🏆 Why you should participate

  • Meet and Greet with CTO from Kronos Research, a world's top HFT crypto quant firm that leverages ML/AI models to trade more than $5 Billion US/day

  • $500 USDT prize pool split in proportion to the team's performance

  • $99 USD worth of Premium Subscription to build and monetize your strategies

  • Monetize and split profit with investors who trade with your strategies

  • Hands-on financial engineering experience trading USDⓈ-M Futures with algorithms, ML, and Python

🚀 Get Started

Step 1: Create your team on Google Sheet (1-3 people per team)

Step 2: Sign Up on Crypto Arsenal

Step 3: Unlock Premium plan with gift code UCBerkeley202208 on Account page

Step 4: Create strategies with Python docs over 21 algorithm templates, ML models, and download historical data - USDⓈ-M Futures BTC, ETH, BNB to start researching

Step 5: Register your team with the passcode 2022 and Register strategies for the competition before Aug 19th at 11:59 pm

Step 6: View your performance on Ranking Board from Aug 19th - Sep 2nd

📃 Rules

  • By Aug 19th @ 11:59pm, each group (made up of 1~3 contestants) will register 1~3 strategies to trade 3 USDⓈ-M Futures pairs: BTC-USDT, ETH-USDT, and BNB-USDT in the FUTURE market on Binance

  • Allows LONG and SHORT positions on 1x leverage

  • The team has a total of 300,000 USDT to allocate to all three pairs. Each pair can be allocated 15,000 ~ 150,000 USDT.

  • After Aug 19th the competition will start to rank, and your submitted strategies will not be editable.

  • Your strategy should be in Python. For more information, please refer to the Python documentation and help center to get started.

  • MARKET and LIMIT orders are both supported during the competition, and the commission fee will be 0.1%. You don't have to consider SPREAD either.

  • The ranking board will be updated every day from Aug 20th - Sep 2nd by the cumulative ROIs.


Breakdown

💡 Step 1: Register Team

  • Find and create your team with your classmates here (1-3 people per team)

  • Visit the Team Registry page to register your team members

💡 Step 2: Create & Build Strategy

💡 Step 3: Register Strategy

  • From the Strategy page, click on Register to Competition and select Berkeley with the password of 2022.

💡 Step 4: Check results


Resources


Common Questions

Q: How do I trade with USDⓈ-M Futures?

A:

Q: How can we make backtesting faster?

A: To make the strategy stateful and manage wallet balance, we are iterating through the candle data linearly. We are trying to offer another stateless backtest engine that supports parallel execution. In the meantime,

  • Try to set the self.period in your strategy to a higher duration to increase the speed.

  • Since we also offer 1-minute historical data CSV for USDⓈ-M Futures BTC, ETH, and BNB, we have seen MFE students write a simple backtest logic locally for research and modeling purposes.

Q: What is the margin rate/ratio?

A: We currently only support 1x leverage for the competition

Q: How do we calculate ROI?

A: For a backtest range from x to y. We take the final capital @ x / initial capital @ y

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