Quantathon Guidelines 2026
Mandatory guidelines for all registered participants of the Internal Quant Hackathon (Quantathon).
Contents
Team Composition
2–4 members per team. Solo participation is also allowed.
Encouraged and allowed.
Rosters are locked at registration. If a member becomes unavailable during the event, the remaining members may continue as a smaller team — no new members may be added mid-event.
Each team (or solo participant) registers once, before the event start, and is issued one team ID (see Section 4, Technical Environment & Support).
Eligibility
All employees.
Hackathon work is done outside live-floor trading responsibilities. Participation must not disrupt or compromise regular live-floor operations or business responsibilities — employees on live-floor duty should schedule hackathon activity outside market hours or with manager sign-off.
Quant/trading-desk employees may participate, but must not use internal strategies in their submission.
Allowed Markets, Data & Trading Rules
NSE — Index Derivatives segment only.
Live paper trading and backtesting only.
Intraday only — no overnight or positional holds.
Internal data feed via the MOSS sandbox environment only.
The internal research platform or the compute cluster.
Participants may use any tool of their choice.
Technical Environment & Support
Each team (or solo participant) gets a separate environment ID and one shared team login — one login per team, not per member.
Each team gets a dedicated Zoom support channel with an assigned point of contact (POC) to resolve queries.
Submission
Any proprietary internal trading strategy cannot be used in this Quantathon.
The strategy must be the team's own work.
Every qualifying team must present and explain their strategy to the panel.
Winning strategies may be reviewed by the quant/trading desk for potential adoption, at the company's discretion.
Judging Criteria & Methodology
The panel will run every submitted strategy against hidden, out-of-sample data, using an in-sample/out-of-sample Monte Carlo split — no team sees the exact test data in advance.
Profitability on the hidden out-of-sample dataset.
Risk-adjusted return (e.g. Sharpe ratio), maximum drawdown, and consistency across the Monte Carlo runs.
For the full points breakdown, see Scored on Substance on the event page.
Event Mode, Duration & Timeline
Online.
3 days — 25–27 September.
This is the full guidelines document issued by the Core Organizing Committee. It governs in case of any conflict with other summaries on the event page.