Algothon 2019 @

19th - 20th October

Organisers

Sponsors

About

Algothon 2019 in partnership with BlackRock is the second annual Algothon organised by the Imperial College Algorithmic Trading Society. We’re excited to bring you 24 hours of intense hacking, bringing 200 of the brightest minds together to produce incredible new financial technology.

The event will be held in the offices of BlackRock, one of the most highly respected financial technology companies operating today. In addition to the main event, we’re delighted to offer several talks from field leading researchers in machine learning, as well as workshops to get you up to speed on some of the most exciting new technologies and practices in the field.

This will be an incredible weekend, producing amazing new technologies, learning from some of the best minds in the field, and overall having a great time!

Speakers


We’re incredibly happy to be offering talks from some of the industry's leading researchers in the field of machine learning.

Dr Rui Carvalho

Assistant Professor
Department of Engineering, Durham University

Extracting Governing Equations from Data
Read more

Prof Anil A. Bharath

Fellow of the Institute of Engineering and Technology
Imperial College London

Fireside Chat: Explainable Machine Learning
Read more

Dr Anastasiya Ostrovnaya

Research Fellow at Centre for Climate Finance & Investment
Imperial College London

Heishiro Kanagawa

PhD Student in Machine Learning
Gatsby Computational Neuroscience Unit, UCL

An Interpretable Test of Model Comparison
Read more

Ignacio Blanch

Managing Director, Head of Research and Innovation Team for Systematic Fixed Income Group (SFI)

Justin R. Peterson

Director, Investment Researcher, Multi-Asset Strategies

Dr Alexander Remorov

Vice President, Quantitative Researcher at Systematic Active Equities (SAE)

Dr George Poyiadjis

Director, Lead Researcher of Relative Value Strategies at Systematic Fixed Income Group (SFI)

Nicky Lai

Risk & Quantitative Analysis (RQA), Behavioural Finance Team
Accredited Financial Risk Manager (FRM)


iPad
A few "small" prizes are up for grabs:

- iPad Pros & pen
- 4k monitors
- Bose wireless noise-cancelling headphones
- Extreme Dodgems
- Coral TPUs Dev Boards
- Google Nests
- $7.5k AWS credits

...
...

Prizes

A few "small" prizes are up for grabs:

- iPad Pros & pen
- 4k monitors
- Bose wireless noise-cancelling headphones
- Extreme Dodgems
- Coral TPUs Dev Boards
- Google Nests
- $7.5k AWS credits

Workshops

Algothon Workshops:

1. Introduction to Machine Learning
2. Introduction to Deep Reinforcement Learning
3. Introduction to Tensorflow Probability

Datasets (To Be Revealed)

The available datasets are the following:

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- consectetur adipiscing elit
- sed do eiusmod tempor incididunt ut labore et dolore magna aliqua
- Ut enim ad minim veniam
- quis nostrud exercitation ullamco
- laboris nisi ut aliquip ex ea commodo consequat

Schedule

Day 1

  • how_to_reg

    Registration & Setup

  • chat_bubble_outline

    Welcome Talk

  • emoji_people

    Team Formation

  • code

    Hacking Begins!

  • fastfood

    Lunch

  • chat_bubble_outline

    Researcher Presentations

  • forum

    Fireside Chat: Explainable AI

  • work

    Workshops

  • fastfood

    Dinner

  • sports_tennis

    King of the (Table Tennis) Table

  • flag

    Hackathon Decathlon

  • nights_stay

    Sleep Area Opens (with Airbeds)

Day 2

  • local_pizza

    Midnight Pizza

  • restaurant

    Breakfast

  • code

    Hacking Ends

  • fastfood

    Lunch & Demo Preparation

  • assessment

    Judging and Finalist Selection

  • chat_bubble_outline

    BlackRock Q&A

  • assessment

    Finalists Presentations

  • emoji_events

    Prizes & Awards Ceremony

  • school

    Closing Remarks

Location


Code of Conduct


TL;DR: Be respectful to all involved in or present at the event. Harassment and abuse are never tolerated. If you are in a situation that makes you uncomfortable at this event or directly in relation to this event, if the event itself is creating an unsafe or inappropriate environment, or if interacting with any person(s) involved in or present at the event makes you uncomfortable, please report it using the procedures under this section.

Read more


FAQs

A hackathon is a 24-hour competition where programmers and researchers come together to build and design something cool.

It is the largest student-led financial machine learning hackathon in Europe.
The competition is 24 hours of innovation to design the best alpha-gen models using the latest machine learning and quant techniques inside BlackRock's London office.

Any students, academics and recent graduates over 18 are welcome to apply.

