BACKGROUND


Introduction

Welcome to the UBS Hackathon 2020!

The UBS Hackathon is an online quantitative strategy and financial data science competition. Combine your innovative ideas with your quantitative and data science skills to tackle real-life financial industry challenges.

The Hackathon consists in two rounds, both held fully online on the Alphien platform.

All research, documentation and submissions should be done on Alphien platform. Data and tools are provided by UBS and Alphien. The Alphien quant team will assist you along the Hackathon.

About the sponsor

UBS is a Swiss multinational investment bank and financial services company founded and based in Switzerland. Co-headquartered in the cities of Zürich and Basel, it maintains a presence in all major financial centres as the largest Swiss banking institution in the world.


OVERVIEW


Teams

Once all members are registered on the platform, you must join the competition as a team prior to the closing date for submissions. Each team comprises at least two (2) and up to five (5) students. In order to create a team, check out the team creation page. Please note only the team leader has to join a competition; other members will be automatically be added to participants.

Qualification

The Hackathon will be conducted in two rounds. To participate in the final round, your team needs to qualify based on the results of the first round. For the first round, you can elect to participate in the following competitions.

You will earn points based on your weekly ranking in any of the two competitions' leaderboard. Thus, participating in both competitions and submitting a solution early increases your chances to qualify for the final round.

Submissions

You must use Notebooks to submit your solutions. Use a separate notebook for each solution. You can submit a maximum of two notebooks (equivalent to 2 solutions) per competition. However, there is no limitation in the number of revisions you can make on a submitted notebook. Only your best submission per competition will be awarded with points.


AWARDS


Team prizes:

  • Champion: USD 10,000
  • First runner-up: USD 7,000
  • Second runner-up: USD 3,000

Please note:
(1) The amount may be subject to withholding and other taxes, so amount actually received by the winner may be less than "as published" – since UBS will not be grossing up for tax; and
(2) Payment will be made through a vendor of UBS.
The cash prize shall be divided evenly among the members of each winning team.

DATA


Dataset for each competition can be found on their respective pages.
Outperform the S&P 500 index
Machine Learning for Complex Pricing Models


GUIDELINES


Support tools

  • After you have joined the competition, click the "get started" button. You will be redirected to your dashboard. You'll find tutorial notebooks for each competition in "Public Notebooks". Filter them by competition tag if you cannot see them.
  • Use the forum to find help from the community or from Alphien support team.

Tips and advice

  • Participating in both first round competitions increases your chances to qualify for the final round.
  • We highly encourage participants to go through the tutorial notebook of each competition.
  • Once you have fine-tuned your model, document it in a notebook and submit it for our review.
  • Read the Rules Section thoroughly for details on the selection criteria.
  • We highly recommend you use the forum as much as you can to find help.

LEGAL


Please refer to Alphien Terms of Use.