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Group stocks by similar price behavior
Challenge Type: computer science
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$1,000
top 10
20
submissions
20
solutions max

At its core, SIG leverages large data sets to make informed investment and trading decisions. Traders, quants, developers, and systems engineers work side by side to develop and implement trading strategies. We’d like to see whether you have the skills to manipulate data and extract market trends, just as if you were on one of our teams.

Deliverables

Create an application which forms indices (groups of stocks) based on similar price behavior over the last two years. Your application should list the companies for each group. To catch our attention, you can take it a step further and present the indices in another logical, visual way.

Data:

The attached zip file has 2 years of stock price data on each company in the Dow Jones Industrial Average. The company name is always listed in the 8th column and 2nd row. Your application should create a minimum of 2 indices.

Criteria:

Evaluations will be qualitative, but the best submissions will be efficient, simple, and produce highly correlated indices of stocks.

    Submissions will be graded on the following criteria:
  • Meets Deliverables
  • Creativity
  • Clarity
Additional Materials:
Reward Tiers
5 Winners
will receive $150 each
5 Honorable Mentions
will receive $50 each
Leaderboard
$150.00 Jin Pan Massachusetts Institute of Technology
$150.00 alexander_bok Brown University
$150.00 Andrew Jacob Bradley University
$150.00 Jason Shen San Jose State University
$150.00 Dakota Boyd Massachusetts Institute of Technology
$50.00 Venkatesh Kaulgud University of Southern California
$50.00 Uday Chettiar University of Pennsylvania
$50.00 Michael Martinsky Lehigh University
$50.00 Kyle Morgan Johns Hopkins University
$50.00 David Ju University of California at Berkeley
Submission questions


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