Other Quant Competitions & Programs
COMAP MCM, Optiver, Two Sigma, Erdős and other quant programs worth entering.
Other Quant Competitions & Programs
Two Sigma — Financial Modeling on Kaggle
URL: kaggle.com/c/two-sigma-financial-modeling What: Historical Kaggle competition — still a great PRACTICE dataset Value: Study the top solution writeups. Two Sigma actively recruits from quant ML backgrounds. Active programs: Two Sigma New Seekers Summit (apply at twosigma.com/careers)
Erdős Institute — Project Challenges
URL: erdosinstitute.org/project-challenges What it is: 4–6 week team challenges in Data Science, Deep Learning, Quant Finance, Quantum Computing. Teams of 3–5 matched with a mentor from sponsoring company. Eligibility: Primarily PhD students/postdocs Why enter: Direct mentorship from industry professionals. Strong for academic-to-industry transition.
COMAP — Mathematical Contest in Modeling (MCM/ICM)
URL: comap.com/contests/mcm-icm What it is: 4-day team mathematical modeling competition. Real-world open-ended problems. Prize: Certificates + "Outstanding" designation Why it matters: Two Sigma explicitly stated they hire MCM Outstanding winners (their blog post). Jane Street also watches this. Format: Team of 3, choose one problem, 96 hours to write a full mathematical solution paper. Tip: Focus on the ICM (interdisciplinary) problem — it often has data science flavor.
QuantConnect / Lean Algorithm Competition
URL: quantconnect.com What it is: Open-source algorithmic trading platform. Run backtests on real market data using Python. No competition deadline — ongoing leaderboard Why useful: Practice ground for WorldQuant IQC and IMC Prosperity. Learn to think about trading algorithms.
Optiver Trading at the Close (Kaggle)
URL: kaggle.com/competitions/optiver-trading-at-the-close What: Predict stock auction closing prices. Run by Optiver (top HFT firm). Why enter: Optiver recruits from top finishers. Real market microstructure data.
Kaggle Jane Street Real-Time Market Data Forecasting
URL: kaggle.com/competitions/jane-street-real-time-market-data-forecasting What: Predict future market returns from real Jane Street trading data Prize: $120,000 total Why enter: Direct Jane Street visibility. Top performers get recruiter contact.
Summary Table
| Competition | Firm | Prize | Difficulty | Best For |
|---|---|---|---|---|
| WorldQuant IQC | WorldQuant | $100K | Beginner–Mid | Everyone |
| IMC Prosperity | IMC Trading | $50K | Intermediate | Python coders |
| Citadel Data Open | Citadel | $25K | Intermediate | ML + presentation |
| Jane Street Puzzles | Jane Street | Prestige | Hard | Math lovers |
| COMAP MCM/ICM | Academic | Prestige | Hard | Strong in math |
| Optiver (Kaggle) | Optiver | Kaggle prizes | Intermediate | ML engineers |
| Jane Street (Kaggle) | Jane Street | $120K | Advanced | ML + quant |
| Numerai | WorldQuant-style | NMR crypto | Ongoing | Production ML |