No, students, academics and recent grads are welcome from any university.

No. Whilst financial knowledge can be beneficial, it is not necessary.
You will learn most of the core knowledge from event through researcher presentations, workshops, and the Algothon team.

Yes. Having a knowledge of basic coding principles is important to implement your strategies and research. However, if you need help on the day feel free to reach out through the support system!

No, but you are welcome to form one. Last year, many teams were formed in the event after meeting and sharing ideas and goals.

Teams of up to 4 are allowed.

Your ID, a laptop and a charger are essential. We will email recommendations before the weekend.

Inside the BlackRock office. Address: Drapers Gardens, 12 Throgmorton Avenue, London EC2N 2DL.
Closest tube stations are Moorgate, Bank, and Cannon Street.

Yes with in reason. We will be reimbursing travel inside the UK for journeys from outside of London. For questions about travel from other locations, this is done on a per case basis. Please email: algo.trade@imperial.ac.uk

Yes, volunteers are very welcome. Just email algo.trade@imperial.ac.uk if you are interested.

Applications are reviewed on a rolling basis and will close on the 14th of October 18:00.

Q. What is a hackathon?

A hackathon is a 24-hour competition where programmers and researchers come together to build and design something cool.

Q. What is Algothon?

It is the largest student-led financial machine learning hackathon in Europe.

The competition is 24 hours of innovation to design the best alpha-gen models using the latest machine learning and quant techniques inside BlackRock's London office.

Q. Who is eligible?

Any students, academics and recent graduates over 18 are welcome to apply.

Q. Do I need a background in finance?

No. Whilst financial knowledge can be beneficial, it is not necessary.

You will learn most of the core knowledge from event through researcher presentations, workshops, and the Algothon team.

Q. Do I need to be able to code?

Yes. Having a knowledge of basic coding principles is important to implement your strategies and research. However, if you need help on the day feel free to reach out through the support system!

Q. Do I need to have a team beforehand?

No, but you are welcome to form one. Last year, many teams were formed in the event after meeting and sharing ideas and goals.

Q. What is the maximum team size?

Teams of up to 4 are allowed.

Q. What do I need to bring?

Your ID, a laptop and a charger are essential. We will email recommendations before the weekend.

Q. Where is the event?

Inside the BlackRock office. Address: Drapers Gardens, 12 Throgmorton Avenue, London EC2N 2DL.

Closest tube stations are Moorgate, Bank, and Cannon Street.

Q. Can I volunteer at the event?

Yes, volunteers are very welcome. Just email algo.trade@imperial.ac.uk if you are interested.

Q. When will applications close?

Applications are reviewed on a rolling basis and will close on the 15th of October 23:59.

Q. Any other questions?

Please email algo.trade@imperial.ac.uk.



Organising Team

Core Team

Joe Arrowsmith

Imperial College Algorithmic Trading Society
(Chairman)

Brendon Smith

MD Sponsor, Alpha Gen Portfolio Manager, BlackRock

Ozgur Osman

BlackRock organiser, T cost model specialist

Alfonso Parra Garcia

Imperial College Algorithmic Trading Society
(President)

David Reti

BlackRock Sponsor Team

Peter Kovacs

BlackRock Sponsor Team

Ozzy Osman

BlackRock Sponsor Team

Vishaal Anandaraman

BlackRock Sponsor Team

Hanish Lalwani

BlackRock Crew

Katie Rumbles

BlackRock Recruiting

Rush Virdi

BlackRock Event Manager

Alyssia Radburnd

BlackRock Event Manager

Jocelyn Toppin

BlackRock Building Operations Manager

Andrew Clark

BlackRock AV Manager

Leon Gaffar

BlackRock IT Manager

Robbie Goodall

BlackRock Reception Manager

Laurynas Kazys

BlackRock Crew

Will Kennerley

BlackRock Crew

Ben Ambrose

BlackRock Reception Manager

Samuel Martin Frias

Imperial College Algorithmic Trading Society
(Treasurer)

Alfonso Parra Garcia

Imperial College Algorithmic Trading Society
(Secretary)

Michael Akintunde

Imperial College Algorithmic Trading Society
(Analyst)

Nuri Cingillioglu

Imperial College Algorithmic Trading Society
(Head of Trading)

Kaavya Sridhar

Imperial College Algorithmic Trading Society
(Marketing and Events)

Fangfang Hu

Imperial College Algorithmic Trading Society
(Technology: Front-End)

Edward Stables

Imperial College Algorithmic Trading Society
(Technology: Back-End)

Testimonials

REVIEW ALGOTHON 2018 @ BLACKROCK

Find out more about our inaugural event last year!

LEARN MORE