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: 376
 
monicacm15
 
Q10 contest
-1.67
11/04/2017 22:21
Edit1
1.74%
5.69%
0.38
0.48
-10.09%
4.33%
-1.67
-2.69
 Rank: 377
 
charless
 
Q10 contest
-1.69
01/29/2018 14:01
Cynthia
51.53%
4.74%
11.33
33.33
3.20%
4.68%
-1.69
0.86
 Rank: 378
 
algonell
 
Q10 contest
-1.71
01/20/2018 15:47
Algonell Pullback
-3.96%
8.90%
-0.43
-0.71
-8.29%
8.37%
-1.71
-1.16
 Rank: 379
 
s_poramet
 
Q10 contest
-1.71
10/03/2017 04:54
Strength Minimalist
5.96%
4.06%
1.56
2.45
-6.42%
3.16%
-1.71
-2.28
 Rank: 380
 
danielkscarmo
 
Q10 contest
-1.74
01/30/2018 20:22
qaqee1004a
18.93%
3.93%
4.89
10.12
-4.37%
2.24%
-1.74
-2.17
 Rank: 381
 
KOBAS
 
Q10 contest
-1.76
01/19/2018 14:10
180119MSERR1Q1KJJ3
6.34%
5.41%
1.19
1.92
-1.40%
3.50%
-1.76
-0.47
 Rank: 382
 
Evolution71
 
Q10 contest
-1.76
12/21/2017 07:59
Q1_2018
6.32%
4.63%
1.44
2.21
-5.43%
4.82%
-1.76
-1.17
 Rank: 383
 
KOBAS
 
Q10 contest
-1.77
01/21/2018 14:21
180120MSERR1Q30KJJ4
4.14%
17.92%
0.31
0.89
79.75%
22.41%
-1.77
4.46
 Rank: 384
 
charless
 
Q10 contest
-1.80
01/28/2018 16:55
bud
24.54%
2.70%
9.60
27.84
-2.87%
3.12%
-1.80
-1.09
 Rank: 385
 
Evolution71
 
Q10 contest
-1.82
12/21/2017 09:10
Q1_2018_IV
4.21%
3.24%
1.36
2.10
-0.72%
4.33%
-1.82
-0.15
 Rank: 386
 
charless
 
Q10 contest
-1.82
01/29/2018 14:03
Mark
17.27%
3.68%
5.43
9.13
-8.95%
7.58%
-1.82
-0.97
 Rank: 387
 
Evolution71
 
Q10 contest
-1.84
12/21/2017 10:46
Alternative_III
4.52%
3.30%
1.44
2.22
-1.48%
4.46%
-1.84
-0.30
 Rank: 388
 
s_poramet
 
Q10 contest
-1.87
10/01/2017 00:21
Kindness After
2.95%
3.20%
0.99
1.47
-4.23%
2.33%
-1.87
-1.94
 Rank: 389
 
dm7
 
Q10 contest
-1.89
11/04/2017 02:05
adae
75.13%
20.62%
3.92
6.80
-40.58%
15.17%
-1.89
-2.84
 Rank: 390
 
KOBAS
 
Q10 contest
-1.93
01/13/2018 12:03
180113MSE1Q191115KJJ
8.22%
8.87%
1.46
2.30
-7.93%
8.03%
-1.93
-0.99
 Rank: 391
 
s_poramet
 
Q10 contest
-1.95
10/08/2017 09:39
Professor's Scroll 1
4.43%
2.51%
1.92
3.00
-6.19%
2.54%
-1.95
-2.73
 Rank: 392
 
charless
 
Q10 contest
-1.97
01/29/2018 14:02
Lawrence
21.51%
3.81%
6.51
11.73
-12.87%
7.56%
-1.97
-1.39
 Rank: 393
 
keelanrobinson
 
Q10 contest
-1.98
10/20/2017 13:07
sample2
-21.86%
12.51%
-1.98
-2.24
-30.00%
30.55%
0.00
-0.96
 Rank: 394
 
Evolution71
 
Q10 contest
-2.00
12/30/2017 12:01
Q1_2018_AC
6.34%
2.80%
2.35
3.87
-2.08%
3.00%
-2.00
-0.67
 Rank: 395
 
danielkscarmo
 
Q10 contest
-2.01
01/29/2018 23:08
qaqee1003d
11.73%
3.72%
3.17
6.04
-0.71%
2.08%
-2.01
-0.37
 Rank: 396
 
rkeshwani
 
Q10 contest
-2.06
11/23/2017 18:35
TestMeanReversionSystem
-7.74%
35.18%
-0.23
-0.35
4.72%
30.07%
-2.06
0.22
 Rank: 397
 
Evolution71
 
Q10 contest
-2.09
12/29/2017 22:49
Q1_2018_OPT
7.16%
2.88%
2.59
4.34
-3.82%
2.97%
-2.09
-1.33
 Rank: 398
 
fujin
 
Q10 contest
-2.10
01/26/2018 12:03
yBoss2
7.82%
7.91%
1.08
1.56
-9.24%
9.32%
-2.10
-0.83
 Rank: 399
 
fujin
 
Q10 contest
-2.10
01/23/2018 18:12
yBoss2
7.82%
7.91%
1.08
1.56
-9.24%
9.32%
-2.10
-0.83
 Rank: 400
 
danielkscarmo
 
Q10 contest
-2.10
01/30/2018 20:50
qaqee1007b
84.12%
25.64%
3.40
5.93
-23.44%
20.43%
-2.10
-1.41