cloudex competitionweb.stanford.edu/class/cs349f/slides/cs349f_cloudex... · 2020. 11. 16. ·...
TRANSCRIPT
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CloudEx CompetitionWeek 3 Summary
11/16
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Competition Overview
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Overview - 4.2M Orders, 330k Trades
Day Winner Net Worth ($M)
1 Nishant & Sundararajan 278
2 Nishant & Sundararajan 291
3 Nishant & Sundararajan 352
4 Nishant & Sundararajan 374
5 Nishant & Sundararajan 445
6 Nishant & Sundararajan 527
7 Aunica & Helen 807
8 Aunica & Helen 715
Day Winner Daily Gains ($M)
1 Nishant & Sundararajan -
2 Nishant & Sundararajan 13
3 Nishant & Sundararajan 61
4 Nishant & Sundararajan 22
5 Yunfeng & Kailai 94
6 Nishant & Sundararajan 83
7 Aunica & Helen 317
8 Yanpei & Yi -49
Net Worth Leader Daily Gains Leader
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Week 3 Setup
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Symbols
● 75 Symbols from Nasdaq or Indexes○ 70 Symbols from the Nasdaq 100
■ Technology■ Consumer Cyclical■ Healthcare■ Etc.
○ 5 indexes■ Triple Leveraged S&P (Long and Short)■ Triple Leveraged Nasdaq (Long and Short)■ Volatility Index
● 25 Synthetic Symbols○ 15 Momentum○ 10 Mean Reversion
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Competition Time Series
AAPL, Jan 2 - Jan 28 ‘20Ticker AA, Monday
AAPL, Feb 3 - Mar 3 ‘20Ticker AA, Wednesday
AAPL, May 1 - May 27 ‘20Ticker AA, Tuesday
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Student Trading Activity
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Student Trading Performance
G1: Aunica & HelenG2: Yunfeng & KailaiG3: Anmol & ThomasG4: Chinmay & FedericoG5: David & Gleb
G6: Chinmay & FedericoG26: Yanpei & YiG29: Yao & EricG31: Nishant & SundararajanG32: Aditya & Tyler