab with this intro video. The Algo Lab is growing so we wanted to create a tour to walk you through all its new features.
Sherry Yang

By: Sherry Yang

08.10.2019