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: 301
 
elaste3
 
Q10 contest
-0.85
01/28/2018 13:57
test1
1.92%
5.82%
0.39
0.53
-7.20%
355
4.41%
-0.85
-1.84
 Rank: 302
 
s_poramet
 
Q10 contest
-0.86
10/15/2017 02:01
Cake Manor 3 Slice
5.96%
3.10%
2.06
3.15
-5.47%
349
3.03%
-0.86
-1.85
 Rank: 303
 
KOBAS
 
Q10 contest
-0.87
01/19/2018 03:08
180119MSE1Q46KJJ2
15.37%
25.24%
0.87
0.83
-58.83%
354
55.40%
-0.87
-0.92
 Rank: 304
 
KOBAS
 
Q10 contest
-0.87
01/01/2018 13:56
171227MSE1Q76286KJJ
5.27%
5.03%
1.11
1.63
-2.74%
354
5.69%
-0.87
-0.48
 Rank: 305
 
KOBAS
 
Q10 contest
-0.87
01/19/2018 03:11
180119MSE1Q46KJJ4
11.36%
23.66%
0.74
0.65
-59.52%
349
54.85%
-0.87
-0.94
 Rank: 306
 
KOBAS
 
Q10 contest
-0.88
01/23/2018 05:31
180123MSEYPP26Q54KJJ3
6.48%
6.26%
1.09
1.60
-5.52%
354
6.11%
-0.88
-0.91
 Rank: 307
 
fujin
 
Q10 contest
-0.88
01/21/2018 10:58
zirtUch
11.98%
9.15%
1.26
2.13
16.52%
349
5.88%
-0.88
3.57
 Rank: 308
 
KOBAS
 
Q10 contest
-0.88
01/19/2018 03:06
180119MSE1Q46KJJ
15.36%
25.86%
0.84
0.80
-57.96%
354
55.46%
-0.88
-0.90
 Rank: 309
 
KOBAS
 
Q10 contest
-0.88
01/19/2018 03:09
180119MSE1Q46KJJ3
13.22%
24.40%
0.79
0.73
-57.49%
354
54.63%
-0.88
-0.90
 Rank: 310
 
administrator
 
Q10 contest
-0.89
01/08/2018 14:41
Momentum20181081441
0.10%
10.83%
0.07
0.01
-18.28%
354
7.28%
-0.89
-2.55
 Rank: 311
 
durasm
 
Q10 contest
-0.89
01/22/2018 03:08
PumpedUp
126.22%
11.79%
11.37
26.92
-0.52%
349
12.84%
-0.89
-0.05
 Rank: 312
 
durasm
 
Q10 contest
-0.89
01/22/2018 03:08
JustRight
28.98%
14.08%
2.14
4.05
-0.52%
355
12.73%
-0.89
-0.05
 Rank: 313
 
KOBAS
 
Q10 contest
-0.90
01/29/2018 14:17
180128MSE1Q68KJJ
7.86%
6.16%
1.30
2.02
-1.39%
349
5.25%
-0.90
-0.27
 Rank: 314
 
KOBAS
 
Q10 contest
-0.91
12/20/2017 15:38
171220MSE1Q20374KJJL
7.79%
10.50%
0.76
1.18
-0.92%
354
8.89%
-0.91
-0.12
 Rank: 315
 
KOBAS
 
Q10 contest
-0.94
01/23/2018 05:51
180123MSEYPP26Q54KJJ4
5.75%
5.61%
1.07
1.61
-4.09%
354
5.25%
-0.94
-0.79
 Rank: 316
 
simonlee
 
Q10 contest
-0.94
01/14/2018 19:50
QTAC
1.50%
0.83%
1.82
3.03
-0.22%
354
0.30%
-0.94
-0.74
 Rank: 317
 
KOBAS
 
Q10 contest
-0.94
01/25/2018 12:06
180125MSEYPP4Q27KJJX
7.14%
6.80%
1.08
1.67
-2.43%
354
5.00%
-0.94
-0.49
 Rank: 318
 
s_poramet
 
Q10 contest
-0.95
10/14/2017 09:53
Trading TT Benchmark R Adjusted
4.12%
3.59%
1.20
1.78
-1.61%
354
3.66%
-0.95
-0.45
 Rank: 319
 
s_poramet
 
Q10 contest
-0.95
10/10/2017 09:25
McKnight Beginning Baked
8.36%
3.13%
2.80
4.88
-3.23%
349
2.93%
-0.95
-1.32
 Rank: 320
 
danielkscarmo
 
Q10 contest
-0.95
01/29/2018 23:10
qaqee1003b
7.85%
2.98%
2.63
4.76
-0.22%
354
0.22%
-0.95
-1.16
 Rank: 321
 
simonlee
 
Q10 contest
-0.96
01/12/2018 07:20
QTAC
1.47%
0.81%
1.81
3.02
-0.21%
354
0.29%
-0.96
-0.74
 Rank: 322
 
KOBAS
 
Q10 contest
-0.97
01/22/2018 07:37
180122MSE1Q39KJJ2
10.17%
8.02%
1.34
2.02
-8.38%
354
8.67%
-0.97
-1.03
 Rank: 323
 
s_poramet
 
Q10 contest
-0.97
10/15/2017 02:17
Cake Manor Top Pieces
6.82%
3.67%
1.91
3.13
-0.85%
354
3.17%
-0.97
-0.30
 Rank: 324
 
s_poramet
 
Q10 contest
-0.98
10/15/2017 01:50
Cake Manor 3 and Mc
4.79%
2.51%
2.01
3.14
-2.55%
354
2.44%
-0.98
-1.08
 Rank: 325
 
KOBAS
 
Q10 contest
-1.01
01/31/2018 13:40
180130MSE1Q77KJJ4
8.74%
7.12%
1.22
2.03
3.17%
354
4.83%
-1.01
0.70