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Alpha Streams Competition: $27,500 Prize Pool

Alpha Five: ETF Universe Alpha Competition

Submit your algorithm through Alpha Streams to compete

Competition Winners

  # Sector Algorithm Team OOS Sharpe Ratio Live Sharpe Ratio
1 Technology Technologies Bull-Bear ETF v1.1

Individual

4.470 5.460
2 Volatility Volatilities Bull-Bear ETF v1.0

Individual

4.402 5.850
3 Energy Energetic Momentum v1.0

Individual

2.390 5.274
4 Precious Metals Miner Alpha v1.2

Individual

3.962 3.086
5 US Treasuries Treasuries Universe v1.0.3

Individual

1.401 -0.429
6 Volatility UK OCT-29-19 Volatility v1.0.3

Individual

4.855 5.860
7 Technology Techno Rev V3 v1.1

Individual

4.480 5.327
8 Energy Energetic Morning v1.0

Individual

3.751 0.998
9 Precious Metals PM1 Taumarunui v1.1

Ser_Gra

The University of Life

1.500 1.625
10 US Treasuries Treasury TSA Timing v1.0.1

Individual

-1.164 0.028
11 Technology PowWow Tech MAS v1.1

PowWow

QAM

4.177 5.890
12 Volatility Volatility v1.2

Individual

2.530 2.180
13 Precious Metals Metals v1.1

Individual

0.021 0.480
14 Energy Energy Alpha Timing v2.0

Individual

-0.560 -1.273
15 US Treasuries US Treasuries Bull Bear ETF v1.1

Individual

-1.420 -1.165
16 Technology PowWow Tech LPSA v1.0

PowWow

QAM

4.420 7.290
17 Technology DS OCT-29-19-Technology v1.0.4

Individual

4.160 3.190
18 Technology Technology ETF Trend Scalping v1.0

Individual

2.470 4.683
19 Technology Technology Harvesting v1.2

Individual

3.394 3.632
20 Technology Technology Optimistic ETF-Machine v1.0

Quant Ninjas

Software Factories

2.789 3.270
21 Volatility Volvesting v1.0.2

Individual

3.054 3.057
22 Precious Metals Miner's Alpha v1.0

Individual

3.960 3.146
23 Volatility Volvesting v1.0

Individual

3.054 3.183
24 Volatility Intraday Volatility v1.0

Individual

2.211 1.374
25 Technology Technology Reversals v1.2

Individual

3.027 1.894
26 Technology Tech ETF Alpha v1.3

Individual

1.898 0.230
27 Technology TECH1 Takaka v1.1

Ser_Gra

The University of Life

-0.744 0.170
28 Technology Tech ETF Alpha v1.2

Individual

1.898 1.265
29 Technology Technology ETF Patterns Long Only v1.0

Individual

-3.895 1.181
30 Technology Tech Reversal Flow v1.0

Individual

1.195 0.066
31 US Treasuries Treasuries v1.2

Individual

-1.165 -0.587
32 Volatility PowWow Vol VolPlay v1.0

PowWow

QAM

0.585 0.820
33 US Treasuries PowWow Treasury LPSA v1.0

PowWow

QAM

-0.696 -0.216
34 Technology Asymmetric Power Tech ETF v1.0

Individual

-0.691 0.695
35 Volatility Safely Gamble v1.0

WHAT'S ALPHA

Techsharpe

1.469 -0.429
36 Energy Energy Universe SwingT Reversal v1.1

Individual

-2.440 -1.275
37 Energy Energy Alpha Timing v1.0.1

Individual

-0.560 -1.270
38 Energy E1 Akatawara v1.1

Ser_Gra

The University of Life

-2.660 -1.538
39 US Treasuries Treasuries ORB v2.1

Individual

-1.006 -0.697
40 Precious Metals Precious Metals Patterns Long Only v1.0

Individual

0.140 -0.997
41 US Treasuries Bond Seasonalities ETF v1.0

Individual

-0.681 -1.107
42 Energy Energetic ORB v1.0

Individual

-2.121 -2.112
43 Precious Metals Metals Reversals v1.0

Individual

-1.090 -1.198
44 US Treasuries Treasuries v1.3

Individual

-1.131 -0.859
45 Energy Energy Trend Scalping v1.0

Individual

-0.430 -2.693
46 Volatility VRSI Volatility v1.0

Quant's Up

-1.730 -2.364
47 Volatility VOL1 Kapiti v1.1

Ser_Gra

The University of Life

2.043 -0.429

Competition Prizes

The Competition winners will be decided on Tuesday, December 31, 2019 at 8 pm EST. The authors of the top three (3) algorithms per category will be notified via email. Winners will be required to respond to the notification email no later than January 31, 2020 at 11:59 pm EST. Failure to respond by the deadline, or failure to meet the participant qualifications, may result in the prize being forfeited and awarded to the author of the next highest algorithm.

Out of the algorithms submitted which are accepted into the competition, the top three algorithms per category will receive prizes according to the following distribution:

Place Prize
1st $4,000
2nd $1,000
3rd $500

In the event of a tie, the Competition prize will be split evenly between the winners. For example, in the event of a tie for second place, the prize for second and the prize for third will be combined, halved, and given equally to the tied algorithms.

Odds of winning will depend on the total number of entrants.

Participants may win a maximum of three (3) prizes. In the event a Participant has more than three algorithms that qualify for prizes, they will be entitled to only the three which maximize the total value of their prizes. For example, a Participant with four algorithms total, placing in 1st and 2nd place in one category and 2nd and 3rd place in another, they would receive prizes equivalent to one 1st place finish and two 2nd place finishes. The Paticipant's remaining algorithm(s) would then cede their place(s) to the next highest scoring algorithm in each the respective categories.

Team Name Organization Members Submissions Accepted
Ser_GraThe University of Life1104
PowWowQAM174
QuantGeeksQuantGeeks232
Quant NinjasSoftware Factories1461
Quant's Up131
WHAT'S ALPHATechsharpe321
MeowChickyMeowChicky LLC26-
ILYB-IWNL15-
BlueFish Quant15-
Scallion23-
AlphaBeta13-
My Alpha Team13-
PyInvest32-
Washington huskiesUniversity of Washington61-
Best ForeverUniversity of Connecticut21-
33311-
JHUJHU Quantitative Finance Club11-
CFRM SeaquantsUniversity of Washington Computational Finance Risk Management7--
QuantWoCFRM_UW6--
SEA OTTERUniversity of Washington - Computational Finance and Risk Management5--
LyKen3--
Jade PartnersJade Partners2--
Alpha Jockey2--
Let it riders1--
Pandas1--
Mentos1--
Team Eric1--
DenominatorUniversity of Michigan1--
Quantix1--
E-DRAGONETHAN FUND1--
Martian Money Team1--
Firequant1--
T2297T22971--
Sparkling IronN/A1--
Uretsky1--
Daa BullsBullsharpe1--
Alpha For Hire1--

Competition Timeline

Accept

Oct 1, 2019

Competition Launched

Record

Nov 1, 2019

Entry Deadline
Live Trading Begins

Award

Dec 31, 2019

Winners Selected

   
   
Competition Statistics

70

Teams

102

Competitors

48

Accepted