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: 351
 
s_poramet
 
Q10 contest
-1.33
01/28/2018 07:09
fastcut_sub01
0.46%
0.32%
1.47
2.43
0.25%
0.33%
-1.33
0.88
 Rank: 352
 
s_poramet
 
Q10 contest
-1.35
10/14/2017 09:08
Trading TT Benchmark
2.71%
2.48%
1.11
1.72
1.17%
2.55%
-1.35
0.47
 Rank: 353
 
KOBAS
 
Q10 contest
-1.41
01/10/2018 06:18
180110MSE1Q66542KJJ
7.88%
9.60%
1.41
2.25
0.94%
7.76%
-1.41
0.13
 Rank: 354
 
s_poramet
 
Q10 contest
-1.42
10/03/2017 11:26
LooseMesh Tightened
7.69%
2.81%
2.79
4.95
1.53%
2.37%
-1.42
0.80
 Rank: 355
 
s_poramet
 
Q10 contest
-1.43
10/18/2017 10:13
Chronos Modified
11.63%
5.97%
2.02
3.36
0.10%
6.31%
-1.43
0.02
 Rank: 356
 
BearL
 
Q10 contest
-1.45
01/12/2018 14:27
trendFollowing
3.54%
5.97%
0.66
0.93
-9.22%
5.51%
-1.45
-1.69
 Rank: 357
 
BearL
 
Q10 contest
-1.48
01/08/2018 13:58
trendFollowing
2.85%
4.47%
0.72
0.99
-8.63%
3.79%
-1.48
-2.23
 Rank: 358
 
BearL
 
Q10 contest
-1.48
01/08/2018 14:02
trendFollowing
2.86%
4.47%
0.72
0.99
-8.49%
3.77%
-1.48
-2.18
 Rank: 359
 
KOBAS
 
Q10 contest
-1.48
12/16/2017 04:59
171216E1Q16500KJJX
3.49%
6.11%
0.68
0.89
-9.07%
9.51%
-1.48
-1.05
 Rank: 360
 
durasm
 
Q10 contest
-1.49
01/22/2018 03:08
Inflated
122.49%
11.26%
11.50
27.87
-3.63%
10.70%
-1.49
-0.43
 Rank: 361
 
fujin
 
Q10 contest
-1.50
01/16/2018 12:19
menimkiX
5.96%
6.31%
0.96
1.48
-0.64%
4.63%
-1.50
-0.14
 Rank: 362
 
KOBAS
 
Q10 contest
-1.51
12/26/2017 02:11
171226MS1Q180KJJ
7.10%
13.13%
0.61
0.84
-16.19%
12.15%
-1.51
-1.43
 Rank: 363
 
charless
 
Q10 contest
-1.51
01/30/2018 12:23
Toby
29.69%
3.87%
7.90
17.69
1.13%
3.14%
-1.51
0.47
 Rank: 364
 
danielkscarmo
 
Q10 contest
-1.52
01/29/2018 21:05
qaqee1002a
11.96%
3.51%
3.57
6.99
-6.92%
2.49%
-1.52
-3.05
 Rank: 365
 
charless
 
Q10 contest
-1.53
01/28/2018 16:48
Dominick
19.45%
3.84%
6.08
8.43
-9.77%
9.01%
-1.53
-0.90
 Rank: 366
 
KOBAS
 
Q10 contest
-1.55
01/23/2018 03:29
180122MSE1Q45KJJ3
6.54%
5.04%
1.31
2.05
0.29%
3.89%
-1.55
0.08
 Rank: 367
 
KOBAS
 
Q10 contest
-1.56
01/10/2018 06:19
180110MSE1Q66542KJJ2
5.93%
13.12%
1.33
1.86
-2.70%
9.01%
-1.56
-0.32
 Rank: 368
 
s_poramet
 
Q10 contest
-1.56
10/17/2017 07:17
Lone Heroes
18.46%
5.55%
3.50
6.13
-8.80%
5.23%
-1.56
-1.89
 Rank: 369
 
Evolution71
 
Q10 contest
-1.57
12/24/2017 06:00
AlternativeInvestment
6.24%
3.81%
1.71
2.71
-3.86%
3.75%
-1.57
-1.10
 Rank: 370
 
charless
 
Q10 contest
-1.57
01/28/2018 16:48
Natalie
30.36%
3.81%
8.79
16.37
-5.99%
6.44%
-1.57
-0.77
 Rank: 371
 
charless
 
Q10 contest
-1.58
01/30/2018 14:23
Bo
27.72%
5.04%
5.62
23.54
-3.83%
3.79%
-1.58
-1.15
 Rank: 372
 
s_poramet
 
Q10 contest
-1.59
10/06/2017 10:35
Glyph10 - Full
2.99%
0.83%
3.70
7.01
0.08%
0.82%
-1.59
0.12
 Rank: 373
 
charless
 
Q10 contest
-1.61
01/28/2018 16:48
Carl
20.20%
3.99%
6.14
8.18
-8.64%
9.64%
-1.61
-0.74
 Rank: 374
 
s_poramet
 
Q10 contest
-1.63
10/17/2017 07:55
Look inside thyselves
19.29%
5.52%
3.52
6.49
-3.94%
5.74%
-1.63
-2.46
 Rank: 375
 
Nova
 
Q10 contest
-1.66
11/12/2017 14:32
test
1.47%
5.61%
0.33
0.41
-9.37%
4.36%
-1.66
-2.47