Algo Trading Challenge 

~​Virtual Algorithmic Trading 
 
Introduction: 
 
When  scientists  undertake  experiments, they don’t throw all sorts of things at 
the  wall  to  see  what  sticks.  They  begin  with  a theory–a tentative explanation 
of  their  observations–and  then  use  that  theory  to  guide  the  genesis  and 
testing  of  hypotheses.  “There  is  nothing  so  practical  as  a  good  theory”, 
psychologist  Kurt  Lewin  once  remarked.  The  theory  organizes  thought;  it 
helps  us  focus  on  what  is  important  and  eliminate  what  is  irrelevant.  The 
charts,  patterns,  technical  indicators  and  all  the  jibber-jabber  of  the  trading 
world can’t be described in a more apt fashion. 
 
Cognizance  in  association  with  ​QuantInsti  and  ​Alpaca  presents  to  you  the 
Algo  Trading  Challenge  which  will provide you with an opportunity to live the 
life of an algorithmic trader. 
Event Structure: 
 
 
1. Sat 14 Mar: Webinar and Kick-off (Introduction to the platform, competition format 
and evaluation criteria) 
2. Sun 15 Mar to Sun 22 Mar: Research duration (participants can explore and 
build/test various strategies) 
3. Mon 23 Mar to Wed 25 Mar: Submission duration for the trading algorithms 
4. Thu 26 Mar to Fri 27 Mar: Algorithms will run during the live markets in a virtual 
trading environment 
5. Sat 28 Mar: Top performers ​will be selected for the finals 
6. Sun 29 Mar: Final presentation(online) and awards 
7. The prize money pool for the competition will be $1000​. 

Queries​: 
 
For any queries regarding the Problem Statement, you can contact the 
organizer: 
Rishabh Singh | +91-7715005154 
Nishant Mittal | +91-9910070659 
Or mail your queries with Subject​ “Query | Algo Trading Challenge | Cogni ID | Team 
Name”​ to​ finfest@cognizance.org.in