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 account connectivity and parallel paper and live divisions across a three-month official contest.
Follow-Up Cooperation Pool
Approx. HKD 100M
Potential AUM Cooperation Ceiling
Award winners and other high-potential teams may enter the follow-up cooperation pool. Participation does not guarantee a capital allocation.
2026.10.26 — 2027.01.27
Main Contest
Interactive Brokers (IBKR)
Currently Supported Broker
1–5 people
Recommended Team Size
Organizer
Co-organizer
Supported broker
Strategic Media Partner
Partner institution
Partner institution
Data Partner
Data Partner
Data Partner
Data Partner
Index Calculation Partner
Data Partner
Data Partner
Data Partner
Supporting Organization
Supporting Organization
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 Interactive Brokers (IBKR) account connectivity. Any later supported brokers will be announced through official competition channels.
Format Highlights
Students and new-strategy teams may enter the paper division; mature strategy teams may enter the live division.
IBKR is currently supported. Later brokers will be announced through official competition channels.
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 eligible teams in each division advance to the presentation; places pass down the ranking when a team is ineligible. The final score weights trading at 70% and the presentation at 30%.
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 eligible teams by trading-stage score 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
26 Oct 2026, 00:00 — 27 Jan 2027, 06:00 (HKT)
Event Format
Hong Kong, China · Online + Offline
Currently Supported Broker
Interactive Brokers (IBKR); later brokers subject to official announcement
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 — 10.23
All teams must register by 23 October at 23:59 (HKT)
Qualification Review and Account Connection
After registration — 25 Oct
Qualification reviews run on a rolling basis. Account setup, data authorisation and platform connection must be completed before formal trading begins.
Pre-Competition Preparation
From registration — 10.25
Roadshows, trading guidance, training and community Q&A
Main Contest
2026.10.26 — 2027.01.27
Trade through a supported-broker account connected to the platform and confirmed by the Organiser
Final Presentation and Review
February 2027; date to be announced
The top five eligible teams by trading-stage composite score in each division attend the presentation; places pass down the ranking when a team is ineligible
Results and Awards
Expected in February 2027; date to be announced
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
All teams must register by 23 October 2026 at 23:59 (HKT). Account setup, remaining documents, data authorisation and platform connection must be completed before formal trading begins.
01
Provide team, captain and contact details, then create a login account.
02
Complete the captain and participating members' CVs and submit one original strategy. All required materials must be in before formal trading begins.
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: in principle, one winner per category in each division, ranking first by trading-stage composite score and beating the corresponding 90-Day Average SOFR. Awards may remain vacant.
Performance Awards
One Best Return and one Best Sharpe Award in each division. Eight AIVIX awards in total across both divisions require application and data use through the Team portal and are ranked by trading-stage composite score; allocation between divisions follows the final platform announcement.
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 potential cooperation with a total AUM ceiling of approximately HKD 100 million.
Explore Money Manager pathways, institutional cooperation and asset-management team building.
Contest Rules
These are highlights of the formal Rules dated 13 October 2026. Read the official PDF for the full terms.
Competition FAQ
Quick answers about the format, divisions and registration process.
It is a quantitative trading competition organized by FundConnectHK and co-organized by the HKU Web3 Institute for students, researchers, professional quant teams and fintech teams.
Both terms on this page refer to the 2026 Hong Kong Quant Trading Competition. It evaluates trading performance, strategy logic, risk management and a live presentation.
The competition has paper-trading and live-trading divisions. Both require a supported broker account that has been connected to and confirmed by the platform, subject to the published competition rules.
Use the registration link on this page to submit team, captain and contact details, then complete member, strategy, broker connectivity and pre-competition testing requirements.
2026.10.26 — 2027.01.27
Complete team registration, strategy materials and IBKR account setup, then demonstrate your strategy under unified rules.
Alternative data supportAlternative data for quantitative strategy research and factor analysis.