Additionally, we reserve the right to disqualify any entry at our sole discretion. For instance, if we believe that an entry is made in bad faith with the intent to "game" the contest, or if we conclude that the algorithm is not following the rules presented in our contest rules and judging criteria.
Participants can submit an algorithm of their choosing by the end of the day at 4:30 PM ET. It must be an algorithm that trades futures.
Each algorithm will receive a score based on two risk metrics. These scoring rules are simplified for the sake of the competition, but for those interested in the allocation process, there will be a larger set of criteria coming soon:
- Sharpe: Higher sharpe the better - Drawdown: Lower drawdown the better
Prizes will be announced the day of.
This tutorial is highly recommended before starting with futures. As a bonus, you'll be able to take away a TEMPLATE ALGORITHM to use for today's competition:
If you have any feedback on the tutorial (literally anything), someone from the product team will be listening (email@example.com), please include in your email that you were at the Hackathon: