CloudEx Competitionweb.stanford.edu/class/cs349f/slides/CS349F_Cloudex... · 2020. 11. 16. ·...

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CloudEx Competition Week 3 Summary 11/16

Transcript of CloudEx Competitionweb.stanford.edu/class/cs349f/slides/CS349F_Cloudex... · 2020. 11. 16. ·...

  • CloudEx CompetitionWeek 3 Summary

    11/16

  • Competition Overview

  • Overview - 4.2M Orders, 330k Trades

    Day Winner Net Worth ($M)

    1 Nishant & Sundararajan 278

    2 Nishant & Sundararajan 291

    3 Nishant & Sundararajan 352

    4 Nishant & Sundararajan 374

    5 Nishant & Sundararajan 445

    6 Nishant & Sundararajan 527

    7 Aunica & Helen 807

    8 Aunica & Helen 715

    Day Winner Daily Gains ($M)

    1 Nishant & Sundararajan -

    2 Nishant & Sundararajan 13

    3 Nishant & Sundararajan 61

    4 Nishant & Sundararajan 22

    5 Yunfeng & Kailai 94

    6 Nishant & Sundararajan 83

    7 Aunica & Helen 317

    8 Yanpei & Yi -49

    Net Worth Leader Daily Gains Leader

  • Week 3 Setup

  • Symbols

    ● 75 Symbols from Nasdaq or Indexes○ 70 Symbols from the Nasdaq 100

    ■ Technology■ Consumer Cyclical■ Healthcare■ Etc.

    ○ 5 indexes■ Triple Leveraged S&P (Long and Short)■ Triple Leveraged Nasdaq (Long and Short)■ Volatility Index

    ● 25 Synthetic Symbols○ 15 Momentum○ 10 Mean Reversion

  • Competition Time Series

    AAPL, Jan 2 - Jan 28 ‘20Ticker AA, Monday

    AAPL, Feb 3 - Mar 3 ‘20Ticker AA, Wednesday

    AAPL, May 1 - May 27 ‘20Ticker AA, Tuesday

  • Student Trading Activity

  • Student Trading Performance

    G1: Aunica & HelenG2: Yunfeng & KailaiG3: Anmol & ThomasG4: Chinmay & FedericoG5: David & Gleb

    G6: Chinmay & FedericoG26: Yanpei & YiG29: Yao & EricG31: Nishant & SundararajanG32: Aditya & Tyler