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: 401
 
danielkscarmo
 
Q10 contest
-2.10
01/30/2018 20:50
qaqee1007b
84.12%
25.64%
3.40
5.93
-23.44%
354
20.43%
-2.10
-1.41
 Rank: 402
 
s_poramet
 
Q10 contest
-2.16
10/08/2017 09:39
Professor's Scroll 2
7.49%
3.43%
2.33
3.89
-5.91%
349
3.59%
-2.16
-1.91
 Rank: 403
 
charless
 
Q10 contest
-2.16
01/29/2018 14:01
Ben
34.71%
3.90%
9.28
24.11
-5.96%
354
3.13%
-2.16
-2.15
 Rank: 404
 
charless
 
Q10 contest
-2.18
01/30/2018 14:23
Steve
34.38%
4.83%
7.64
17.04
-10.98%
346
4.36%
-2.18
-3.01
 Rank: 405
 
chdavis
 
Q10 contest
-2.22
11/02/2017 23:19
mytradingsystem
1.26%
5.70%
0.30
0.34
-11.34%
354
4.36%
-2.22
-2.98
 Rank: 406
 
KOBAS
 
Q10 contest
-2.29
01/30/2018 12:58
180130MSE1Q71KJJ
9.64%
10.58%
0.98
1.43
-12.36%
354
10.41%
-2.29
-1.21
 Rank: 407
 
KOBAS
 
Q10 contest
-2.34
01/04/2018 12:44
180104MSE1Q208610KJJ3
5.90%
4.94%
1.26
1.94
-5.56%
349
4.44%
-2.34
-1.38
 Rank: 408
 
KOBAS
 
Q10 contest
-2.34
01/04/2018 12:44
180104MSE1Q208610KJJ3
5.92%
4.94%
1.26
1.95
-4.94%
354
4.44%
-2.34
-1.21
 Rank: 409
 
s_poramet
 
Q10 contest
-2.40
10/03/2017 04:53
Strength Normal
5.94%
4.25%
1.48
2.31
-6.05%
354
3.29%
-2.40
-2.05
 Rank: 410
 
danielkscarmo
 
Q10 contest
-2.45
01/30/2018 21:22
qaqee1010a
29.78%
6.81%
4.55
8.56
-10.41%
354
6.84%
-2.45
-1.83
 Rank: 411
 
dm7
 
Q10 contest
-2.52
11/02/2017 15:42
adac2
9.58%
4.09%
2.51
4.25
-10.61%
354
3.08%
-2.52
-3.57
 Rank: 412
 
KOBAS
 
Q10 contest
-2.54
01/31/2018 12:56
180130MSE1Q77KJJ2
5.54%
5.04%
1.11
1.72
-0.29%
354
3.69%
-2.54
-0.08
 Rank: 413
 
fujin
 
Q10 contest
-2.56
01/23/2018 18:08
yBoss
8.33%
10.28%
0.92
1.28
-20.90%
349
9.97%
-2.56
-1.78
 Rank: 414
 
danielkscarmo
 
Q10 contest
-2.58
01/31/2018 23:57
qaqee1004e
15.43%
3.76%
4.18
8.41
-4.45%
354
2.24%
-2.58
-2.25
 Rank: 415
 
s_poramet
 
Q10 contest
-2.63
10/10/2017 09:32
McKnight Stream
3.45%
2.41%
1.50
2.40
-1.83%
354
1.54%
-2.63
-1.23
 Rank: 416
 
Evolution71
 
Q10 contest
-2.64
12/24/2017 06:05
AlternativeInvestmentSA
4.34%
2.97%
1.54
2.46
-2.64%
354
3.49%
-2.64
-0.75
 Rank: 417
 
charless
 
Q10 contest
-2.69
01/31/2018 12:53
Janet
36.58%
4.83%
8.38
18.24
-16.53%
354
7.90%
-2.69
-1.79
 Rank: 418
 
danielkscarmo
 
Q10 contest
-2.69
01/30/2018 20:50
qaqee1008b
77.48%
12.45%
6.69
13.18
-27.33%
354
16.64%
-2.69
-1.86
 Rank: 419
 
charless
 
Q10 contest
-2.76
01/30/2018 12:22
Robbie
47.94%
3.61%
14.27
37.61
-10.98%
354
4.47%
-2.76
-2.08
 Rank: 420
 
charless
 
Q10 contest
-2.89
01/31/2018 15:57
Manny
20.00%
2.13%
9.75
36.81
-6.88%
349
1.72%
-2.89
-4.71
 Rank: 421
 
s_poramet
 
Q10 contest
-2.97
10/04/2017 11:07
LooseMesh Misc
8.54%
3.91%
2.27
3.81
-3.07%
349
3.08%
-2.97
-1.21
 Rank: 422
 
charless
 
Q10 contest
-3.04
01/29/2018 14:03
Michael
25.54%
4.28%
6.33
14.78
-12.11%
354
4.63%
-3.04
-2.99
 Rank: 423
 
charless
 
Q10 contest
-3.09
01/31/2018 12:54
Max
20.62%
2.08%
10.38
38.17
-7.07%
334
2.21%
-3.09
-2.97
 Rank: 424
 
danielkscarmo
 
Q10 contest
-3.10
01/29/2018 23:11
qaqee1003c
15.74%
5.46%
2.93
5.52
-3.18%
349
4.17%
-3.10
-0.86
 Rank: 425
 
charless
 
Q10 contest
-3.17
01/31/2018 12:53
Rochelle
34.76%
4.05%
9.37
22.72
-15.00%
354
5.94%
-3.17
-2.17