High Frequency Trading Competition

High Frequency Algorithmic Trading Competition page

Application deadline is February 15, 2027. Teams will complete a technical assessment and be selected by March 3. No application fee. Selected teams register by March 8. Registration fee is $250 per team.

The Stevens School of Business finance department is holding its annual High Frequency Trading Competition that uses the SHIFT high frequency simulation platform created by Dr. Ionut Florescu, director of the financial technology and analytics program at Stevens. SHIFT is a platform designed to realistically simulate how modern high-speed financial markets operate, providing investors, market makers, exchange managers, and regulators with a valuable tool to test scenarios and strategies in a lifelike environment before applying them in real-world markets.

The High Frequency Algorithmic Trading Competition is open to all undergraduate and graduate students enrolled in an accredited university. In this unique team trading competition, the teams will develop their own code to perform algorithmic trading. In order to be eligible to participate in this competition, teams must have experience with GitHub and Python programming.

This year's prize pool is $4,800.

Questions? Please contact the Stevens HFTC Coordination Team - [email protected]

Important Dates:

Feb 15: Application Deadline

Feb 17: Technical Assessment Released

Feb 24: Technical Assessment Due

Mar 3: Final Notification

Mar 8: Registration & $250 Team Fee Due

Mar 12: Orientation

Mar 12–19: System Setup

Mar 19: Test Run 1

Mar 24: Test Run 2

Apr 2: Competition Day 1

Apr 9: Competition Day 2

Apr 16: Competition Day 3

Apr 23: Competition Day 4

Apr 30: Competition Day 5

May 7: Award Ceremony