Convexity is organizing a quant trading model competition. Each person/team will have to submit a trading model by 15 Oct 2011. Each model will be run for next 3 months (till 15 Jan 2012) and the results will be posted on this page. The winning model will be the model with the highest return normalized by sharpe and drawdowns. Teams must submit their trades, portfolio, basic returns, sharpe ratio and drawdowns (in the given template) for each of their models. We have following prizes for the winners:

http://www.convexity.in/Competition.aspx

** Winning model (Rs 3 Lakh)
** Second (Rs. 2 Lakh)
** Third (Rs, 1 Lakh)
** Honorable Mentions (2 prizes) (Rs 50,000 each).

Competition will start from Aug 15 .You have 8 weeks from Aug 15 to develop your models.Model submission date is 15 Oct .Accepted trading strategies will run till 15 Jan 2012.
For registration please send your detail to : mystrategy@convexity.in

Corporate Office
Convexity Solutions And Advisors Pvt Ltd
I-5/1, Block B-1, Mohan Co-operative Industrial Estate,
Mathura Road, New Delhi 110 044