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: 176
 
moh28100
 
Q10 contest
-0.08
11/15/2017 05:07
test_py
1.91%
5.86%
0.38
0.52
-7.34%
354
4.23%
-0.08
-1.92
 Rank: 177
 
Pennaiken
 
Q10 contest
-0.08
11/11/2017 02:56
trendFollowing
1.94%
5.86%
0.38
0.53
-6.75%
349
4.25%
-0.08
-1.78
 Rank: 178
 
QuantEdge
 
Q10 contest
-0.08
11/12/2017 13:43
sampleSystem
1.91%
5.86%
0.38
0.52
-7.34%
354
4.23%
-0.08
-1.92
 Rank: 179
 
cephusquant
 
Q10 contest
-0.08
10/11/2017 07:22
trendFollowing
1.91%
5.86%
0.38
0.52
-7.34%
354
4.23%
-0.08
-1.92
 Rank: 180
 
jeffrey2891
 
Q10 contest
-0.08
10/11/2017 08:23
temp
1.91%
5.86%
0.38
0.52
-7.34%
354
4.23%
-0.08
-1.92
 Rank: 181
 
raksat
 
Q10 contest
-0.08
01/21/2018 18:10
trendFollowing
1.91%
5.86%
0.38
0.52
-7.54%
355
4.23%
-0.08
-1.97
 Rank: 182
 
benjamins
 
Q10 contest
-0.08
01/18/2018 11:00
trading_system
1.91%
5.86%
0.38
0.52
-7.34%
354
4.23%
-0.08
-1.92
 Rank: 183
 
benjamins
 
Q10 contest
-0.08
01/18/2018 11:00
trading_system
1.91%
5.86%
0.38
0.52
-7.34%
354
4.23%
-0.08
-1.92
 Rank: 184
 
kritz
 
Q10 contest
-0.08
01/11/2018 10:46
trendFollowing
1.94%
5.86%
0.38
0.53
-6.75%
349
4.25%
-0.08
-1.78
 Rank: 185
 
actarus
 
Q10 contest
-0.08
01/16/2018 12:23
trendfollowing201801162123
1.94%
5.87%
0.38
0.53
-7.36%
354
4.23%
-0.08
-1.93
 Rank: 186
 
frcrm
 
Q10 contest
-0.08
10/07/2017 17:30
tradingsystem201710080230
1.94%
5.87%
0.38
0.53
-7.36%
354
4.23%
-0.08
-1.93
 Rank: 187
 
mrihaoui
 
Q10 contest
-0.08
11/20/2017 00:06
trendfollowing201711201006
1.96%
5.87%
0.38
0.53
-6.77%
349
4.25%
-0.08
-1.79
 Rank: 188
 
glee411
 
Q10 contest
-0.08
11/04/2017 21:54
test
1.94%
5.87%
0.38
0.53
-7.36%
354
4.23%
-0.08
-1.93
 Rank: 189
 
glee411
 
Q10 contest
-0.08
11/04/2017 22:19
trendfollowing201711050119
1.94%
5.87%
0.38
0.53
-7.36%
354
4.23%
-0.08
-1.93
 Rank: 190
 
chdavis
 
Q10 contest
-0.08
11/02/2017 23:00
trendfollowing201711030200
1.94%
5.87%
0.38
0.53
-7.36%
354
4.23%
-0.08
-1.93
 Rank: 191
 
KOBAS
 
Q10 contest
-0.11
12/27/2017 05:35
171227MSE1Q185731KJJ
4.68%
5.87%
0.81
1.23
2.14%
354
6.01%
-0.11
0.35
 Rank: 192
 
deepq
 
Q10 contest
-0.13
10/10/2017 15:55
neutal_f
0.93%
4.86%
0.27
0.31
-9.38%
349
4.24%
-0.13
-2.50
 Rank: 193
 
k3oni
 
Q10 contest
-0.13
01/18/2018 10:51
HikeRSI12020181181351
5.26%
4.61%
1.17
1.89
2.01%
349
3.70%
-0.13
0.62
 Rank: 194
 
InvestmentDoge
 
Q10 contest
-0.13
01/08/2018 05:41
mysecondtry
2.08%
3.64%
0.56
0.94
2.89%
341
2.34%
-0.13
1.68
 Rank: 195
 
InvestmentDoge
 
Q10 contest
-0.13
01/08/2018 09:28
lr
2.08%
3.64%
0.56
0.94
2.89%
341
2.34%
-0.13
1.68
 Rank: 196
 
s_poramet
 
Q10 contest
-0.15
10/12/2017 08:29
McKnight ForMost
7.13%
2.43%
2.99
5.26
0.39%
354
1.86%
-0.15
0.24
 Rank: 197
 
s_poramet
 
Q10 contest
-0.15
10/14/2017 10:22
McKnight 17
7.35%
3.00%
2.51
4.30
0.01%
354
2.32%
-0.15
0.00
 Rank: 198
 
KOBAS
 
Q10 contest
-0.15
01/31/2018 13:31
180130MSE1Q77KJJ3
11.08%
7.72%
1.43
2.38
4.20%
354
5.46%
-0.15
0.82
 Rank: 199
 
fujin
 
Q10 contest
-0.16
12/26/2017 15:14
alaBulaBoss
8.30%
14.67%
0.64
0.90
-16.80%
348
14.01%
-0.16
-1.28
 Rank: 200
 
fujin
 
Q10 contest
-0.16
12/27/2017 04:32
alaBulaBossk
8.27%
14.67%
0.64
0.90
-17.69%
343
14.00%
-0.16
-1.37