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

CLOSED

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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 251
 
s_poramet
 
Q10 contest
-0.55
10/07/2017 08:03
Castle Brick 6
5.07%
2.92%
1.81
2.95
-0.06%
3.23%
-0.55
-0.02
 Rank: 252
 
KOBAS
 
Q10 contest
-0.59
01/23/2018 03:19
180122MSE1Q45KJJ2
9.05%
6.15%
1.53
2.37
-4.74%
5.63%
-0.59
-0.86
 Rank: 253
 
KOBAS
 
Q10 contest
-0.60
01/27/2018 13:11
180126MSEYPP15Q76KJJ4
7.43%
6.13%
1.19
1.90
5.58%
4.44%
-0.60
1.30
 Rank: 254
 
s_poramet
 
Q10 contest
-0.61
10/15/2017 02:14
Cake Manor 5 Slices
6.24%
3.08%
2.13
3.33
-3.48%
2.93%
-0.61
-1.23
 Rank: 255
 
KOBAS
 
Q10 contest
-0.62
01/16/2018 04:31
180116MSE1Q660KJJ
7.07%
6.17%
1.22
1.83
-7.89%
5.91%
-0.62
-1.33
 Rank: 256
 
KOBAS
 
Q10 contest
-0.62
01/28/2018 11:52
180126MSE11Q56KJJX
7.43%
6.39%
1.23
1.83
-6.94%
5.51%
-0.62
-1.23
 Rank: 257
 
s_poramet
 
Q10 contest
-0.64
10/03/2017 10:59
Loose Mesh Minimalist
7.34%
3.95%
1.90
3.23
2.55%
3.98%
-0.64
0.82
 Rank: 258
 
s_poramet
 
Q10 contest
-0.65
10/08/2017 10:06
Professor's Scroll Code 5
10.36%
4.95%
2.25
3.59
-8.72%
5.42%
-0.65
-1.76
 Rank: 259
 
KOBAS
 
Q10 contest
-0.65
01/27/2018 06:10
180126MSEYPP15Q76KJJ2
6.41%
5.72%
1.11
1.73
3.29%
4.17%
-0.65
0.81
 Rank: 260
 
administrator
 
Q10 contest
-0.65
10/25/2017 09:17
TrendFollowing201710250917
4.08%
7.17%
0.66
0.89
-12.85%
7.37%
-0.65
-1.85
 Rank: 261
 
s_poramet
 
Q10 contest
-0.66
10/15/2017 01:52
Cake Manor 5 and Mc
4.83%
2.54%
2.00
3.12
-2.84%
2.47%
-0.66
-1.20
 Rank: 262
 
fujin
 
Q10 contest
-0.66
12/25/2017 04:14
druzya
11.00%
16.99%
0.68
1.04
2.14%
17.23%
-0.66
0.13
 Rank: 263
 
fujin
 
Q10 contest
-0.66
12/27/2017 07:04
druzyaK
11.00%
16.99%
0.68
1.04
2.14%
17.23%
-0.66
0.13
 Rank: 264
 
s_poramet
 
Q10 contest
-0.67
10/17/2017 09:16
Chasing Perfect
13.67%
6.73%
2.10
3.47
1.61%
7.55%
-0.67
0.24
 Rank: 265
 
alango
 
Q10 contest
-0.67
01/09/2018 12:02
datatestrun
6.07%
11.81%
0.55
0.78
-3.50%
13.14%
-0.67
-0.27
 Rank: 266
 
KOBAS
 
Q10 contest
-0.68
01/16/2018 05:11
180116MSE1Q660KJJ3
6.15%
5.55%
1.17
1.80
-6.61%
4.60%
-0.68
-1.49
 Rank: 267
 
MoreUpThanDown
 
Q10 contest
-0.69
10/01/2017 07:36
LongMy2FutSRWtd
4.66%
6.85%
0.69
1.11
4.16%
5.58%
-0.69
0.84
 Rank: 268
 
KOBAS
 
Q10 contest
-0.69
01/23/2018 12:37
180123MSEYPP15Q76KJJ2
6.45%
6.07%
1.06
1.61
1.37%
3.52%
-0.69
0.39
 Rank: 269
 
danielkscarmo
 
Q10 contest
-0.69
01/31/2018 22:13
qaqee1017b
18.76%
4.14%
4.59
9.59
-2.92%
2.59%
-0.69
-1.32
 Rank: 270
 
s_poramet
 
Q10 contest
-0.70
10/10/2017 09:29
McKnight Heat
11.19%
9.48%
1.20
1.97
9.05%
7.90%
-0.70
1.50
 Rank: 271
 
KOBAS
 
Q10 contest
-0.70
01/23/2018 02:14
180122MSE1Q45KJJ
7.53%
5.98%
1.31
1.98
-4.27%
5.40%
-0.70
-0.81
 Rank: 272
 
KOBAS
 
Q10 contest
-0.71
01/20/2018 13:49
180119MSERR1Q23KJJ2
10.16%
9.47%
1.11
1.75
-5.04%
6.63%
-0.71
-0.83
 Rank: 273
 
KOBAS
 
Q10 contest
-0.71
01/13/2018 12:21
180113MSE1Q191115KJJ2
4.45%
8.45%
0.81
1.17
-0.72%
9.73%
-0.71
-0.09
 Rank: 274
 
jdix
 
Q10 contest
-0.72
12/26/2017 08:51
10pcMAs
1.92%
5.81%
0.39
0.53
-8.43%
4.25%
-0.72
-2.19
 Rank: 275
 
s_poramet
 
Q10 contest
-0.72
10/12/2017 09:22
Castle Brick 19
6.45%
5.19%
1.33
1.99
-6.81%
4.93%
-0.72
-1.45