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: 76
 
KOBAS
 
Q10 contest
0.53
01/09/2018 14:18
180109MSE1Q208630KJJ3
8.45%
6.19%
1.37
2.16
4.88%
5.60%
0.53
0.97
 Rank: 77
 
alango
 
Q10 contest
0.52
01/01/2018 12:53
steady03
2.85%
2.43%
1.17
1.86
2.31%
2.04%
0.52
1.28
 Rank: 78
 
KOBAS
 
Q10 contest
0.48
12/26/2017 13:37
171226MSE5Q12KJJ2
11.53%
13.44%
0.92
1.32
-13.80%
13.08%
0.48
-0.97
 Rank: 79
 
alango
 
Q10 contest
0.47
01/06/2018 13:03
steady06
4.00%
2.94%
1.42
2.22
0.76%
3.99%
0.47
0.20
 Rank: 80
 
ffjanderson
 
Q10 contest
0.47
12/31/2017 19:37
saturno_mlm
3.83%
6.00%
0.67
1.01
-2.63%
5.19%
0.47
-0.58
 Rank: 81
 
alango
 
Q10 contest
0.46
01/06/2018 13:37
steady07
4.14%
2.92%
1.46
2.34
1.30%
3.57%
0.46
0.37
 Rank: 82
 
KOBAS
 
Q10 contest
0.45
01/14/2018 04:29
180114MSE1Q25596KJJ2
7.17%
5.63%
1.28
2.02
0.82%
4.09%
0.45
0.20
 Rank: 83
 
KOBAS
 
Q10 contest
0.45
01/11/2018 12:28
180111MSE1Q101441KJJ
11.96%
8.61%
1.40
2.28
2.26%
6.68%
0.45
0.38
 Rank: 84
 
alango
 
Q10 contest
0.44
01/04/2018 10:22
steady05
4.71%
3.59%
1.36
2.12
1.25%
4.38%
0.44
0.29
 Rank: 85
 
KOBAS
 
Q10 contest
0.44
01/16/2018 13:44
180116MSE1Q1994KJJ3
4.02%
3.08%
1.25
2.16
6.25%
2.41%
0.44
3.25
 Rank: 86
 
KOBAS
 
Q10 contest
0.44
01/07/2018 14:59
180106MSE1Q2237KJJ2
6.18%
7.45%
1.17
1.78
0.44%
6.18%
0.44
0.09
 Rank: 87
 
KOBAS
 
Q10 contest
0.44
01/09/2018 03:47
180109MSE1Q211235KJJ
8.23%
6.41%
1.31
2.08
2.57%
5.96%
0.44
0.47
 Rank: 88
 
alango
 
Q10 contest
0.44
12/23/2017 12:09
steady01
6.45%
5.72%
1.17
1.84
-0.43%
5.98%
0.44
-0.08
 Rank: 89
 
s_poramet
 
Q10 contest
0.42
10/12/2017 08:28
McKnight ForAll
1.23%
0.80%
1.57
2.51
0.05%
0.62%
0.42
0.09
 Rank: 90
 
KOBAS
 
Q10 contest
0.42
01/05/2018 13:50
180104MSE1Q6323KJJ
1.97%
1.73%
1.16
1.83
0.47%
1.98%
0.42
0.27
 Rank: 91
 
danielkscarmo
 
Q10 contest
0.42
01/30/2018 21:42
qaqee1004f
12.98%
3.25%
3.99
8.69
0.60%
1.02%
0.42
0.77
 Rank: 92
 
KOBAS
 
Q10 contest
0.41
01/17/2018 04:10
180116MSE1Q2026KJJ2
4.39%
3.79%
1.12
1.91
5.02%
2.73%
0.41
2.28
 Rank: 93
 
DavidWalfridson
 
Q10 contest
0.41
01/27/2018 09:40
Dollar_Neutral_All_Mkt_v1
1.62%
3.98%
0.41
0.64
0.79%
3.87%
1.58
0.24
 Rank: 94
 
s_poramet
 
Q10 contest
0.40
10/12/2017 08:29
McKnight Trailing
8.52%
3.41%
2.56
4.43
-0.03%
2.86%
0.40
-0.01
 Rank: 95
 
k3oni
 
Q10 contest
0.40
01/28/2018 07:03
HikeR1200118140620181251051
4.83%
3.54%
1.36
2.19
0.64%
0.71%
0.40
0.95
 Rank: 96
 
k3oni
 
Q10 contest
0.40
01/25/2018 08:27
HikeR1200118140520181251051
4.83%
3.54%
1.36
2.19
0.64%
0.71%
0.40
0.95
 Rank: 97
 
k3oni
 
Q10 contest
0.40
01/29/2018 08:06
HikeR122313334245322
4.83%
3.54%
1.36
2.19
0.53%
0.71%
0.40
0.79
 Rank: 98
 
KOBAS
 
Q10 contest
0.34
01/23/2018 05:25
180123MSEYPP26Q54KJJ2
5.80%
5.14%
1.13
1.79
2.18%
3.93%
0.34
0.59
 Rank: 99
 
s_poramet
 
Q10 contest
0.31
10/07/2017 08:02
Castle Brick 4
3.83%
2.80%
1.39
2.30
0.66%
2.26%
0.31
0.35
 Rank: 100
 
KOBAS
 
Q10 contest
0.30
01/10/2018 05:37
180109MSE1Q63776KJJX2
4.91%
4.50%
1.09
1.85
0.30%
4.79%
0.30
0.18