Quantitative Trading Competition - Trading Anomalies in the Market

Anomalies in the stock market refer to differences in returns between specifically selected stocks that cannot be fully explained using a theoretical asset pricing model. They are often used as a starting point for specific trading strategies by market participants. The aim of the seminar is for participants to select an anomaly, develop a suitable trading strategy and put this strategy into practice in a simulated trading environment by executing actual trades. Finally, the performance of the trading strategy will be evaluated, in particular taking into account the trading fees incurred, and the anomaly's existence in the market will be discussed.

Expected schedule

• Friday, 02.02.2024, 23:55: Application deadline for the first allocation round.
• Monday, 05.02.2024: Allocation of seminar places (first allocation round).
• Friday, 09.02.2024, 23:55: Deadline for acceptance or rejection of seminar places (first allocation round).
• Friday, 15.03.2024, 23:55: Application deadline for the second allocation round.
• Monday, 18.03.2024: Allocation of seminar places (second allocation round).
• Friday, 22.03.2024, 23:55: Deadline for acceptance or rejection of seminar places (second allocation round).
• Tuesday, 16.04.2024, 17:00: Kick-off meeting (Building 09.21 (Blücherstr. 17), SR 320)
• Monday, 01.07.2024, 16:00: Deadline for submission of the final version of the thesis (in duplicate in written form and in electronic form)
• Thursday, 11.07.2024 (from 14:00) and Friday, 12.07.2024: Block seminar with compulsory attendance.