TradingPlaces (an online stock market trading simulation provider) is excited to introduce an advanced Quantitative Trading Competition offered exclusively to Honours, Masters and PHD students from the fields of Mathematics, Statistics, Computer Science and Engineering. This competition is free to enter and will give students with an aptitude for analytics and programming the opportunity to apply their skills in a real-world application.

Participants will be provided with an official data source, which they are to analyse and construct a quantitative trading model, using advanced statistical techniques. Participants will then present their results in a final report, detailing their motivation for the model and referencing any resources used.

Official data will be available for download from Monday 20 May and the registration deadline is Monday 3 June. All participants must register before this date.

Participants can then submit their final report at any time before Friday 28 June, by emailing a zip file containing their final report and their self-contained and compilable code (written strictly in Octave or Matlab) to quantcomp@tradingplaces.com.au.

The winner will be the person who achieves the greatest out-of-sample profit during two years of sample data and will also be judged on the statistical significance of individual returns, techniques used and profit volatility.

The top three submissions will be rewarded with a generous cash prize pool: $2,000 for the Winner, $1,000 for second place and $500 for third place!

To find out more and register:

Visit the 2013 DCM BlueLake Quant Comp website