Award Details

Download the 2013 Wagner Award Competition Rules

The competition is open to all investment practitioners, academic faculty and doctoral candidates who submit an innovative topic in the area of active investing. This can be either a documented and justified investing ap­proach or an exploration into the validity of active investing. Active investing topics can involve making invest­ment decisions using technical analysis, quantitative analysis, etc.  Papers can also address related topics such as position sizing techniques, money management approaches, scaling into and out of trades, exit strategies, etc.

Papers must be of practical significance to practitioners of active investing.  An ideal paper provides:

  • Evidence of the validity of an active investing approach via an example of a trading system that outperforms the market by some well accepted metric such as risk adjusted return, annual return, draw-downs, etc.
  • Examples of supporting evidence sought include back-testing details and parameter sensitivity analysis.
  • Sufficient trading system detail should be provided such that practitioners could replicate the approach.
  • Other criteria used in judging will include the quality of exposition, analytical rigor, and novelty of results.

A jury of scholars and investment profes­sionals will review entries and award the prizes.  The best paper receives the Wagner Award valued at $10,000; second place receives $3,000 and third receives $1,000. Honorable mentions or additional monetary prizes may be awarded at the judges’ discretion. In addition, the grand prize winner will be invited to present his/her paper at the NAAIM annual conference. Free conference attendance, air travel and lodging will be provided.

Download the 2013 Wagner Award Competition Rules

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