The Signal in the Noise

Most hackathons ask you to build an app. We ask you to predict the future.

The Martingale is the first dedicated Quantitative Finance competition for students only. We are looking for the top 0.1% of student-engineers capable of applying Natural Language Processing (NLP) and Stochastic Modeling to financial markets.

Wall Street no longer runs on gut feeling; it runs on unstructured data. Your challenge is to build an algorithm that digests thousands of financial news headlines to predict market volatility and direction.

The Challenge: Sentiment Alpha

You will be provided with a dataset containing financial news headlines paired with high-frequency market data.

  • The Input: Unstructured text (Headlines, Tweets, Earnings Call Transcripts).

  • The Output: A trading signal (Buy/Sell/Hold) for the S&P 500 (SPY).

  • The Metric: Your model will be evaluated on its Sharpe Ratio (Risk-Adjusted Return) and RMSE against a hidden Private Test Set.

Why Compete?

  • The Dossier: The resumes of the Top 10 finalists will be compiled into an "Investment Memo" and forwarded to our partners (University Labs and Proprietary Trading Firms).

  • The Compute: Top teams gain access to institutional-grade APIs from Polygon.io and Wolfram Alpha.

  • The Glory: Prove your code can survive a Bear Market.

Start Now: https://www.kaggle.com/competitions/martingale-hacks-winter-2025/data!

Requirements

To complete your submission on Devpost, you must provide:

  1. The Kaggle Kernel Link: A link to your hosted notebook on our private Kaggle competition page.

  2. The Strategy Memo (PDF): A 1-2 page executive summary explaining your logic.

    • What architecture did you use? (e.g., BERT, LSTM, simple VADER).

    • How did you handle risk management?

    • What was your biggest failure?

  3. The Pitch (Optional): A <2 minute video walkthrough of your code. (Recommended for teams seeking the "Best Technical Architecture" prize).

 

 

Hackathon Sponsors

Prizes

1 non-cash prize
Participant Prize
100 winners

Various Sponsor Prizes

Devpost Achievements

Submitting to this hackathon could earn you:

Judges

Martingale League

Martingale League
Martingale League

Judging Criteria

  • Public Leaderboard Performance
    How well did you perform on the public leaderboard (30%)
  • Private Leaderboard Performance
    How well did you perform on the private leaderboard (70%)
  • Thoughtfulness/Creativity
    Does it appear as if you truly thought about the problem and built a unique solution rather than copy someone who received a high score?

Questions? Email the hackathon manager

Invite others to compete

Hackathon sponsors

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.