Judging Criteria

Technical: 85% (Preliminary), 75% (Finals)

Your algorithms will be assessed based on the quality of overall performance, as well as the creativity and originality of implementation.

The metrics used will include:

• Profit and loss,
• Total portfolio return, and
• Sharpe ratio.

The algorithm will be evaluated on the basis of what we believe is achievable with the given dataset.

Prioritising one metric over all others is inadvisable. However, feel free to create an algorithm that preferences achieving optimal results in one or two metrics as long as there is valid reasoning behind this (e.g. minimise risk at the expense of lower return).

Presentation: 15% (Preliminary), 25% (Finals)

Your presentation will be assessed on whether or not there is evidence of:

• Clear and engaging delivery and presentation style.
• Effective communication and convincing presentation.
• Effective use of presentation tool, if used.
• Well-structured presentation that adheres to the provided time limit.
• High technical maturity and understanding of problem and solution.
• Strong team cohesion, with even presentation distribution (finals only).

In the finals, Q&A will constitute 10/25 of the presentation scoring points.