Quantitative trading competition Q10, Guaranteed investments of $2,250,000

JOIN Q10

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 February 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 backtesting toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.

                                                                          Deadline for trading algorithm submissions:   01/31/2018  (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 3 months with live market data.
                                                                                    Live simulation period:   02/01/2018 – 05/31/2018  (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 June 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 Feb. 2018 to May 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: 226
 
administrator
 
Q10 contest
-0.33
10/10/2017 13:41
BlankTradingStrategy201710101341
6.89%
8.92%
0.84
1.22
-9.28%
354
9.90%
-0.33
-0.99
 Rank: 227
 
administrator
 
Q10 contest
-0.33
10/18/2017 09:52
TrendFollowing201710180953
3.48%
7.34%
0.57
0.73
-14.10%
354
7.64%
-0.33
-2.00
 Rank: 228
 
s_poramet
 
Q10 contest
-0.33
10/10/2017 09:26
McKnight Farm Baked
11.03%
3.14%
3.64
6.71
-1.73%
354
2.87%
-0.33
-0.72
 Rank: 229
 
s_poramet
 
Q10 contest
-0.35
10/03/2017 10:58
LooseMesh Normal
7.88%
4.26%
1.92
3.17
-0.56%
354
4.22%
-0.35
-0.15
 Rank: 230
 
jack09052
 
Q10 contest
-0.35
10/14/2017 20:52
meanreversion201710142352
-7.99%
27.32%
-0.35
-0.47
49.50%
354
26.12%
0.76
2.19
 Rank: 231
 
KOBAS
 
Q10 contest
-0.35
12/26/2017 03:57
171226MS1Q4558KJJB
3.74%
3.65%
1.04
1.61
-0.60%
354
2.75%
-0.35
-0.24
 Rank: 232
 
s_poramet
 
Q10 contest
-0.35
10/12/2017 08:28
McKnight ForSome
10.27%
3.83%
2.75
4.76
0.25%
355
3.14%
-0.35
0.09
 Rank: 233
 
s_poramet
 
Q10 contest
-0.36
10/07/2017 08:02
Castle Brick 5
7.08%
4.69%
1.60
2.48
-4.43%
354
4.90%
-0.36
-0.97
 Rank: 234
 
KOBAS
 
Q10 contest
-0.37
01/28/2018 12:34
180126MSE11Q56KJJX2
9.98%
7.64%
1.37
2.09
-7.01%
354
7.41%
-0.37
-0.94
 Rank: 235
 
fujin
 
Q10 contest
-0.40
01/16/2018 09:49
qardash
5.54%
7.71%
0.69
1.19
11.88%
354
6.73%
-0.40
2.25
 Rank: 236
 
charless
 
Q10 contest
-0.41
01/30/2018 12:21
Nicky
66.73%
4.37%
16.16
51.63
-5.37%
354
4.83%
-0.41
-1.32
 Rank: 237
 
KOBAS
 
Q10 contest
-0.42
01/25/2018 12:34
180125MSE33Q20KJJX
8.80%
6.79%
1.34
2.08
-5.01%
354
4.91%
-0.42
-1.03
 Rank: 238
 
s_poramet
 
Q10 contest
-0.43
10/03/2017 10:59
Loose Mesh Baked
6.12%
2.74%
2.25
3.95
3.90%
354
2.60%
-0.43
1.96
 Rank: 239
 
KOBAS
 
Q10 contest
-0.43
01/11/2018 13:13
180111MSE1Q101441KJJ3
8.27%
7.33%
1.15
1.86
-0.82%
354
5.15%
-0.43
-0.18
 Rank: 240
 
s_poramet
 
Q10 contest
-0.44
10/12/2017 09:12
Castle Brick 18
8.41%
6.02%
1.48
2.24
-5.26%
354
5.95%
-0.44
-0.92
 Rank: 241
 
s_poramet
 
Q10 contest
-0.44
10/16/2017 10:01
ChronosMaxima
11.54%
6.04%
1.99
3.28
-2.88%
354
5.87%
-0.44
-0.57
 Rank: 242
 
KOBAS
 
Q10 contest
-0.45
01/09/2018 15:00
180109MSE1Q208630KJJ4
5.53%
5.09%
1.08
1.76
6.37%
355
5.03%
-0.45
1.56
 Rank: 243
 
s_poramet
 
Q10 contest
-0.45
10/12/2017 08:11
Castle Brick 16
7.81%
5.25%
1.57
2.39
-4.63%
354
5.28%
-0.45
-0.90
 Rank: 244
 
KOBAS
 
Q10 contest
-0.47
01/21/2018 15:13
180120MSERR1Q30KJJ5
9.92%
7.62%
1.34
2.03
-0.26%
354
7.50%
-0.47
-0.03
 Rank: 245
 
KOBAS
 
Q10 contest
-0.47
01/16/2018 05:35
180116MSE1Q660KJJ2
8.77%
6.60%
1.39
2.17
-5.49%
354
5.96%
-0.47
-0.94
 Rank: 246
 
durasm
 
Q10 contest
-0.48
01/22/2018 03:07
Humble
9.49%
4.58%
2.14
4.51
2.59%
355
4.99%
-0.48
0.74
 Rank: 247
 
phanigenin
 
Q10 contest
-0.48
01/25/2018 10:35
Test
1.73%
7.43%
0.27
0.36
-7.10%
349
6.46%
-0.48
-1.25
 Rank: 248
 
s_poramet
 
Q10 contest
-0.49
10/08/2017 03:44
Castle Brick 12
4.80%
3.27%
1.56
2.38
-3.48%
354
3.36%
-0.49
-1.09
 Rank: 249
 
administrator
 
Q10 contest
-0.52
10/09/2017 15:06
TrendFollowing201710091506
6.52%
8.87%
0.78
1.16
-4.21%
349
10.01%
-0.52
-0.47
 Rank: 250
 
s_poramet
 
Q10 contest
-0.53
10/12/2017 09:22
Castle Brick 20
8.25%
5.57%
1.57
2.40
-4.59%
354
6.09%
-0.53
-0.79