Opportunity brief
Main Event Overview
"In the world of trading, speed is an edge—but strategy is everything."
Step into the world of quantitative finance and algorithmic trading with Artha Quant, a premier competition where participants take on the role of quantitative hedge funds. Instead of manually executing trades, teams design intelligent Python-based trading algorithms that analyze market data, make decisions, and execute trades automatically.
Artha Quant challenges participants to combine programming, financial intuition, statistics, and strategic thinking to build algorithms capable of navigating dynamic markets and maximizing returns.
Rules & Guidelines
- Open to students and aspiring quantitative traders.
- Teams will receive secure login credentials from the organizers.
- Participants must submit their trading strategies in Python.
- Algorithms will be evaluated in a controlled, isolated simulation environment.
- Strategies can only use information available at the relevant point in time; access to future market data or the internet is prohibited.
- Rankings will be determined based on algorithmic performance and other evaluation metrics.
- All decisions regarding evaluation, qualification, and final standings remain at the sole discretion of the organizing committee.
Round 1: Preliminary Round – Algorithmic Trading Arena (Online)
Put your quantitative skills to the test in a fully online trading simulation. Teams will compete by developing automated trading strategies for synthetic and equity assets, using approaches such as market-making, statistical arbitrage, momentum, and price-action-based strategies.
Participants will upload their Python algorithms to the Artha Quant platform, where strategies will be executed in a controlled market simulation. Teams will receive detailed results, including PnL charts, trade logs, and performance analytics, allowing them to evaluate and refine their strategies.
A live leaderboard will track the top-performing teams, creating a competitive race for qualification to the next stage.
Round 2: Presentation Round – Algorithmic Trading Arena (Offline)
In this round, participants will step away from the simulation and into the role of quantitative fund managers. Each team will prepare a pitch deck outlining their trading strategy, the underlying quantitative logic, market assumptions, risk-management approach, and the strategy's expected viability and potential for generating returns.
Teams will present their strategies before a panel of industry professionals and experts from the quantitative finance and financial markets ecosystem. Judges will evaluate the quality of the strategy, depth of quantitative reasoning, practicality, scalability, risk considerations, and the team's ability to clearly defend their approach and respond to questions.
This round is about more than presenting a profitable idea—it is about demonstrating that your algorithm has a sound investment thesis, robust quantitative foundations, and real-world viability.
The Artha Quant Platform
Built as a fully-fledged, cloud-based virtual stock exchange, the platform provides participants with:
- Market Data Explorer: Analyze price movements, trends, spreads, and order books.
- One-Click Submission: Upload Python strategies and receive rapid simulation results.
- Secure Sandbox: Every algorithm runs in an isolated environment with no internet access or future-data leakage.
- Performance Analytics: Review PnL graphs, trade-by-trade execution logs, and error diagnostics.
- Live Leaderboard: Track your standing against competing teams in real time.
What You Need
- Basic Python programming skills.
- Understanding of financial markets and concepts such as order books, bid/ask spreads, and PnL.
- A team login provided by the organizers.
Think you can turn code into alpha? Build your algorithm, enter the market, and let your strategy compete.