← Write-Ups Team 1 Execution Team 2 Execution

Round 1: Prediction

Dataset

Field Value
Time Range 2021-01-01 to 2024-12-31
Source Binance futures (OHLCV, non-anonymized)
Coins 355 cryptocurrencies
Format Parquet files

Objective

Predict 24-hour ahead returns at 15-minute intervals for all cryptocurrencies.

Evaluation: Weighted Spearman rank correlation (focus on extreme returns)

Round 2: Live Trading

Setup

Field Value
Teams Top 15-30 advanced
Capital $10,000 USD per team
Positions Long/short real-time execution

Ranking Formula

Component Weight
Sharpe Ratio 40%
Return 30%
Drawdown 30%

Lower score = better. Bonus: 20% of profits if max drawdown ≤ 15%

Software Required

Lark, Yushu, QuantBase, GitLab, CrowdStrike

Challenges: Complex installation, 2FA slowed development, USB issues, watermarks on screen, no Linux support (used VM)