$400
1stPrize
$200
2ndPrize
$200
2ndPrize
$200
2ndPrize
$200
2ndPrize
ARCHIVE
Anton Golub
Creator

The competition and voting have completed. Winners were determined by the citizens of Lykke City.

  • Registration

    Mar 24 - Apr 23

  • Submissions

    Apr 1 - Apr 23

  • Voting

    Apr 23 - May 2

We are looking for talented researchers to join Lykke Corp research team for an internship and work on some of the most exciting projects at the intersection of finance and Blockchain. Three best candidates will be invited to Zurich for three-month intern-ship (travel & accommodation costs covered by Lykke Corp) during the summer period and will have a unique chance to join the Lykke Corp research team afterwards.

In finance, the definition of time takes its inspiration from classical physics — the time increment is discrete, fixed and ticks with physical time. At first, that framework was not challenged since financial data was scarce and researchers were very lucky to get even a handful of prices. As tick-by-tick data became widely available, it was logical to pose a question how should one define the time that naturally accommodates to financial datasets. At Lykke, time is defined endogenously and ticks with occurrences of certain market events - the so-called «directional change» framework is an attempt to establish a new paradigm by looking beyond constraints of physical time, constituting an event-driven approach, where patterns emerge fro successions of events. This paradigm was used to observe new, stable patterns called scaling-laws that relate the price overshoots and price reversals. For details see (Glattfelder et. al. 2008).

 We invite all researchers to familiarise themselves with the article on FX scaling laws «Patterns in high-frequency FX data: discovery of 12 empirical scaling laws», James B. Glattfelder, A. Dupuis, R.B. Olsen and write a short summary of this paper (download the PDF file is on the bottom of this web page).

 

Requirements for the research

  • The summary should highlight the main findings of the paper and discuss possible implementation of the found scaling laws for different economic and financial issues.
  • Researchers are always invited to present their own research ideas related to scaling laws.
  • The summary should be well written and short.
  • Any pictures or plots should be also included in the document.

 

Internship and work 

This Lykke Streams project invites talented researchers to join Lykke for an intern-ship to work some of the most exciting research at the intersection of finance and Blockchain. During the course of intern-ship, researchers will work on Lykke's market making, derivatives pricing, interest rate modelling, margin trading and financial data analysis. The cornerstone of all our work is the ''intrinsic time'' approach described in the previous section.

 

Who can join this Project?

You must be at least 18 years of age.

 

Awards

The 4 best papers will be awarded prizes and 3 researchers will be invited to Zurich for the summer period (3 months intern-ship).

Travel and accommodation costs will be covered by Lykke Corp.
That is a unique chance to join the Lykke Corp research team and work with us.

 

For the discussion of this project please join the Telegram channel —
https://t.me/LykkeInternshipChallenge

Username Registration date Result
Vladimir Vakhrushev
April 20, 2017 06:00
Artem
April 23, 2017 02:28
Alexey Karpenko
April 22, 2017 07:27
Alibek Sergaliyev
April 04, 2017 07:28
Alena Vinogradova
April 23, 2017 03:48
Russelle Ann Aguinaldo
April 16, 2017 08:53
Coen de Groot
April 20, 2017 04:35
Robert Culkin
April 05, 2017 11:44
Benson Liu
April 17, 2017 12:30
Dominic Duxbury
March 25, 2017 01:57
Ferdinand Haug
April 06, 2017 08:56
Garrett MacDonald
March 25, 2017 01:56
Obia George Okobubudu
April 06, 2017 01:01
Olalekan Habib
April 14, 2017 07:25
ali sheikh
March 24, 2017 11:12
Alina Simakova
March 25, 2017 03:47
Khaled Yassin
March 25, 2017 10:53
Martin Hans Stolze
April 16, 2017 06:51
Arte Qr
April 20, 2017 08:02
Mariia Achintseva
March 25, 2017 05:32
Rashid Naushad
April 04, 2017 05:29
Abdullah Can
March 24, 2017 07:36
Varvara Eremeeva
March 25, 2017 07:33
Daria Savitskikh
March 26, 2017 03:50
Yue Zhao
March 25, 2017 11:47
Please login to leave a comment
Roman Gelsi · 01:09 AM March 27, 2017

Would love to do this if my job would let me :(

Username reg. and Subm. Date Result Score Vote
Alexey Karpenko
April 23, 2017 11:15 0/100 3
Alibek Sergaliyev
April 23, 2017 07:06 0/100 2
Ferdinand Haug
April 23, 2017 09:19 0/100 8
Khaled Yassin
April 20, 2017 02:14 0/100 2
Martin Hans Stolze
April 23, 2017 09:08 0/100 3
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