All work

SHARPE SAUCE / ALGOJAM / ALGORITHMS / SIMULATION

Competition build

Sharpe Sauce / AlgoJam

A trading strategy for a simulated market.

A deterministic trading strategy and backtesting toolkit for a simulated-market competition.

System overview: Market history to Instrument signals to Budget-aware allocation to Positions + backtesting.
System overview of the strategy and testing workflow.View full image ↗

MY CONTRIBUTION

Solo team · strategy and Python development

HIGHLIGHT

UQ FinTech / IMC AlgoJam 2026

TOOLS & METHODS

Python · Backtesting · Allocation · Simulation

01 / THE PROBLEM

The problem.

A strategy has to work within a fixed environment and budget. Promising intuition is not enough without repeatable testing and a clear allocation approach.

02 / MY CONTRIBUTION

What I worked on.

  1. 01

    Implemented a deterministic Python strategy and supporting development tools.

  2. 02

    Built instrument triage, backtesting and budget-aware allocation.

  3. 03

    Prepared a competition submission under the solo team name Sharpe Sauce.

03 / PROGRESS & RESULTS

Where it stands.

I built the strategy and local testing tools for UQ FinTech / IMC AlgoJam 2026. The simulations are development results, not investment returns or a final competition ranking.

NEXT PROJECT

Mushee