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: 326
 
filipponeri20
 
Q10 contest
-1.03
11/08/2017 05:46
trendFollowing
-0.88%
7.72%
-0.09
-0.18
-6.34%
346
6.51%
-1.03
-1.24
 Rank: 327
 
s_poramet
 
Q10 contest
-1.04
10/03/2017 06:05
MStr Minimalist
7.74%
4.58%
1.73
2.96
0.68%
354
4.15%
-1.04
0.20
 Rank: 328
 
dm7
 
Q10 contest
-1.05
10/26/2017 03:58
bs0
51.06%
32.10%
1.68
2.54
-21.57%
354
25.65%
-1.05
-1.04
 Rank: 329
 
dm7
 
Q10 contest
-1.05
10/27/2017 07:34
s_ls3
51.06%
32.10%
1.68
2.54
-21.57%
354
25.65%
-1.05
-1.04
 Rank: 330
 
simonlee
 
Q10 contest
-1.08
01/15/2018 21:25
qtac
1.84%
0.81%
2.26
3.94
-0.19%
349
0.31%
-1.08
-0.60
 Rank: 331
 
charless
 
Q10 contest
-1.08
01/29/2018 14:01
Kathy
45.92%
4.64%
10.32
28.99
0.15%
354
4.44%
-1.08
0.04
 Rank: 332
 
fujin
 
Q10 contest
-1.10
12/14/2017 17:00
bratvaDeluxe
0.71%
5.29%
0.18
0.21
-6.31%
349
3.86%
-1.10
-1.86
 Rank: 333
 
s_poramet
 
Q10 contest
-1.10
10/15/2017 02:20
Cake Manor Middle Pieces
6.22%
3.53%
1.88
2.92
-6.25%
349
3.30%
-1.10
-2.00
 Rank: 334
 
simonlee
 
Q10 contest
-1.10
01/15/2018 23:06
QTAC
1.88%
0.81%
2.32
4.06
-0.19%
354
0.31%
-1.10
-0.60
 Rank: 335
 
KOBAS
 
Q10 contest
-1.13
01/04/2018 10:20
180104MSE1Q208610KJJ2
6.04%
4.77%
1.30
2.09
-1.91%
349
3.78%
-1.13
-0.55
 Rank: 336
 
simonlee
 
Q10 contest
-1.13
01/21/2018 20:44
QTAC
2.01%
0.84%
2.40
4.25
-0.27%
349
0.33%
-1.13
-0.78
 Rank: 337
 
s_poramet
 
Q10 contest
-1.16
10/07/2017 08:01
Castle Brick 3
4.89%
4.28%
1.19
1.86
-2.02%
354
3.56%
-1.16
-0.65
 Rank: 338
 
charless
 
Q10 contest
-1.18
01/29/2018 14:01
Danny
49.41%
4.68%
11.08
31.14
-4.63%
349
4.51%
-1.18
-1.18
 Rank: 339
 
charless
 
Q10 contest
-1.18
01/30/2018 14:23
Hilda
27.06%
5.92%
4.86
10.63
-9.70%
349
7.39%
-1.18
-1.75
 Rank: 340
 
KOBAS
 
Q10 contest
-1.19
01/31/2018 12:42
180130MSE1Q77KJJ
7.18%
5.57%
1.30
2.02
-0.28%
354
4.50%
-1.19
-0.06
 Rank: 341
 
DrTrade
 
Q10 contest
-1.21
10/03/2017 09:02
trendfollowing201710031802
0.59%
5.86%
0.13
0.16
-5.13%
354
4.29%
-1.21
-1.34
 Rank: 342
 
Evolution71
 
Q10 contest
-1.22
12/21/2017 08:59
Q1_2018_III
6.37%
3.85%
1.73
2.68
-2.53%
354
4.42%
-1.22
-0.56
 Rank: 343
 
Evolution71
 
Q10 contest
-1.24
12/21/2017 10:43
Alternative_II
6.66%
3.98%
1.75
2.70
-3.17%
354
4.63%
-1.24
-0.67
 Rank: 344
 
mitchellvito
 
Q10 contest
-1.24
10/07/2017 12:08
temp
1.06%
5.82%
0.23
0.29
-6.10%
354
4.34%
-1.24
-1.55
 Rank: 345
 
otouri
 
Q10 contest
-1.24
12/21/2017 18:14
trading_system
1.06%
5.82%
0.23
0.29
-6.10%
354
4.34%
-1.24
-1.55
 Rank: 346
 
s_poramet
 
Q10 contest
-1.27
10/17/2017 06:19
Cross Bank Roller
13.95%
5.25%
2.75
4.70
-0.99%
349
5.08%
-1.27
-0.23
 Rank: 347
 
danielkscarmo
 
Q10 contest
-1.28
01/30/2018 20:16
qaqee1004c
19.73%
3.67%
5.43
11.88
-3.40%
354
1.51%
-1.28
-2.34
 Rank: 348
 
KOBAS
 
Q10 contest
-1.29
01/22/2018 06:45
180122MSE1Q39KJJ
7.95%
7.65%
1.13
1.62
-13.43%
354
7.36%
-1.29
-1.79
 Rank: 349
 
Evolution71
 
Q10 contest
-1.29
12/21/2017 08:04
Q1_2018_II
6.72%
4.25%
1.66
2.54
-3.48%
354
4.89%
-1.29
-0.69
 Rank: 350
 
Evolution71
 
Q10 contest
-1.30
12/21/2017 10:10
Alternative
6.94%
4.34%
1.68
2.56
-3.98%
354
5.07%
-1.30
-0.77