Welcome to the CFM Data Challenge Forum


Welcome to the Official Forum of the CFM Data Challenge, a yearly data science competition that has the advantage of being open to newcomers thanks to its smaller size. The challenge is open each year from January to December.

This Forum allows participants to ask questions to CFM staff or to other participants and share experiences, findings, or thoughts (on data, on algorithms, on results,…) on the current challenge.

About CFM: founded in 1991, CFM is a global systematic asset management firm whose investment strategy is based on a quantitative and scientific approach to financial markets. We are pioneers of econophysics and have applied research and academic techniques to finance and economics in order to deliver alternative investment strategies that create value for our clients.

Now, we are eager to have you join us in our pursuit of Insight, Data, and Clarity.

Please visit the Data Challenge website for information around the following:

  • Challenge Goal

  • Data Description

  • Benchmark Description

How to Participate

  • Anybody can jump on board anytime (register now!).

  • Teams can participate.

  • Professors can get a final ranking for their students anytime in the year (professors can create a “class” and student teams can then declare being part of this class upon registration).

The FAQ contains many useful answers, so please check it out! Of course, you can ask questions in this forum, too.


(Note that the Covid sanitary crisis can impose restrictions on in-person events.)

The Data Challenge will be ranked on October 1st (for students only, including PhDs) and then again on December 15th (open to all). Prizes will be awarded based on a private leader board (ranking on a secret subset of the test data). Information on prizes:

1st–10th places:

  • Members of the top-10 submissions will be offered an discussion (through videoconference or in person if possible), where they can introduce themselves to CFM (Research or Data teams) and get to ask any question they might have about CFM. Participants who want to apply to a position thus automatically get a special introduction, and they can continue with the usual process.

  • They will also be invited to attend a cocktail reception in Paris or New York (if they can join by their own means).

1st–3rd places (students only, in June), or top-3 excluding the June top-3 (December):

  • Members of the top-3 submissions will receive the prizes listed above, and will also have the opportunity to present their method to a live audience at CFM in Paris (possibly through videoconferencing). A cocktail often follows.

  • For the December ranking, up to 3 people per team will be offered a trip to the New York office for the event videoconference and cocktail, with CFM covering travel and accommodation expenses. This prize is only available to US-based participants.

1st place prize to be awarded for the December ranking:

  • The winning submission will receive all prizes listed above plus one iPad Pro 11" with stylus (or an equivalent machine/phone, if preferred).

CFM participants are excluded from the prizes and will not occupy any spot in the final ranking.

How to use this forum

Again, this forum is only about the current CFM Challenge Data.

IMPORTANT: please select a Forum category for your posts (CFM, Data, Machine Learning,…) in order to keep the Forum easy to navigate.

NOTE: the official language of this forum is English. (Le français peut être aussi utilisé, mais en dernier recours.)