The Q6 results are in

November, 03 2016

Dear Quants, 

After three months of live simulation we are proud to announce the results of

The Q6 - the world’s largest algorithmic trading competition!

The Q6 was more competitive than ever with 217 eligible submissions. Kudos to all participants, you did a great job in a quarter that was particularly difficult for systematic managers.

Here are the top 10 performers, the winners of Q6: 

  1. DrKodiak with Adrastea (final score 4.17) – Wins a $1,000,000 investment
     
  2. Timeroot with sadSwag (final score 2.83) – Wins a $750,000 investment
     
  3. kviggy0 with uvloryga9001 (final score 1.39) – Wins a $500,000 investment
     
  4. hcarstens with q.4 (final score 0.93)
     
  5. Jenia with RootOfAllEvil (final score 0.86)
     
  6. Danielkscarmo with qaqee30 (final score 0.60)
     
  7. OptionAnalyser with EuphoriaFrom..._sh2.30464 (final score 0.46)
     
  8. BGottlieb with meanreversion201607180506 (final score 0.34)
     
  9. Evolution71 with HighFrequency_OP (final score 0.32)
     
  10. johan_  with trendfollowing201607051641 (final score 0.24)
 
Congratulations and thanks to everybody who participated in the Q6! Let me give a special acknowledgement to our winners: DrKodiak who scored his third 1st prize. Timeroot had a first and now two 2nd place finishes, and kviggy0 scored his second 3rd place finish. We’re also excited about our new rising stars hcarstens, Danielkscarmo and OptionAnalyser.  Jenia and Evolution71 did awesome jobs as usual, but were unfortunately not rewarded during these three difficult months. BGottlieb and johan_ seem to have tweaked some of the sample strategies, which paid off in the Q2 but not this time.

We will start trading the three winning systems in this month, and as usual the winners will keep 10% of their system’s profits.
 
Q6 Team Award
 
We also want to thank everybody who was part of a team. Building quantitative trading algorithms is certainly one of the most challenging tasks around. We’ve seen some great communities forming, sharing ideas and working together to build all these great algorithms.
 
The team with the humble name ‘Quantiacs All Stars’ consisting of our veterans DrKodiak, Timeroot and Jenia secured the Q6 team award with an incredible team score of 2.62. They receive an additional $ 300.00 each.
 
On behalf of us and our investors we want to thank you guys for producing these great results! We are already excited for the upcoming Q7, stay tuned.
 
Cheers,

Martin