Quantitative trading competition Q12, Guaranteed investments of $2,250,000

JOIN Q12
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 January 1 2019
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:   12/31/2018 (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:   01/01/2019 – 4/30/2019 (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 June 2019. 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 January 2019 to April 30 2019

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
 
s_poramet
 
Q12 contest
6.09
12/27/2018 00:51
LvlA
168.72%
7530
9.10%
17.83
60.66
11.15%
58
9.54%
6.09
25.57
 Rank: 2
 
s_poramet
 
Q12 contest
5.80
12/31/2018 01:39
LvlA PVO
217.40%
7529
12.30%
16.94
53.35
11.36%
57
10.23%
5.80
19.72
 Rank: 4
 
s_poramet
 
Q12 contest
5.10
12/27/2018 00:51
LvlA
183.77%
7530
10.11%
17.47
55.83
9.56%
57
9.88%
5.10
19.22
 Rank: 5
 
s_poramet
 
Q12 contest
4.76
12/31/2018 01:38
Full PVO
175.97%
7529
10.18%
16.63
51.77
9.16%
57
10.07%
4.76
14.11
 Rank: 6
 
s_poramet
 
Q12 contest
4.60
12/31/2018 01:41
LvlA PVO Equity
111.68%
7526
14.58%
7.38
18.60
6.85%
58
6.76%
4.60
12.63
 Rank: 7
 
dm7
 
Q12 contest
4.55
10/04/2018 03:07
tsq12818081643f67450abacc909a022c59f4
98.54%
7529
20.73%
4.55
9.38
25.03%
58
25.58%
6.34
10.69
 Rank: 8
 
s_poramet
 
Q12 contest
4.45
12/28/2018 00:03
LvlA Equity
120.33%
7527
14.07%
8.24
21.56
5.59%
58
5.85%
4.45
9.86
 Rank: 9
 
s_poramet
 
Q12 contest
4.25
12/28/2018 00:02
LvlA Position
223.07%
7530
15.16%
14.10
39.96
8.08%
57
9.50%
4.25
14.95
 Rank: 10
 
s_poramet
 
Q12 contest
4.17
12/30/2018 00:28
Diamond Rank 80
54.31%
7526
11.39%
4.60
8.80
9.19%
58
11.26%
4.17
8.96
 Rank: 11
 
s_poramet
 
Q12 contest
4.05
12/26/2018 00:10
Sow What Mp2 Tr
38.29%
7317
9.48%
4.05
7.73
2.17%
56
2.79%
4.89
6.72
 Rank: 12
 
s_poramet
 
Q12 contest
3.92
12/06/2018 00:42
JuberJuberVit_Reinf7
138.37%
7530
6.09%
21.97
96.79
0.79%
57
0.98%
3.92
42.28
 Rank: 13
 
s_poramet
 
Q12 contest
3.87
12/06/2018 00:40
JuberJuberVit_Reinf2
134.14%
7530
5.99%
21.67
95.48
0.72%
58
0.96%
3.87
20.22
 Rank: 14
 
s_poramet
 
Q12 contest
3.86
12/11/2018 00:47
JuberJuberVit_ContReinf8
64.39%
7530
3.58%
17.47
75.77
0.70%
57
0.83%
3.86
-
 Rank: 15
 
s_poramet
 
Q12 contest
3.86
12/06/2018 00:39
JuberJuberVit_Reinf0
136.21%
7530
6.06%
21.74
95.44
0.79%
58
0.98%
3.86
45.98
 Rank: 16
 
s_poramet
 
Q12 contest
3.85
12/26/2018 00:09
Sow Hat Mp Tr
36.46%
7473
9.26%
3.85
7.29
2.30%
57
2.96%
4.85
6.57
 Rank: 17
 
s_poramet
 
Q12 contest
3.82
08/23/2018 00:52
ROV Star Blazer mini
35.89%
7530
9.07%
3.82
7.38
5.53%
58
6.30%
3.94
10.05
 Rank: 18
 
s_poramet
 
Q12 contest
3.79
12/06/2018 00:42
JuberJuberVit_Reinf8
138.04%
7530
6.06%
22.01
96.94
0.80%
58
1.01%
3.79
41.43
 Rank: 19
 
s_poramet
 
Q12 contest
3.79
12/11/2018 00:46
JuberJuberVit_ContReinf7
64.16%
7530
3.58%
17.42
74.62
0.49%
57
0.63%
3.79
37.30
 Rank: 20
 
dm7
 
Q12 contest
3.74
07/21/2018 08:00
adamt
56.39%
7433
14.10%
3.92
7.40
6.65%
57
9.51%
3.74
7.10
 Rank: 21
 
s_poramet
 
Q12 contest
3.73
08/22/2018 03:09
NFAK Mini
28.82%
7530
5.72%
5.24
10.96
16.60%
58
26.78%
3.73
39.19
 Rank: 22
 
Sun73
 
Q12 contest
3.70
11/27/2018 03:38
sun73_v7a_s3v5c2a5a
51.32%
7532
4.67%
10.69
25.88
5.06%
57
6.44%
3.70
6.97
 Rank: 23
 
s_poramet
 
Q12 contest
3.67
12/07/2018 00:42
JuberJuberVit_Fullturn9
130.05%
7530
6.00%
20.96
89.50
0.95%
58
1.15%
3.67
1,380.69
 Rank: 24
 
s_poramet
 
Q12 contest
3.62
12/11/2018 00:48
JuberJuberVit_ContReinf9
64.77%
7530
3.61%
17.43
75.33
0.47%
58
0.67%
3.62
19.41
 Rank: 25
 
s_poramet
 
Q12 contest
3.58
12/06/2018 00:41
JuberJuberVit_Reinf6
137.13%
7530
6.05%
21.90
95.35
0.63%
57
0.90%
3.58
21.78
 Rank: 26
 
s_poramet
 
Q12 contest
3.30
12/06/2018 00:39
JuberJuberVit_Reinf1
134.66%
7530
5.98%
21.79
95.46
0.60%
57
0.86%
3.30
20.84