HSBC Mayweek Hackathon

Cambridge Algorithmic Trading Society and HSBC invite you to the Mayweek Hackathon. We have planned for you a fun evening of coding, head scratching and algorithmic trading in a relaxed atmoshpere.

The hackaton will give you access to historical tick data from the interbank markets and put you behind a steering wheel of a quant developer. In teams of 1-4 you will be tasked with coming up with the best prediction tool for the price variation of a real currency pair. Teams with the best solutions will receive prizes of up to 400 GBP in amazon vouchers  from our sponsors, HSBC.

The hackaton will also feature introductory talk by head of quantative deveolpers at HSBC and the running order of the event is as follows:

6.30 - 7.00   : Pizza and Drinks

7.00 - 7.30   : Introductory Talk, What is a Quant Dev?

7.30 - 9.30   : Hackathon tick data provided by EBS

9.30 - 10.00 : Wrap up and details for submission.

Hackaton will take place in the Engineering Department in room LR4 which is on the ground floor of a the main (Baker) building.

Participation in the hackathon is free.

Technical details:

We will help forming teams on site, but feel encouraged to organise in teams or part of teams before the event!

Participants need to bring their own laptops and it is recommended they have some coding background. For smooth participation we also suggest to set up a programming environment of their preference beforehand.

We will provide participants with an example python notebook showing how the data can be loaded, manipulated and analysed to come up with an example prediction tool. The example scripts makes use of numpy, matplotlib, pandas, seaborn, functions, scipy and sklearn libraries, but you are not required to follow the same suit.

Finance knowledge is not essential.