Martingale Hacks

Overview

Martingale Hacks is a unique quantitative finance competition focused on applying Natural Language Processing (NLP) and Stochastic Modeling to financial markets, specifically for high school students. The challenge is to build an algorithm that analyzes financial news headlines to predict market volatility and direction for the S&P 500. Top finalists will have their resumes shared with potential employers in the finance industry.

Requirements

To submit your project, you'll need to provide a link to your Kaggle Kernel, which hosts your notebook. You also need to submit a 1-2 page 'Strategy Memo' in PDF format detailing your logic, architecture (e.g., BERT, LSTM), risk management approach, and any significant failures. A short, optional 2-minute video walkthrough of your code is recommended, especially if you're aiming for the 'Best Technical Architecture' prize. Participants must be above the legal age of majority in their country of residence.

Prizes

Martingale Hacks is offering $20,000 in cash prizes. There will be 100 winners receiving a $200 cash prize each. The top 10 finalists will have their resumes compiled into an 'Investment Memo' and shared with partner firms. Top teams will also gain access to institutional-grade APIs from Polygon.io and Wolfram Alpha.