A full day of the Lynx Hackathon 2023 is officially over. As part of an outreach initiative to introduce students into the Lynx world and the application of systematic strategies in the financial markets, on Saturday, April 1st , Lynx organized its first ever Hackathon.
33 enthusiastic students from around the country were welcomed to the Lynx headquarters to work in teams to develop a fully systematic trading strategy. They were given a time series based on real market futures data to set position and volatility targets to best deliver good risk adjusted returns. At the end of the event, the algorithms developed by the different teams were tested and evaluated in a virtual environment, allowing all participants to follow how the algorithms would have performed in the real world.
The winning team was determined based on risk-adjusted performance, taking into account the robustness of the strategy to tail risk.
After much deliberation due to a close tie, listed below are the prize-winning projects.
Congratulations to the winners!
Thank you to all the participants, Lynx judges and mentors who came together to make the Lynx 2023 Hackathon a successful full day event.
See you again next year!