As the Lyxor Alphathon ended with a jury phase for finalists to present their work to a prestigious panel of judges, we are pleased to announce that a new Alphathon will soon follow and is expected to be launched in mid March. More details will be revealed nearing the launch date.
Lyxor Alphathon concluded with exciting presentations from 10 finalists; winners to be announced during award ceremony
On 3 March, finalists have been invited to the jury phase held at Lyxor’s premises. Throughout the afternoon, the 6 best students and 4 best non-students teams presented their research work. Amazingly, although faced with the exact same subject, finalists have all taken very different approaches to build their portfolios and thus brought very diverse solutions to the sponsor. Lyxor had gathered a prestigious jury panel of 5 members:
- Sandrine Ungari, Head of Cross Asset Quantitative Research at Société Générale and Lecturer at Paris VII Diderot (Master “M2MO”, Random Modelling);
- Christophe Bernard, Researcher in Quantitative Market Making at Société Générale;
- Bernadette Busquere, Global Head of Equity Strategies at Lyxor;
- Benjamin Bruder, Head of Quantitative Research at Lyxor and Lecturer at Paris VII Diderot (Master “M2MO”, Random Modelling); and
- Herve Biancotto, Chief Community Officer at Alphien.
Discussions between researchers and financial markets’ experts composing the jury panel have been fascinating. Winners will be announced during the award ceremony which is scheduled at the end of March.
Quantitative investment strategies now available for licensing by investment managers
The strategies submitted during the Lyxor Alphathon are displayed in the leaderboard publicly available on the platform. Users can browse the library of strategies and monitor their performances. These strategies are now licensable by investment managers.
As contributions and activity keep on increasing on the platform, we are working on a way to reward the most active users through a ranking system. We will put forward the most important contributions, such as submitting a strategy, in order to start building bonds between community members.
Alphien is increasing its visibility in the fintech industry
On 25 February, Alphien’s business development team participated in a conference at Pôle Finance Innovation in Paris. The theme of the conference was “Singapore, an essential hub for fintechs”. There was a brilliant list of speakers but the highlight was the round table “Being a fintech in Singapore” during which Lionel Semonin, CEO of Alphien, debated with three other fintech leaders with a presence in Paris and Singapore. The conference has been a great opportunity to introduce Alphien to fintech players and network within the ecosystem.
Researchers can look forward to greater access to financial models and equity data
On the academic side, we have completed another student project in partnership with a top French engineering school. The student studied the predicting power of dense neural networks on gold returns. The final model takes a set of financial macro data as input features for predictions. We plan on releasing the model, as well as the functions that were developed to build it, so that Alphien’s research community can leverage it in their strategies.
We are expanding our data universe, especially on the equity side. On top of adding an extensive coverage of global company OHLC stock prices, we have integrated fundamental stock data covering a mix of financial statements in the broad sense, both stock and flow (balance sheet, income statements, cash flow statements) and key market ratios (EPS, market cap, earning surprises). So far, mainly developed markets are covered, but we endeavour to expand the universe to the main emerging market exchanges in the coming months. The addition of fundamental data to the platform will greatly help researchers that build “quantamental” strategies.
Interested to join Alphien? Register now and get free access to market data and research tools.