Phawat

Case study

Algothon 2025

Algorithmic trading competition hosted by UNSW FinTech Society × Susquehanna (SIG).

2025
Algothon 2025

Overview

Built a trading algorithm for Algothon 2025 — a multi-stage competition organised by UNSW FinTech Society and Susquehanna International Group, competing against teams across Australia for prizes up to $5,000.

Algothon 2025 is the sixth annual algorithmic trading competition run by UNSW FinTech Society in partnership with Susquehanna International Group (SIG) — one of the world's leading quantitative trading firms. The challenge involved building a sophisticated trading algorithm to maximise risk-adjusted profits (mean(PL) − 0.1 × StdDev(PL)) in a simulated environment of 50 instruments, with a $10k position limit per stock. Competitors progressed through multiple stages — an introductory phase, interim leaderboard update, general round, and a final presentation at the Susquehanna Sydney office. My solution assessed historical price data, built a predictive model, and back-tested it with a focus on trade frequency, risk minimisation, and worst-case scenario projection.

Impact

Improved PnL and stability across products by combining simple signals with risk controls.