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: 151
 
Agne
 
Q10 contest
0.00
12/05/2017 15:28
linearRegression201712052328
6.87%
23.98%
0.31
0.44
-10.67%
22.01%
0.00
-0.50
 Rank: 152
 
KOBAS
 
Q10 contest
0.00
01/31/2018 14:24
180130MSE1Q80KJJ2
-
50.36%
1.23
-
-112.43%
108.95%
0.00
-
 Rank: 153
 
KOBAS
 
Q10 contest
0.00
01/30/2018 13:31
180130MSE1Q71KJJ2
-
51.02%
1.07
-
-110.18%
109.51%
0.00
-
 Rank: 154
 
KOBAS
 
Q10 contest
0.00
01/30/2018 13:48
180130MSE1Q71KJJ3
-
33.01%
0.89
-
-112.77%
103.20%
0.00
-
 Rank: 155
 
hellboy
 
Q10 contest
0.00
01/30/2018 13:56
hellboy-Q10-sandstorm
0.00%
0.00%
-
-
0.00%
0.00%
0.00
-
 Rank: 156
 
KOBAS
 
Q10 contest
-0.03
01/25/2018 05:54
180124MSEY33Q81KJJ
10.48%
7.38%
1.44
2.30
-0.07%
5.62%
-0.03
-0.01
 Rank: 157
 
s_poramet
 
Q10 contest
-0.03
10/10/2017 09:28
McKnight XDI
5.68%
6.25%
0.97
1.44
-3.36%
7.38%
-0.03
-0.46
 Rank: 158
 
KOBAS
 
Q10 contest
-0.03
01/14/2018 13:38
180114MSE1Q112862KJJ
4.01%
3.04%
1.27
2.18
5.58%
2.32%
-0.03
3.01
 Rank: 159
 
KOBAS
 
Q10 contest
-0.04
01/12/2018 05:47
180111MSE1Q74811KJJ3B
8.12%
7.08%
1.15
1.84
3.09%
5.12%
-0.04
0.68
 Rank: 160
 
danielkscarmo
 
Q10 contest
-0.04
01/30/2018 20:23
qaqee1004b
20.51%
3.84%
5.39
11.62
-2.44%
1.85%
-0.04
-1.41
 Rank: 161
 
s_poramet
 
Q10 contest
-0.06
10/10/2017 07:57
McSystem8
6.48%
2.78%
2.45
4.12
-2.38%
2.86%
-0.06
-0.95
 Rank: 162
 
s_poramet
 
Q10 contest
-0.06
10/16/2017 10:05
BankRoller
4.34%
3.68%
1.19
1.97
1.88%
2.82%
-0.06
0.82
 Rank: 163
 
danielkscarmo
 
Q10 contest
-0.06
01/31/2018 21:47
qaqee1012d
19.33%
5.21%
3.68
7.04
11.08%
4.56%
-0.06
3.15
 Rank: 164
 
dessert_sky
 
Q10 contest
-0.08
01/31/2018 01:53
temp
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 165
 
rbazaes
 
Q10 contest
-0.08
01/25/2018 12:09
temp
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 166
 
qwangdream
 
Q10 contest
-0.08
01/23/2018 14:26
trendFollowing
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 167
 
araifr
 
Q10 contest
-0.08
10/23/2017 07:10
strategy
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 168
 
araifr
 
Q10 contest
-0.08
10/23/2017 07:20
strategy
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 169
 
bdista
 
Q10 contest
-0.08
12/14/2017 12:54
trendFollowing
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 170
 
cactusmon
 
Q10 contest
-0.08
11/15/2017 12:52
trendFollowing
1.94%
5.86%
0.38
0.53
-6.75%
4.25%
-0.08
-1.78
 Rank: 171
 
moh28100
 
Q10 contest
-0.08
11/15/2017 05:07
test_py
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 172
 
bunnikula
 
Q10 contest
-0.08
11/28/2017 11:43
trendFollowing
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 173
 
ytfloyd
 
Q10 contest
-0.08
11/30/2017 18:07
testing
1.91%
5.86%
0.38
0.52
-7.34%
4.23%
-0.08
-1.92
 Rank: 174
 
AleyAnalytics
 
Q10 contest
-0.08
12/03/2017 01:27
TrendFollowingTradingSystem
1.94%
5.86%
0.38
0.53
-6.75%
4.25%
-0.08
-1.78
 Rank: 175
 
Mateosq
 
Q10 contest
-0.08
12/05/2017 09:08
trendFollowing
1.94%
5.86%
0.38
0.53
-6.75%
4.25%
-0.08
-1.78