Industry Updates

Lyxor launches ETF portfolio modelling competition for students

George Geddes

a group of people sitting around a table

ETF issuer Lyxor has launched an ETF portfolio modelling competition with the assistance of Alphien and X-Finance.

Named Alphathon, the competition involves participants creating a dynamic Lyxor ETF portfolio model which outperforms the Stoxx 600 index. It is aimed at international business school and university students.

In their bid to seek alpha, the candidates have access to historical price information for the ETF Stoxx 600 and 18 sectoral ETFs which compose it, supplied by Lyxor.

Alphathon will be completed online using Alphien’s integrated platform. It enables the candidates to use artificial intelligent models and back-tests as well as macroeconomic and financial data to construct their portfolios.

X-Finance will handle the marketing of the competition, promoting to finance associations to attract data science students to participate.

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The winners will be announced on 28 February 2020. The winning team will receive €4,000 with runners up cashing in €2,000.

Arnaud Llinas, head of ETF and indexing at Lyxor Asset Management, commented: “Innovation is part of our DNA and we have stayed faithful to our tradition of building bridges between academic research and the asset management industry.

“Alphathon will enable us not only to forge prestigious partnerships with leading international business schools but also to explore how data science can be used in order to generate returns using ETFs.”

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