PhD Datathon Co-hosted by Quantbot Technologies
Back on April 14, Quantbot Technologies, along with Schonfeld Strategic Advisors and Code Willing, had the pleasure of hosting a PhD-focused Datathon, featuring participating students from across the United States. The event started with presentations from the three data vendors that freely provided their data for the Datathon: Estimize, Wall Street Horizon, and RedGraphs. Each team was then given 3 hours to run backtests, using the data provided by the vendors, to generate alpha and develop an out-of-sample strategy.
Each team was provided with a senior mentor. Two of Quantbot's researchers, Keywan and Zihao, each mentored a team where they dispensed expert advice on how the students should build and tweak their strategies. The most successful strategy across several parameters was deemed the winner. Congratulations to CWIQ team Sim for your win!