Quant Leagues Are Back!

Back

Hello, 

After strengthening our scoring system to create a more representative and robust competition, Quant League is back and better than ever. Join our Alpha Streams trading contest and put your algo up against the best from the Quant Community. When your algo performs well out-of-sample and over a 5-year backtest, as well as reconciles well with said backtest, it's ready to compete. No asset class or strategy restrictions are in place, allowing you to unleash your full creativity. 

With the new scoring system, we look forward to even more intense competition as our users battle for the $1,000 prize. 

See you on the Leaderboard! 

Lexie @ QuantConnect 

Update Backtest





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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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.


Hi Lexie!

I'm exited to hear that the competitions are back! I have several qualifying algorithms on alpha streams but they don't appear on the leaderboard. I know 2 do not qualify because of low insight emissions but the others looked fine. Would you please explain why this is the case?

Thank you!

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Hi Marvin,

The Quant League leaderboard only displays the top 20 algorithms. Therefore, you may have qualifying algorithms that don't show on the leaderboard simply because of their rankings.

If you think your algorithm should in the top 20, please contact support@quantconnect.com.

Note that algorithms that don't adhere to the Quant League rules are disqualified.

Best,
Derek Melchin

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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.


Hum, I just saw the Quant League is back, from next week! Thank you!
 

https://www.quantconnect.com/competitions/quant-league-11

 

 

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Where is the incentive to enter these competitions? If our algo is profitable, wouldn't it make more sense to run them privately instead of give them away for prize money?

For traders who are undercapitalized, wouldn't it make more sense to do a private agreement with friends and family so that the trader themself sets the terms for percentage split?

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Hi Robert. Alpha Streams is a licensing market place, you set the price of the license. You're not giving away the signals. 

Raising $5-10M is difficult. Alpha Streams connects the quant with a market of established funds with >10M AUM so they can quickly deploy the signals at the license fee specified by the quant.

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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.


Okay, brilliant. That seems very fair. Thanks for clarifying.

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Have to say it is quite hard to see exactly what the weekly prize payouts are? It would be refreshingly simple to be $1000 to the algo with the best performance in that week. 

And secondly, although I love the concept of 3rd party funds with >$10M AUM making allocations to QC algos, but are there any actual success stories? Obviously the details would be confidential, but could you not just indicate how much capital is being delpoyed as a total?

Without publishing data we all have to assume the answer is zero. Don't get me wrong, I'm a supporter of QC, just arguing for transparency.

 

 

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Hi Ben,

Please see here for more details on the payout.

We do not have information on how much capital is being allocated to alphas as funds have different AUMs and they can use any amount with a given alpha, but there is for sure Alphas that are being licensed.

Best,
Shile Wen

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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.


Update Backtest





0

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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