FAQ

  • What is an alpha?
    An alpha is an algorithm that makes trading decisions based on a formula that you design using a variety of variables. Alphas are inspired by a variety of sources — such as academic publications and statistical analysis — and rely on a variety of technical, fundamental, and other data as input.

 

  • What do I need to know to develop an alpha?
    You need basic knowledge of financial markets and technical skills to translate your ideas into mathematical formulas. Introductory knowledge of a scripting language, such as MATLAB, is recommended in order to translate Alpha ideas into software code.

 

 

  • How will alphas be evaluated?
    The alphas will be evaluated using a proprietary algorithm for strong performance and diversity. Further details are in the competition rules.

 

  • What features does Trexsim alpha development platform have?
    * Detailed tutorials on Alpha design.
    * A library of common built-in functions.
    * Various data sets to use as inputs to Alphas.
    * Ability to develop custom operators.
    * In-sample and out-of-sample back-testing.