Host
FUND CONNECT HK
Focused on quantitative investing, asset management and fintech, connecting strategy developers with institutional capital.
Hong Kong, China · Online + Offline
Open to students, researchers, professional quant teams and fintech teams, with current support for IBKR and other broker account connectivity and parallel paper and live divisions across a three-month official contest.
Follow-Up Cooperation Pool
HKD 100 Million
Potential Assets Under Management
Award winners and other high-potential teams may enter the follow-up cooperation pool. Participation does not guarantee a capital allocation.
2026.09.28 00:00 — 12.29 06:00 HKT (Tentative)
Main Contest
Interactive Brokers (IBKR) and others
Currently Supported Broker
1–5 people
Recommended Team Size
Co-organizer
Partner institution
Community partner
Partners
Competition Background
The 2026 Hong Kong Quantitative Trading Competition seeks to discover and develop global quant-finance talent, connect young researchers and developers with financial institutions, and strengthen Hong Kong's quantitative-finance ecosystem.
Host
Focused on quantitative investing, asset management and fintech, connecting strategy developers with institutional capital.
Co-Organizers
Connecting academic research, fintech talent and quantitative-finance practice.
Official Format
The competition currently supports account connectivity with Interactive Brokers (IBKR) and other brokers, giving teams at different stages a clear and traceable framework for demonstrating their strategies.
Format Highlights
Students and new-strategy teams may enter the paper division; mature strategy teams may enter the live division.
IBKR and other brokers are currently supported; actual availability follows the latest official competition announcement.
Trading performance accounts for 70% of the final score and the strategy presentation for 30%.
Strategy Categories
Long-short equities, statistical arbitrage, pairs trading and similar strategies
Trend following, futures CTA, multi-asset timing and similar strategies
Long-only, multi-factor stock selection, index enhancement and similar strategies
Multi-strategy combinations or strategies that do not fit another category
High-frequency, intraday, machine-learning, options, derivatives and volatility are strategy tags rather than separate categories.
Who It Is For and Why It Matters
Students, researchers, professional quant teams and fintech founders are welcome. Performance is judged not only by return, but also by risk control, stability and sustainability.
Eligible Participants
Teams in financial engineering, mathematics, statistics, computer science, AI and related fields.
Independent researchers, traders and strategy developers.
Established teams with strategies, trading records or other verifiable capabilities.
Startups working on AI finance, trading systems or data analytics.
What Participants Gain
Real-market data, API trading access and complete strategy records.
Ongoing visibility into returns, drawdown, stability and rankings.
Combines trading performance, strategy logic, risk management and a live presentation.
Media coverage, offline roadshows, mentor exchange and institutional introductions.
Outstanding teams enter the candidate pool for Money Manager and AUM cooperation.
Scoring · Total 100%
Four metrics form the 100-point trading-stage score. The top five teams in each division advance to the presentation, with trading weighted at 70% and the presentation at 30% in the final score.
Trading-Stage Score Weighting
Four metrics are standardized within each strategy category and then weighted
Total 100%
Primarily measured by cumulative net return during the competition
Measured by the Sharpe ratio and return generated per unit of risk
Measures maximum drawdown and subsequent recovery
Positive-return period ratio, return volatility and persistence
Trading metrics are generally standardized to 0-100 within the same strategy category and then combined by weight.
Presentation Score · 100 Points
Top five trading-stage teams in each division
Core logic, research framework, data use, signal generation and methodological completeness
Position sizing, stops, risk exposure, extreme markets and abnormal-trade handling
Strategy understanding, clarity, responses and live presentation
Final score = trading-stage composite score × 70% + presentation score × 30%
Event Details
Main Contest
2026.09.28 00:00 — 2026.12.29 06:00 HKT (Tentative)
Event Format
Hong Kong, China · Online + Offline
Currently Supported Broker
Interactive Brokers (IBKR) and others; actual availability follows official announcements
Eligible Participants
University students, research teams, individual researchers, professional quant teams and fintech teams
Team Requirements
Recommended team size: 1-5; each participant may join only one team
Strategy and Accounts
One strategy, one platform account and one independent official competition account per team
The competition account must be opened and lawfully held by a verified team member. IBKR teams must configure an Activity Flex Query and provide a valid Flex Web Service Token and Query ID. This access is read-only for competition data and scoring; it cannot place orders or transfer funds.
If dates change, the latest notice in the registration system and official channels will prevail.
Timeline
Signup Stage
2026.08.01 — 09.18
Teams with an eligible account must register by 18 September at 23:59; teams needing a new account must register by 14 September at 23:59
Qualification Review and Account Connection
After registration — 09.25
Teams opening a new account must finish by 23 September; all teams must connect their account by 25 September
Pre-Competition Preparation
From registration — 09.27
Roadshows, trading guidance, training and community Q&A
Main Contest
09.28 00:00 — 12.29 06:00
Trade through a supported-broker account connected to the platform and confirmed by the Organiser
Final Presentation and Review
2027.01.01 — 01.15
The top five trading-stage teams in both paper and live divisions attend the strategy presentation
Results and Awards
2027.01.18 — 01.22
Final results are announced; the exact date, venue and participation arrangements will be notified separately
Competition Divisions
Both divisions must use a supported-broker account connected to the platform and confirmed for the competition; capital and risk exposure differ under the rules.
Division
Division
How to Participate
The following dates are tentative: Teams with an eligible account must register by 18 September. Teams needing a new account must register by 14 September and finish opening it by 23 September. All teams must connect their account by 25 September.
01
Provide team, captain and contact details, then create a login account.
02
Build a recommended team of 1-5 people and submit one original strategy; the supporting document may be completed before formal trading starts.
03
A verified team member uses their own supported-broker account to complete data authorisation and platform connection.
04
Complete identity, strategy and account review, then perform the required test order and data-synchronisation checks.
Awards and Follow-Up Cooperation
Paper and live divisions are awarded separately, with additional strategy-category and performance awards. Neither winning nor entering the candidate pool guarantees capital allocation.
Overall Ranking Awards
The paper and live divisions each award a champion, runner-up and third place.
Strategy-Category Awards
Best Market Neutral, Best Systematic Directional and Best Long-Only / Index Enhancement Strategy, subject to the required return threshold.
Performance Awards
Awards include Best Return, Best Sharpe and the AIVIX Alternative Data Application Award.
Cooperation Opportunity
Award winners and other high-potential teams may enter the candidate pool. This is a potential opportunity, not an automatic or guaranteed allocation.
Post-Competition Pathway
The competition is only the beginning. Outstanding teams will be assessed on performance, risk management and cooperation readiness, then connected with brand, institutional and asset-management resources.
The top three in both divisions, special-award winners and other high-potential teams may enter the candidate pool.
Further assessment covers strategy performance, risk capability and cooperation conditions.
Media exposure, brand visibility, expert exchange and university or institutional connections.
Explore cooperation opportunities involving HKD 100 million in assets under management.
Explore Money Manager pathways, institutional cooperation and asset-management team building.
Contest Rules
These are highlights of the latest rules. Read the full Competition Rules issued on 29 July 2026.
09.28 — 12.29(Tentative)
Complete team registration, strategy materials and IBKR account setup, then demonstrate your strategy under unified rules.