About Us

Welcome to the Algo Crypto Trading Challenge 2022 (Global).

Ideate your trading algorithms, test on a robust back-testing platform, and compete to make a name for yourself! Gain professional industry knowledge and practical skills to prepare yourself as the next-gen algo-trading professional.

This Challenge is open to public. Create teams of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 17 Jul 2022.

1st Round:

Registered teams of 1-4 members will prepare a ppt less than 15 slides consisting of:
• Executive summary
• Trading idea description
• Trading logic
• Implementation detail
• Team biography

Coding is not required in this round

Submission deadline: 21 Aug 2022
Result announced: 31 Aug 2022

2nd Round:

Teams will code their trading algorithm and test on ALGOGENE's back-testing engine, then submit the code

Judges will backtest trading algorithms for return, volatility, robustness and practicality to select advancing teams

Submission deadline: 23 Oct 2022
Result announced: 31 Oct 2022

Final Round:

Each team need to compete in out-sample forward test and live paper trading

Live paper trading will last for 2 months from 1-Nov-2022 to 31-Dec-2022

Teams will present trading plan to judges in a 5-minute pitch session on final day

Judges will select winners in each of these categories:
• Best Return
• Best Sharpe
• Best Strategy Design

Final Day: 8 Jan 2023


The final result of the Algo Crypto Trading Challenge 2022 (Global)

Best Return: live trading period 1/11/2022 - 31/12/2022

Best Sharpe: 1-year out-sample forward test 1/11/2021 - 31/10/2022

Best Return

Best Sharpe

Best Strategy Design Award
Vector Autoregressive Model for On-chain Momentum with long short action based on average true range and relative strength index.
Crazy Coin
Crypto market index trend following strategy with long short action based on moving average convergence divergence and stochastic oscillator..
Pricing strategy based on the technical analysis of Moving Average Convergence-Divergence Indicator and Chande Momentum Oscillator together with the help of other statistical tools, historical news data, and Google top search result.



17 Jul 2022
Deadline of Registration
21 Aug 2022
Deadline of 1st Round: Idea and Strategy Proposal Submission
31 Aug 2022
Announcement of 1st Round Winners
23 Oct 2022
Deadline 2nd Round: Back-testing Completed and Code Submission
31 Oct 2022
Announcement of 2nd Round Winners
31 Dec 2022
2-month Live Paper Trading Completed
8 Jan 2023
Final Day and Award Ceremony


There are 3 award categories: (A) Best Return, (B) Best Sharpe, and (C) Best Strategy Design.

The winning teams from each category will be entitled to:

Cash Prize

• 1st place: US$1,000
• 2nd place: US$700
• 3rd place: US$400


All prize winners will receive a participation certificate

Free Subscription of Back-testing Engine

All prize winners will get 1-year free subscription of ALGOGENE's back-testing platform

Algo NFT

All prize winners will have a chance to get their algo minted as NFTs in Opensea

Internship / Full-time Employment Opportunities

All prize winners may have a chance to have internship / full-time employment from the Organisers

Join Algo Challenge Association (ACA)

All prize winners will connect with algo fund managers and industrial professionals in Algo Challenge Association (ACA)


The dataset provided includes the full tick trading records and bid-ask updates from Jan 2018 to Dec 2020. Kindly note that data provided is strictly for trading strategy prototyping purposes only. Final round evaluations will be carried out using a new data set with the same structure but from a different time period. Thus, over-fitting of the data set is discouraged.

Trading Products

• Cryptocurrency


Provide access to required historical data for model development and testing
• Market data
• News
• Economic Statistics


Access to ALGOGENE's back-testing engine, cloud simulation environment and relevant technical documents

Judging Criteria

Judging panel criteria comprises team performance (30%), trading strategy (30%), and presentation (10%), plus the risk-adjusted return (30%) as computed by the ALGOGENE back-test system.

(A) Best Return

A good return is the primary goal of every algo trading strategy. ALGOGENE's state-of-the-art trading system will back-test the trading strategies of Finale teams to ascertain outcomes. The team with the highest out-sample 1-year forward test and 2-month live paper trading return will win this award.

(B) Best Sharpe

A good strategy does not only need to be profitable, but it is also important to take care of the risk taking. The team with the highest Sharpe will win this award.

(C) Best Strategy Design

Recognises Finale participants' knowledge and skills in developing the best algo trading strategy that demonstrated the following:
• Trading Strategy Logic: reasonable return, manageable risk, stability and predictability;
• Creativity: innovative use of statistical models, parameters, forecasting methodology or interpretation of data and novel ideas based on existing theory and models; and
• Execution Potential: a realistic strategy and full consideration of factors including capital, trading time, market impact and risk management.


  1. This Challenge is open to public.
  2. Each individual contestant is only allowed to be in one team.
  3. Each team must elect one representative to liaise with the organizers.
  4. All entries must be the original work of the contestant team. Any form of plagiarism is prohibited and the contestant team will be disqualified from the Challenge.
  5. Each individual contestant is required to sign a Non-Disclosure Agreement with the organizers.
  6. Finalists must present valid ID cards and provide a copy for verification.
  7. The judging panel’s decision of the Challenge results is final. The organizers reserve the right to the final decision in all other areas.
  8. An online briefing session will be arranged during registration period to answer any inquiries about the Challenge.


Q: If a person is in overseas, can he still join the competition via zoom?

A: As this contest will take place via Zoom, overseas participants are still able to join the contest. The Final Day will be online.

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