Algo trading on Algogene

(A) Best Return A good return is the primary goal of every algo trading strategy. Our state-of-the-art trading system will back-test the trading strategies of Finale teams to ascertain outcomes. The team with the highest out-sample 1-year forward test and 2-month live paper trading return will win this award. (B) Best Sharpe A good strategy does not only need to be profitable, but it is also important to take care of the risk taking. The team with the highest Sharpe will win this award. (C) Best Strategy Design Recognises Finale participants' knowledge and skills in developing the best algo trading strategy that demonstrated the following: • Trading Strategy Logic: reasonable return, manageable risk, stability and predictability; • Creativity: innovative use of statistical models, parameters, forecasting methodology or interpretation of data and novel ideas based on existing theory and models; and • Execution Potential: a realistic strategy and full consideration of factors including capital, trading time, market impact and risk management. Should be executable on Algogene platform