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The world's largest quant competition. Run by WorldQuant (top-tier hedge fund). You build "alphas" — predictive signals for equity markets — using their BRAIN pla…
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The world's largest quant competition. Run by WorldQuant (top-tier hedge fund). You build "alphas" — predictive signals for equity markets — using their BRAIN platform. No finance background needed.
| Stage | Dates |
|---|---|
| Team formation window | Mar 17 – May 13, 2026 |
| Stage 1 (Qualifier) | Mar 17 – May 18, 2026 |
| Stage 2 (Regional/National) | TBD |
| Stage 3 (Global Finals, Singapore) | September 2026 |
An "alpha" is a mathematical expression using operators on market data that predicts future stock returns. Example:
rank(-ts_delta(close, 5)) # stocks that fell most in 5 days tend to rebound
Fitness = sqrt(abs(Returns) / max(Turnover, 0.125)) * Sharpe
Submission thresholds you must clear:
| Alpha Type | Min Fitness | Min Sharpe |
|---|---|---|
| Delay-0 (trade at close) | > 1.3 | > 2.0 |
| Delay-1 (trade next day) | > 1.0 | > 1.25 |
Self-correlation rule: A new alpha must have PNL correlation < 0.7 with already-submitted alphas, OR have Sharpe at least 10% higher than the correlated ones.
Scale: 2025 IQC had ~80,000 participants, 11,000 universities, 142 countries, 263,000+ alphas submitted.
Turnover is your enemy: it represents transaction costs which kill real returns.
# Bad: high-turnover price reversion
rank(-close / delay(close, 1)) # changes every day
# Better: neutralize by market to reduce turnover
rank(-close / delay(close, 1)) - market_mean # smoother, lower turnover
Neutralizing by subindustry (instead of just market) can greatly increase fitness even while reducing Sharpe.
Fundamental data (P/E, earnings, ROE, revenue) updates quarterly, not daily. This means:
Your team's total score = basket of alphas. Decorrelated signals add more value than one strong signal submitted 5 times.
rank(-ts_delta(close, 5))
rank(ts_delta(earnings_per_share, 1))
rank(-correlation(volume, close, 10))
Academic paper by Kakushadze & Tulchinsky. Contains 101 directly testable alpha formulas. Systematic work through this paper alone yields multiple submittable alphas. Search on Google Scholar.
# Use clamping in denominators to prevent single-stock dominance
rank(signal) / (abs(rank(signal)) + epsilon)