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: 101
 
KOBAS
 
Q10 contest
0.30
01/09/2018 15:25
180109MSE1Q63776KJJ
4.57%
4.53%
1.01
1.57
2.36%
354
4.25%
0.30
0.83
 Rank: 102
 
danielkscarmo
 
Q10 contest
0.28
01/29/2018 22:36
qaqee1001b
16.23%
3.71%
4.49
8.62
-1.91%
354
2.19%
0.28
-0.99
 Rank: 103
 
danielkscarmo
 
Q10 contest
0.28
01/29/2018 21:00
qaqee1001a
14.52%
3.43%
4.35
8.11
-1.91%
354
2.19%
0.28
-0.99
 Rank: 104
 
dcbark01
 
Q10 contest
0.28
12/29/2017 10:43
BrentTrade
3.32%
16.48%
0.28
0.33
-25.24%
347
15.59%
0.35
-1.79
 Rank: 105
 
KOBAS
 
Q10 contest
0.27
01/25/2018 02:30
180124MSEY1Q55KJJX
7.71%
6.04%
1.28
2.06
1.74%
354
4.61%
0.27
0.39
 Rank: 106
 
KOBAS
 
Q10 contest
0.25
01/22/2018 04:35
180120MSERR1Q36KJJ
7.28%
6.81%
1.08
1.63
-0.65%
354
5.07%
0.25
-0.13
 Rank: 107
 
KOBAS
 
Q10 contest
0.23
01/13/2018 16:44
180113MSE1Q43505KJJ
10.10%
7.76%
1.37
2.17
-8.41%
349
6.82%
0.23
-1.24
 Rank: 108
 
fujin
 
Q10 contest
0.23
01/25/2018 13:20
shahBaz
6.25%
5.97%
1.05
1.68
1.88%
354
5.00%
0.23
0.41
 Rank: 109
 
fujin
 
Q10 contest
0.23
01/26/2018 12:01
shahBaz2
6.25%
5.97%
1.05
1.68
1.88%
354
5.00%
0.23
0.41
 Rank: 110
 
danielkscarmo
 
Q10 contest
0.23
01/31/2018 23:50
qaqee1018a
21.71%
6.67%
3.35
6.07
-6.39%
354
5.98%
0.23
-1.19
 Rank: 111
 
KOBAS
 
Q10 contest
0.23
01/28/2018 15:47
180128MSE1Q67KJJX
7.70%
6.71%
1.16
1.76
-0.64%
349
4.51%
0.23
-0.15
 Rank: 112
 
KOBAS
 
Q10 contest
0.22
01/14/2018 04:32
180114MSE1Q25596KJJ3
5.99%
5.02%
1.20
1.93
-0.12%
354
3.71%
0.22
-0.03
 Rank: 113
 
s_poramet
 
Q10 contest
0.22
10/10/2017 09:24
McKnight Beginning
7.05%
3.02%
2.42
4.09
-1.96%
354
2.59%
0.22
-0.85
 Rank: 114
 
charless
 
Q10 contest
0.21
01/30/2018 12:22
Alden
37.52%
3.86%
10.06
28.75
0.14%
354
3.18%
0.21
0.05
 Rank: 115
 
KOBAS
 
Q10 contest
0.21
01/16/2018 06:33
180116MSE1Q1994KJJ2
4.35%
3.60%
1.17
1.96
5.18%
349
2.84%
0.21
2.21
 Rank: 116
 
charless
 
Q10 contest
0.17
01/28/2018 16:55
carolyn
20.38%
2.58%
9.11
24.83
-3.24%
354
2.98%
0.17
-1.23
 Rank: 117
 
s_poramet
 
Q10 contest
0.17
10/12/2017 08:11
Castle Brick 17
6.40%
3.56%
1.86
3.03
-1.13%
354
3.28%
0.17
-0.37
 Rank: 118
 
alango
 
Q10 contest
0.14
01/16/2018 06:19
steady08
4.15%
3.04%
1.41
2.25
0.67%
354
3.47%
0.14
0.20
 Rank: 119
 
ffjanderson
 
Q10 contest
0.13
01/01/2018 15:55
saturno_mopt
3.96%
6.08%
0.69
1.03
-2.30%
354
5.21%
0.13
-0.50
 Rank: 120
 
k3oni
 
Q10 contest
0.13
01/18/2018 10:02
HikeRSIMax12220181181302
2.92%
3.57%
0.85
1.28
-0.09%
349
3.18%
0.13
-0.03
 Rank: 121
 
alango
 
Q10 contest
0.11
12/31/2017 12:42
steady02
4.72%
4.03%
1.21
1.89
1.42%
349
4.71%
0.11
0.32
 Rank: 122
 
danielkscarmo
 
Q10 contest
0.11
01/29/2018 21:01
qaqee1001c
15.13%
3.38%
4.61
8.88
-2.51%
354
2.15%
0.11
-1.31
 Rank: 123
 
KOBAS
 
Q10 contest
0.09
01/12/2018 05:42
180111MSE1Q74811KJJ3
8.41%
7.15%
1.18
1.90
2.86%
349
5.25%
0.09
0.62
 Rank: 124
 
danielkscarmo
 
Q10 contest
0.07
01/30/2018 21:24
qaqee1009a
21.14%
3.79%
5.64
12.56
-4.05%
354
1.83%
0.07
-2.53
 Rank: 125
 
KOBAS
 
Q10 contest
0.06
01/10/2018 15:18
180110MSE1Q169817KJJ
9.32%
8.58%
1.12
1.73
-1.23%
354
7.27%
0.06
-0.18