Come and challenge the strategies on top of the Alphathon leaderboard!
The Asset Allocation Alphathon is underway and the competition is getting exciting! As participants started to make their submissions, the Alphathon leaderboard has been released to reflect the rankings of the submitted strategies.
The public leaderboard represents the backtest performances over the in-sample period while the private leaderboard (accessible only for participants who have submitted strategies) contains the backtest performances over the out-of-sample period, as well as the full details of the strategy performance.
Image: Leaderboard of Asset Allocation Alphathon
We’re witnessing stable or even improved strategy performance from backtesting to out-of-sample evaluation. This signals participants have designed strategies that take advantage of general asset behaviour, rather than specific asset behaviour over the backtesting period. This is promising for strategy robustness through time and future performances.
Inspired? There’s still plenty of time for you to join the Asset Allocation Alphathon
The research phase of the Alphathon has been extended to 14 June. The sooner you make your first submission, the more chances you have to win the Alphathon. You are entitled to submit a total of 3 strategies if you make your first submission by 31st May, which would leave you with more time to improve and fine tune your subsequent submissions.
Revisit our webinar and learn some tricks to be a top contender for the Alphathon
We held a webinar on 15 May via AlphaChat where participants learnt how to:
- Build a minimum variance portfolio in just 5 lines of codes;
- Measure and control the risk of each asset in your portfolio through equal risk contribution; and
- Create a customized asset allocation algorithm
Missed the webinar? Not to worry, you may revisit the webinar series on the Alphien platform.
List your strategy on the global leaderboard for strategy licensing
Did you know that you can build and submit a strategy anytime on the Alphien platform? While Alphathons provide specific requirements and constraints set by the sponsors, you are free to create your own strategy on the Alphien platform at any time with all the data, functions and tools available to you.
With this in mind, we have released a “global” leaderboard (accessible from your dashboard in the section “Monitor & Compete”) containing all strategies and portfolios available on Alphien. This leaderboard enables investment managers to source for quantitative strategies that meet their investment needs, and subscribe to receive the asset allocations of their chosen strategies.
Image: Global leaderboard
Our website has a new look
We have redesigned the website to establish a closer connection with both audiences - quantitative researchers and investment managers. The new website includes changes in navigation, aesthetic design, content structure to provide a more streamlined design with better user experience. Check it out!
Image: Alphien website
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