About the Challenge

Joint-University Algo FX Trading Challenge 2021 (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. All undergraduate and postgraduate students from any faculty at participating universities are eligible.

Create teams of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 18 Oct 2021.


1st Round: Ideate

Registered teams of 1-4 students will prepare a trading proposal consisting of:

  • Executive summary
  • Trading idea description/logic
  • Team biography
  • Trading algorithm code

Coding is not required in this round

Submission deadline: 20 Nov 2021

Result announced: 30 Nov 2021


2nd Round: Test

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: 20 Jan 2022

Result announced: 31 Jan 2022


Final Round: Compete

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

Live paper trading will last for 2 months from 1-Feb-2022 to 31-Mar-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 Sharpe
  • Best Market Return
  • Best Strategy Design

Final Day: 3 Apr 2022

Judging Criteria


Form a team of 1~4 members with diverse skills (maths, statistics, finance, coding, presentation) and register by 18 Oct 2021.

Application is closed.


The dataset provided includes the latest trading records and bid-ask updates by the hour, and covers data from normal trading hours within every trading day from Jan 2010 to Dec 2019. 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

  • Foreign Exchange CFDs


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



Event Sponsors:

Supporting Organizations:

Participating Universities:

Media Partners:



The final result of the Joint-University Algo FX Trading Challenge 2021 (Global) comes out! Congratulation to all winning teams!

Best Return: live trading period 01/02/2022-31/03/2022

Best Sharpe: 1-year out-sample forward test 1/1/2021 - 31/12/2021

Rank Team Best Return
1 Plutus (CUHK) 26.05%
2 OnePunchMan (CUHK) 12.51%
3 Elk Grove (HKU) 4.75%

Rank Team Best Sharpe
1 Plutus (CUHK) 3.1845
2 WolfTraders (CUHK) 2.3439
3 OnePunchMan (CUHK) 1.0787

Rank Team Best Strategy Design
1 Plutus (CUHK) LSTM model on portfolio optimization based on daily economic data feed on FX. A day trading strategy using price and fundamental data feed into the pipeline.
2 Elk Grove (HKU) Time series mean reversion strategy with long short action based on the spread(bollinger bands or the log spread ratios) on FX.
3 WolfTraders (CUHK) BI-LSTM model to make prediction on FX based on news and technical analysis.

Media Coverage


演算交易協會舉行第三屆國際聯校外匯算法交易挑戰賽暨就職典禮 中大 Plutus 勇奪3獎成總冠軍 將鑄造成全球首批算法 NFT, 华人头条, Apr 11, 2022

演算交易協會(Algo Challenge Association, 簡稱ACA) 於 4月3日 (星期日)在線上舉辦第三屆國際聯校外匯算法交易挑戰總決賽 (Joint-University Algo FX Trading Challenge 2021 Global)(下稱「比賽」),是全球首個運用區塊鍊及 NFT 技術的算法交易比賽。 ...


演算交易比賽多國學界爭雄 中大生奪冠, 經濟一週, Apr 8, 2022

Algo Trade(演算交易)逐漸為年輕投資者所認識,演算交易協會本月初舉辦際聯校外匯算法交易挑戰總決賽,除了是全球首個運用區塊鍊及 NFT 技術的算法交易比賽,亦是賽事首次對全球所有大學生開放。


演算交易協會第三屆國際聯校外匯算法交易挑戰賽, am730, Apr 8, 2022



【國際比賽】第三屆國際聯校外匯算法交易決賽 中大團隊奪3獎成總冠軍, HKET, Apr 5, 2022

演算交易協會於2022年4月3日在線上舉辦第三屆國際聯校外匯算法交易挑戰總決賽,為全球首個運用區塊鍊及 NFT 技術的算法交易比賽。由香港中文大學量化金融一年級生組成的 Plutus 團隊獲得「最佳回報」、「最佳夏普比率」、「最佳策略設計」各分項比賽冠軍,隊伍應用 LSTM 模型分析每日外匯消息、宏觀經濟數據,以達致投資組合優化。得獎隊伍們將會獲得總值$6,300美金作為獎金,並獲得主辦單位的實習或全職工作機會。


第三屆國際聯校外匯算法交易決賽 中大Plutus勇奪3獎成總冠軍, 香港商報網, Apr 5, 2022

演算交易協會(Algo Challenge Association, 簡稱ACA) 於 2022年4月3日 (星期日)在線上舉辦第三屆國際聯校外匯算法交易挑戰總決賽 (Joint-University Algo FX Trading Challenge 2021 Global)(下稱「比賽」),是全球首個運用區塊鍊及 NFT 技術的算法交易比賽。


The finale of Joint-University Algo FX Trading Challenge 2021 (Global), InvesTalk and ACA, Apr 3, 2022

The first-ever worldwide algo contest applying NFT and blockchain technology.

Join us live on 3 Apr, 2pm (HKT) to witness the champion strategy!