# Competition-from-International-Association-of-Quantitative-Finance

**Repository Path**: bessiechen2022/Competition-from-International-Association-of-Quantitative-Finance

## Basic Information

- **Project Name**: Competition-from-International-Association-of-Quantitative-Finance
- **Description**: Our team won the competition hold by IAQF in 2018. We submitted a solution titled, Implementing Momentum Strategy with Options: Dynamic Scaling and Optimization.
- **Primary Language**: Matlab
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2022-05-21
- **Last Updated**: 2023-04-23

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# Competition-from-International-Association-of-Quantitative-Finance
Our team won the competition hold by IAQF in 2018. We submitted a solution titled, Implementing Momentum Strategy with Options: Dynamic Scaling and Optimization.

The picture below is portfolio performance from one of our algorithms

![partition](https://user-images.githubusercontent.com/33269462/44176708-df904200-a0b8-11e8-97ec-2ea1d3cef3f1.png)