About
Quantpedia Awards 2024 aims to be the premier competition for all quantitative trading researchers. Do you have an idea in your head about systematic/quantitative trading or investment strategy, and you would like to gain visibility on the professional scene? Then, submit your research paper and compete for a list of prizes.
Submission Process
Eligible papers must be made publicly available (without a fee to access) this year and published between January 1st, 2024, and April 30th, 2024 in a renowned open-access research directory like SSRN.com, Arxiv.org, or similar. Afterward, contestants must send an email to awards@quantpedia.com with a name and link to the research paper. You must send your email with a link to your research paper before April 30th, 2024, 23:59 UTC time to enter the Quantpedia Awards 2024 competition. The winners will be announced on Quantpedia’s webpage and our social media channels in the 2nd half of May 2024. The exact announcement date will be published at the beginning of May after all research papers have been submitted.
Prizes
QuantPedia Awards 2024 boasts a total prize pool of $15,000, divided into five levels in the following order:
1st Place
• $3,000 cash award jointly sponsored by Quantpedia & QuantConnect
• Quantpedia Pro subscription for 36-months ($1,600)
• Quantconnect Researcher Pack for a year ($600)
• Strategy Quant Professional License ($1,500)
• EOD Historical Data – All one 1 year package ($800)
• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia
• An opportunity to use the “Quantpedia Awards 2024 – 1st Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication
• Featured interview on Quantpedia.com about the winning paper.
• A free lifetime membership to Quantopian Community and an interview for the newsletter.
2nd Place
• $1,000 cash award sponsored by Quantpedia
• Quantpedia Pro subscription for 12-months ($800)
• Quantconnect Researcher Pack for a year ($600)
• Quant Analyzer License ($350)
• EOD Historical Data – All one 6 months package ($480)
• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia
• An opportunity to use the “Quantpedia Awards 2024 – 2nd Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication
3th Place
• $500 cash award sponsored by Quantpedia
• Quantpedia Pro subscription for 12-months ($800)
• Quantconnect Researcher Pack for a year ($600)
• Quant Analyzer License ($350)
• EOD Historical Data – All one 6 months package ($240)
• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia
• An opportunity to use the “Quantpedia Awards 2024 – 3rd Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication
4th Place
• Quantpedia Pro subscription for 3-months ($600)
• Algo Cloud License ($300)
• EOD Historical Data – All World Extended 3 month package ($90)
• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia
• An opportunity to use the “Quantpedia Awards 2024 – 4th Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication
5th Place
• Quantpedia Pro subscription for 3-months ($600)
• Algo Cloud License ($300)
• EOD Historical Data – EOD 3 month package ($60)
• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia
• An opportunity to use the “Quantpedia Awards 2024 – 5th Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication
Evaluation Criteria
The evaluation process has two stages. In the first stage, all registered papers will go through an assessment similar to Quantpedia’s standard selection process, in which Quantpedia’s research team, governed by Radovan Vojtko, CEO & Head of Research, will scrutinize research papers based on the strategy’s implementability and overall soundness. We will check how well the strategy is explained (we will automatically remove black boxes) and if it has clearly stated performance & risk characteristics. Afterward, Quantpedia’s team will select 10 papers that are the best based on innovation, impact, and a no-nonsense approach to pushing the boundaries of quantitative analysis. In the second stage, those 10 papers will be delivered to our broad expert committee that consists of investment professionals and academics, and each member of the committee will sort papers based on his/her subjective view, originality, and overall paper quality. The final ranking of each research paper will be calculated as the equally weighted rank of all members of our evaluating committee.
Committee
We at Quantpedia feel really honored that the following investment professionals and academics joined our Quantpedia Awards 2024 Expert Committee:
Professor Michael Robbins, Ph.D., CFA
Professor, Columbia University, Board member & Director, CIO & Chairman of the Investment Committee
Having served as the Chief Investment Officer for six prominent investment firms, overseeing diverse portfolios such as pensions, endowments, and family offices, Michael also held the position of Chief Risk Officer for the State of Utah’s systems. Currently, a professor at Columbia University, the focus of instruction includes quantitative investing, with an emphasis on graduate classes in Global Macroeconomic Tactical Asset Allocation (GTAA) and Environmental, Social, and Governance (ESG) Investing.
Matthias Hanauer, Ph.D., CFA
Director of Quant Equity at Robeco
The director of Robeco’s Quant Equity Research team, specializing in international factor premia and stock selection research, is also an affiliated postdoctoral researcher at the Technical University of Munich (TUM). He is involved in various peer-reviewed finance journals such as the Journal of Banking and Finance, Finance Research Letters, the Financial Analysts Journal, and the Journal of Portfolio Management. He joined Robeco in February 2014 after completing a doctoral dissertation. Possessing a PhD in Finance (summa cum laude) and a degree in Business Administration from TUM, he is also a CFA® charterholder.
