We have the winning strategies of the Global Precious Metals Allocation Competition! - Monthly Newsletter December 2020

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Data scientists are taking the gold home!

We have the 2 winning strategies of our Global Precious Metals Allocation Competition!

The winner of the first place TONY1929 (Hong Kong) and the second place ORZ007 (Glasgow) built the best performing strategies! Their solutions handsomely beat the index by taking full advantage of the diversification benefits from the four Precious Metals with an annualized return above 16% for the past 22 years.

The winners will receive physical gold as prizes in the coming days!

The competition was launched In November by Alphien and our sponsor Global Precious Metals, it was open to all the data scientists around the world and the participants had the chance to build a dynamic, long-only, fully-invested allocation between gold, silver, platinum and palladium with a limited drawdown.

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Ready to begin 2021 with a new challenge?

On January 14th, Alphien launched the Global Allocation Challenge, which is open to all data scientists around the world.

In this challenge, you will have the opportunity to beat the simple 40% equities / 60% bonds portfolio (balanced portfolio). Your mission is to show that quantitative active asset allocation can beat professional asset managers using data science technology. The Investment Universe will be composed of 19 asset classes with multiple Equity markets, Fixed Income market and Gold.

Join the competition here and win an iPad or Apple watch if part of a team! The best strategies will also get the chance to be licensed!

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