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: 201
 
charless
 
Q10 contest
-0.16
01/30/2018 12:22
Chester
61.57%
5.09%
14.13
23.91
-17.01%
354
10.71%
-0.16
-1.24
 Rank: 202
 
algonell
 
Q10 contest
-0.17
01/21/2018 13:11
Algonell Pullback
1.77%
7.28%
0.28
0.38
-4.84%
354
6.41%
-0.17
-0.86
 Rank: 203
 
tmcg
 
Q10 contest
-0.18
12/26/2017 11:32
trendfollowing_myEdit201712261332
1.72%
7.25%
0.27
0.37
-4.81%
354
6.41%
-0.18
-0.86
 Rank: 204
 
tmcg
 
Q10 contest
-0.18
12/26/2017 11:33
myFirstTS
1.72%
7.25%
0.27
0.37
-4.81%
354
6.41%
-0.18
-0.86
 Rank: 205
 
mrihaoui
 
Q10 contest
-0.18
11/12/2017 11:47
newts201711122147
1.72%
7.25%
0.27
0.37
-4.81%
354
6.41%
-0.18
-0.86
 Rank: 206
 
fujin
 
Q10 contest
-0.19
01/12/2018 17:33
ShaxDash
12.99%
9.40%
1.36
2.23
8.94%
354
6.67%
-0.19
1.49
 Rank: 207
 
KOBAS
 
Q10 contest
-0.19
12/21/2017 12:52
171220MSE1Q20374KJJV
-1.60%
8.78%
-0.19
-0.28
1.89%
355
6.62%
1.40
0.37
 Rank: 208
 
s_poramet
 
Q10 contest
-0.22
10/10/2017 09:26
McKnight Farm
6.30%
2.13%
3.04
5.30
-0.72%
349
1.66%
-0.22
-0.48
 Rank: 209
 
KOBAS
 
Q10 contest
-0.22
01/25/2018 04:43
180124MSEY1Q55KJJX2
10.31%
7.31%
1.42
2.32
1.85%
349
5.37%
-0.22
0.37
 Rank: 210
 
KOBAS
 
Q10 contest
-0.22
01/25/2018 05:11
180124MSEY1Q55KJJX3
10.33%
7.30%
1.42
2.32
2.34%
354
5.35%
-0.22
0.47
 Rank: 211
 
s_poramet
 
Q10 contest
-0.23
10/08/2017 06:21
Castle Brick 14
5.10%
3.43%
1.57
2.42
-2.52%
354
3.89%
-0.23
-0.69
 Rank: 212
 
charless
 
Q10 contest
-0.24
01/30/2018 14:24
Lucas
13.78%
2.94%
5.50
9.39
-10.97%
354
5.80%
-0.24
-1.44
 Rank: 213
 
fujin
 
Q10 contest
-0.25
01/27/2018 16:48
hayat
4.11%
3.46%
1.13
2.01
10.19%
354
3.62%
-0.25
3.81
 Rank: 214
 
Horse
 
Q10 contest
-0.27
11/18/2017 20:55
temp
4.75%
13.43%
0.36
0.56
2.85%
346
12.48%
-0.27
0.26
 Rank: 215
 
MoreUpThanDown
 
Q10 contest
-0.29
10/01/2017 08:49
LongTop3FutShortBot3FutSRWtd
2.31%
5.36%
0.46
0.71
-1.16%
346
4.48%
-0.29
-0.31
 Rank: 216
 
s_poramet
 
Q10 contest
-0.29
10/17/2017 08:10
Confession Backthen
16.26%
5.20%
3.26
5.67
-1.87%
354
5.48%
-0.29
-0.41
 Rank: 217
 
s_poramet
 
Q10 contest
-0.30
10/07/2017 08:01
Castle Brick 2
5.08%
3.06%
1.73
2.83
-1.74%
354
3.03%
-0.30
-0.62
 Rank: 218
 
KOBAS
 
Q10 contest
-0.30
12/21/2017 12:37
171220MSE1Q20374KJJW
8.46%
9.12%
0.95
1.47
6.45%
354
12.03%
-0.30
0.59
 Rank: 219
 
KOBAS
 
Q10 contest
-0.31
01/07/2018 15:16
180106MSE1Q52390KJJ
6.11%
7.64%
0.86
1.21
-9.25%
354
6.12%
-0.31
-1.49
 Rank: 220
 
KOBAS
 
Q10 contest
-0.31
01/11/2018 12:30
180111MSE1Q101441KJJ2
8.50%
8.10%
1.06
1.69
0.76%
354
6.15%
-0.31
0.14
 Rank: 221
 
administrator
 
Q10 contest
-0.33
10/09/2017 14:52
TrendFollowing201710091453
6.89%
8.92%
0.84
1.22
-9.28%
354
9.90%
-0.33
-0.99
 Rank: 222
 
administrator
 
Q10 contest
-0.33
10/10/2017 08:17
TrendFollowing201710100817
6.89%
8.92%
0.84
1.22
-9.28%
354
9.90%
-0.33
-0.99
 Rank: 223
 
administrator
 
Q10 contest
-0.33
10/09/2017 16:50
TrendFollowing201710091650
6.89%
8.92%
0.84
1.22
-9.28%
354
9.90%
-0.33
-0.99
 Rank: 224
 
administrator
 
Q10 contest
-0.33
10/10/2017 13:41
BlankTradingStrategy201710101341
6.89%
8.92%
0.84
1.22
-9.28%
354
9.90%
-0.33
-0.99
 Rank: 225
 
administrator
 
Q10 contest
-0.33
10/18/2017 09:52
TrendFollowing201710180953
3.48%
7.34%
0.57
0.73
-14.10%
354
7.64%
-0.33
-2.00