Marek Prokopec, CFA
CEO at Tatra Asset Management and DDS of Tatra Banka
With over 25 years of experience in investment management, currently holding the positions of CEO and Chairman of the Management Board at Tatra Asset Management and DDS Tatra banky, overseeing leading mutual fund and pension companies in Slovakia with over 3bln EUR assets in management in total. President of CFA Society Slovakia since 2019.
Jared Broad
CEO/Founder at QuantConnect
The CEO and founder of QuantConnect is a driving force behind the company’s mission to democratize finance. As the visionary leader, he has played a pivotal role in developing QuantConnect’s platform, empowering individuals to create and optimize trading strategies. The commitment to making quantitative finance accessible is evident in QuantConnect’s innovative tools and community-driven approach.
Matthias Zeinitzer
Director, iShares & Wealth CEE at BlackRock
Bringing a wealth of experience in client acquisition and business development across diverse markets in Central Europe, Matthias is adept at building relationships within various client segments, including wealth/retail, asset managers, and asset owners. Demonstrating expertise in asset management within liquid asset classes and multi-assets, he possesses a comprehensive understanding of quantitative portfolio management and the intricate process of product research and design.
Wesley Gray, Ph.D.
President, Alpha Architect Global LLC
Wes is a combat veteran and served as a Captain in the United States Marine Corps and earned an MBA and a PhD in finance from the University of Chicago where he studied under Nobel Prize Winner Eugene Fama. Next, Wes founded Alpha Architect, an asset management firm that delivers affordable alpha — think of it as the “Vanguard” of boutique active management. Wes also founded ETF Architect, which is a firm dedicated to delivering low-cost, easy-to-use, and transparent ETF white-label services.
Igor Vilcek
Chief Investment Officer at VUB Generali
Accumulating 12 years of expertise in overseeing pension funds and mutual funds, Igor has successfully led teams of Portfolio Managers and Risk Managers. Proficient in setting strategic asset allocation and crafting model-based tactical asset allocation. His experience encompasses various strategies across major asset classes, including momentum, reversal, risk parity, carry, value, pairs trading, grid trading, clustering, earnings announcements, insiders trading, illiquidity premium, machine learning, seasonality, sentiment trading, volatility premium, CPPI, and VaR.
Mária Širaňová, Ph.D.
Head of Department of Macro-Financial Analysis
Working as a senior researcher at the Institute of Economic Research of the Slovak Academy of Sciences, specializing in empirical monetary economics, international finance (with a focus on capital flows and macroeconomic imbalances), and regional financialization. Co-authored articles are published in journals such as the Journal of Financial Stability or Journal of Economic Dynamics and Control. Contributions to domestic and international research projects (Horizon 2020, GACR Czechia, NSC Poland). Pro-bono senior research consultant for Quantpedia focusing on the macro-economic side of quantitative investing.
Frantisek Stulajter, Ph.D., FRM, SCR, CFA ESG
Head of Risk Management at Tatra Asset Managemet
Head of Risk Management at Tatra Asset Management, bringing experience from previous roles at Tatra Asset Management and CSOB Asset Management. Possessing a Ph.D. in Finance earned from VSB Technical University of Ostrava, Faculty of Economics. With a robust skill set that includes Portfolio Management, Asset Allocation, Asset Management, Financial Markets, Financial Risk, and more, contributing valuable insights to the industry.
Caio Natividade
Managing Director – Global Head of Quantitative Investment Solutions Research
The Managing Director at Deutsche Bank leads a team responsible for quantitative investment solutions research. Caio’s work involves signal generation, portfolio construction, and risk estimation across various asset classes. With a background spanning fixed income, FX analysis, options strategy, and cross-asset quantitative research, he has earned recognition from prestigious institutions like Institutional Investor and Risk Magazine Awards.
Radovan Vojtko
CEO & Head of Research in Quantpedia
Former Portfolio Manager at Tatra Asset Management (the biggest asset management company in the Slovak Republic with over 3bln EUR AUM), managed over 300+mln EUR in several quantitative funds (focused on asset allocation, multi-asset CTA/trend-following strategies, market timing and volatility trading), since 2015 CEO and Head of Research at Quantpedia, the main sponsor of this competition.
Akhil Khunger
QA Financial Modeling Specialist
Akhil has over ten years of experience in the financial industry and currently works in quantitative analytics at Barclays. He has experience in statistics, time series modeling, quantitative strategies, and programming experience in Python, C++, and SQL, as well as working on quantitative models for FX, Macro, Credit, and Futures businesses. He also worked as a futures trader at OSTC and holds a master’s in Financial Engineering from UC Berkeley and another in financial mathematics from the London School of Economics.
Partnerships
Quantpedia Awards 2024 would not be possible without the help of our Partners, and we sincerely invite you to visit them and see their offerings. We would like to thank the following organizations for their support:
