Quantitative trading competition Q11, Guaranteed investments of $2,250,000

JOIN Q11

The biggest algorithmic trading competition
The best 3 algorithms get guaranteed investments of: $1,000,000  |  $750,000  |  $500,000 You pocket half of the performance fees as long as your algo performs.
Submit your trading algorithm before July 1 2018

HOW IT WORKS
OBJECTIVE
Write a trading algorithm on futures and submit it to the Quantiacs platform before the deadline. Your code remains a black box and you always keep the IP. Use Quantiacs’ free futures data and the free and open source back testing toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.
Deadline for trading algorithm submissions:   06/30/2018 (11:59:59PM PST)

Once your trading algorithm is uploaded you cannot change it but you can submit new versions of it (up to 10 submissions per day). All submitted trading algorithms will be simulated for 4 months with live market data.

Live simulation period:   07/01/2018 – 10/31/2018 (11:59:59PM PST)

SCORING
Your final score is the lower of your Sharpe Ratio of your backtest and the Sharpe Ratio of the live simulation (Min[Sharpe Ratio backtest, Sharpe Ratio live]). If you submit several trading systems we will take the one with the highest score. We will announce the winners beginning of November 2018. The three best algorithmic trading systems get guaranteed investments of $500,000, $750,000, and $1,000,000.

IMPORTANT
To score in the competition your trading algorithm:
• Trades futures (you can use stocks in your indicators)
• Evaluates in less than 30 minutes on our servers (rule of thumb)
• Returns the same result if it is run twice (deterministic)
• Does not use ex post common knowledge (e.g. ‘don’t trade in 2000 and 2008’)
• Uses a maximum lookback of 2520 trading days
 
For a detailed collection of all rules please see the official rules.

RANKING

Backtest

Live Test July 2018 to Oct. 31 2018

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 1
 
charless
 
Q11 contest
2.59
06/29/2018 10:12
BckyBrns
114.51%
7392
6.82%
16.40
60.53
9.12%
115
6.23%
2.59
6.59
 Rank: 2
 
stevefoeldvari
 
Q11 contest
2.27
06/25/2018 13:27
sf0012v2
25.42%
7354
10.98%
2.27
4.04
7.51%
115
12.66%
3.24
2.45
 Rank: 3
 
charless
 
Q11 contest
2.24
06/30/2018 23:52
JcqsDrnr
74.06%
7387
6.20%
11.72
35.33
4.96%
117
5.53%
2.24
3.79
 Rank: 4
 
charless
 
Q11 contest
1.75
06/28/2018 20:14
SydBdry
53.40%
7391
6.33%
8.25
19.99
3.35%
90
5.56%
1.75
2.95
 Rank: 5
 
charless
 
Q11 contest
1.71
06/28/2018 20:13
LslBbb
89.03%
7391
6.88%
12.61
42.70
3.47%
90
4.67%
1.71
3.78
 Rank: 6
 
s_poramet
 
Q11 contest
1.64
05/23/2018 10:30
MLLB_002
12.74%
7399
7.65%
1.64
2.70
-0.45%
115
6.53%
2.20
-0.22
 Rank: 7
 
stevefoeldvari
 
Q11 contest
1.59
06/17/2018 02:09
sf0012v1
24.96%
7353
12.18%
2.03
3.49
3.47%
115
14.93%
1.59
0.80
 Rank: 8
 
s_poramet
 
Q11 contest
1.55
06/15/2018 02:43
Princibality
13.56%
7303
4.66%
2.89
5.15
2.35%
115
4.80%
1.55
1.97
 Rank: 9
 
s_poramet
 
Q11 contest
1.53
06/13/2018 09:36
SX D
4.32%
7400
1.66%
2.54
4.67
1.25%
115
2.34%
1.53
2.41
 Rank: 10
 
charless
 
Q11 contest
1.44
06/29/2018 10:12
ClnlChstrPhllps
124.61%
7392
6.76%
18.05
71.45
7.59%
115
6.55%
1.44
4.82
 Rank: 11
 
KOBAS
 
Q11 contest
1.38
06/12/2018 05:51
180612XQX2KJJ
7.61%
2422
14.89%
1.53
2.71
16.35%
115
16.61%
1.38
4.16
 Rank: 12
 
Sun73
 
Q11 contest
1.37
06/25/2018 06:34
sun73_v6aaa_r0p5s5
116.25%
7402
4.99%
22.96
113.58
-0.65%
115
4.17%
1.37
-0.55
 Rank: 13
 
Sun73
 
Q11 contest
1.37
06/26/2018 04:40
sun73_v6bbb_r0p5s5
116.25%
7402
4.99%
22.96
113.58
-0.65%
115
4.17%
1.37
-0.55
 Rank: 14
 
charless
 
Q11 contest
1.35
06/29/2018 18:21
HwrdStrk
59.71%
7358
6.71%
8.74
22.01
2.28%
90
5.46%
1.35
2.13
 Rank: 15
 
Sun73
 
Q11 contest
1.35
06/26/2018 04:41
sun73_v6bbb_r3p5s5
116.41%
7402
5.00%
22.94
112.74
-0.86%
115
4.28%
1.35
-0.70
 Rank: 16
 
Sun73
 
Q11 contest
1.35
06/25/2018 06:33
sun73_v6aaa_r3p5s5
116.41%
7402
5.00%
22.94
112.74
-0.86%
115
4.28%
1.35
-0.70
 Rank: 17
 
KOBAS
 
Q11 contest
1.33
06/07/2018 03:29
180120MSERR1Q36KJJ4V11
8.47%
7191
6.26%
1.33
2.39
6.92%
115
6.67%
1.33
4.74
 Rank: 18
 
s_poramet
 
Q11 contest
1.31
05/30/2018 08:17
RopeBound
7.47%
7400
1.88%
3.91
7.68
0.09%
115
2.05%
1.31
0.16
 Rank: 19
 
s_poramet
 
Q11 contest
1.29
06/20/2018 10:48
Renewed O123
14.47%
7400
10.95%
1.29
1.89
0.93%
115
6.74%
1.72
0.45
 Rank: 20
 
KOBAS
 
Q11 contest
1.28
06/12/2018 05:53
180612XQX2KJJ2
6.01%
4281
7.75%
1.28
2.29
9.13%
115
8.34%
1.91
4.48
 Rank: 21
 
s_poramet
 
Q11 contest
1.25
06/14/2018 22:25
Angeb
44.29%
7303
4.32%
10.29
25.23
1.51%
115
5.29%
1.25
0.98
 Rank: 22
 
KOBAS
 
Q11 contest
1.24
06/07/2018 03:31
180120MSERR1Q36KJJ3V11
9.88%
7131
7.90%
1.24
2.17
8.01%
115
7.66%
1.27
4.84
 Rank: 23
 
KOBAS
 
Q11 contest
1.20
06/16/2018 11:23
1806152Q61KJJ2
5.95%
5067
7.17%
1.20
2.00
0.79%
115
7.52%
1.47
0.38
 Rank: 24
 
s_poramet
 
Q11 contest
1.19
06/15/2018 02:42
Principality
13.79%
7303
5.12%
2.68
4.63
1.82%
115
5.14%
1.19
1.32
 Rank: 25
 
s_poramet
 
Q11 contest
1.16
05/23/2018 09:34
MLLB_001
8.29%
7399
7.00%
1.16
1.86
0.63%
115
5.86%
1.37
0.35