Greetings from WnCC and Quant Club.
We are pleased to announce the Black-box Signal Hunt, a quantitative trading competition, conducted by The Motilal Oswal Centre for Capital Markets, designed to challenge your analytical thinking, mathematical reasoning, and systems-building skills. Participants will work on a 10-year high-frequency dataset containing 50 assets and attempt to isolate a hidden alpha signal, while also building a fast and efficient custom backtesting engine.
Competition Highlights
* Quant Hunt: Mathematically isolate a hidden “alpha” signal buried in a 10-year dataset of 50 assets.
* Alpha Puzzle: Identify the single tradable asset (TICKER_00) hidden among 49 predictors and structured noise.
* Systems Sprint: Build a custom backtesting engine in C++, Rust, or optimized NumPy capable of processing millions of rows in under 15 seconds.
* Low-Latency Challenge: Optimize for speed and efficiency under strict runtime constraints on large-scale data.
Important Rules and Constraints
* Team Size: 2–3 members per team
* No AI/ML libraries such as PyTorch, TensorFlow, or scikit-learn are permitted.
* Both a long-only strategy with a $1 million cap and a long-short strategy with a $2 million cap must be deployed simultaneously.
* If a strategy’s Net NAV drops to zero or below, the game ends.
* Submissions must include precise 5-column transaction logs for automated grading.
Event Timeline
* Competition Start: Friday, April 3 at 2:00 PM
* Code Submission Deadline: Sunday, April 5 at 2:00 PM
* Submission of Code Outcomes on New Dataset: Sunday, April 5 at 2:30 PM
* Jury Stage: Sunday, April 5 at 3:00 PM
Prizes
* First Prize: ₹50,000
* Second Prize: ₹30,000
* Third Prize: ₹20,000
* Certificates: Top 5 finalists
Registration
The registration deadline is March 31 at 10:00 PM.
Please register using the following link:
https://forms.gle/yaB39ZjDM785onbH6
Also, join the WhatsApp group for further updates:
https://chat.whatsapp.com/Dp0mRSEmliFBZMuzQkrZYa
We look forward to seeing your ideas, your rigor, and your speed in action.
Warm Regards,
Veeraditya | Pratyaksh
9449007525 | 9662201929
WnCC Managers 2025–26
Shahu Patil
General Secretary, Technical Affairs 2025-26
IIT Bombay
Contact: +91 91460 50850
https://tech-iitb.org
https://insti.app/org/techiitb