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: 426
 
s_poramet
 
Q10 contest
-3.22
10/03/2017 04:54
Strength Baked
4.40%
2.34%
1.97
3.27
-2.88%
355
1.91%
-3.22
-1.74
 Rank: 427
 
s_poramet
 
Q10 contest
-3.22
10/03/2017 06:05
MStr Baked
4.39%
2.34%
1.97
3.27
-2.99%
354
1.91%
-3.22
-1.81
 Rank: 428
 
charless
 
Q10 contest
-3.22
01/31/2018 12:55
Nolan
26.30%
3.08%
9.53
21.89
-10.43%
354
5.46%
-3.22
-1.74
 Rank: 429
 
charless
 
Q10 contest
-3.32
01/31/2018 12:55
Donnie
22.86%
2.27%
10.42
43.50
-6.79%
354
1.78%
-3.32
-4.34
 Rank: 430
 
danielkscarmo
 
Q10 contest
-3.47
01/29/2018 21:06
qaqee1002b
11.22%
3.42%
3.39
6.70
-4.03%
354
1.91%
-3.47
-2.35
 Rank: 431
 
charless
 
Q10 contest
-3.47
01/30/2018 14:24
Jean
28.28%
2.91%
10.50
28.09
-14.13%
354
3.55%
-3.47
-3.40
 Rank: 432
 
dm7
 
Q10 contest
-3.54
11/01/2017 12:11
adac
10.60%
4.26%
2.65
4.46
-9.97%
349
3.33%
-3.54
-3.24
 Rank: 433
 
charless
 
Q10 contest
-3.64
01/31/2018 12:53
Brad
15.46%
2.00%
8.52
19.21
-10.78%
354
3.18%
-3.64
-2.68
 Rank: 434
 
danielkscarmo
 
Q10 contest
-3.74
01/30/2018 21:18
qaqee1011a
41.80%
6.76%
6.50
14.40
-15.40%
354
7.34%
-3.74
-2.34
 Rank: 435
 
charless
 
Q10 contest
-4.00
01/31/2018 13:02
Jordan
22.16%
2.14%
10.92
42.26
-7.18%
349
2.31%
-4.00
-2.97
 Rank: 436
 
charless
 
Q10 contest
-4.35
01/29/2018 14:03
Paul
30.16%
3.65%
8.78
24.77
-15.17%
355
3.52%
-4.35
-4.85
 Rank: 437
 
dm7
 
Q10 contest
-4.41
10/18/2017 15:10
s_ls2
-14.07%
3.28%
-4.41
-5.21
-19.58%
349
5.44%
-2.14
-3.41
 Rank: 438
 
charless
 
Q10 contest
-4.42
01/29/2018 14:05
Lewis
28.95%
3.20%
9.43
34.06
-9.46%
354
2.62%
-4.42
-4.17
 Rank: 439
 
dm7
 
Q10 contest
-4.51
11/03/2017 15:36
adacm
13.29%
5.12%
2.82
4.74
-17.54%
354
4.18%
-4.51
-4.44
 Rank: 440
 
charless
 
Q10 contest
-5.26
01/31/2018 15:57
Teresa
17.85%
2.56%
7.32
20.49
-9.72%
354
2.26%
-5.26
-4.69
 Rank: 441
 
charless
 
Q10 contest
-5.43
01/31/2018 12:53
Leah
30.93%
2.93%
11.24
38.58
-10.71%
355
3.09%
-5.43
-5.04
 Rank: 442
 
charless
 
Q10 contest
-5.65
01/29/2018 14:06
Jared
27.54%
3.39%
8.68
22.01
-14.66%
354
3.45%
-5.65
-4.75
 Rank: 443
 
dm7
 
Q10 contest
-6.89
10/27/2017 19:17
adamantium
29.24%
4.58%
6.80
14.75
-21.10%
354
2.64%
-6.89
-8.35
 Rank: 444
 
charless
 
Q10 contest
-6.93
01/28/2018 16:56
Lynch
18.83%
2.90%
8.05
11.27
-19.82%
354
6.88%
-6.93
-2.20