Momentum Factor Challenge
Build a cross-sectional momentum factor that predicts next-month relative asset performance. The dataset includes 200 obfuscated assets with 15 years of returns and fundamental signals. This classic quant challenge rewards robust factor design and risk management.
Prize Pool
$20,000
Participants
312
Timeline
Oct 1 — Dec 1, 2025
Competition Ended
December 1, 2025
Build a cross-sectional momentum factor that predicts next-month relative asset performance. The dataset includes 200 obfuscated assets with 15 years of returns and fundamental signals. This classic quant challenge rewards robust factor design and risk management.
Columns
120
Obfuscated features
Rows
780,000
Training observations
Scoring
Information Coefficient (IC)
Primary evaluation metric
Runtime Limit
30 minutes per evaluation
Memory Limit
8GB RAM
Max Submissions
100 total