Quantitative trading competition Q11, Guaranteed investments of $2,250,000

JOIN Q11

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 July 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 back testing toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.
Deadline for trading algorithm submissions:   06/30/2018 (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 4 months with live market data.

Live simulation period:   07/01/2018 – 10/31/2018 (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 November 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 July 2018 to Oct. 31 2018

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 226
 
s_poramet
 
Q11 contest
-0.36
06/20/2018 11:16
Bundle 123456
17.30%
7.73%
2.63
3.27
-1.17% 9.32%
-0.36
-0.51
 Rank: 227
 
KOBAS
 
Q11 contest
-0.37
06/21/2018 02:33
1806203Q28KJJ2
11.03%
11.21%
1.05
1.64
-1.08% 8.39%
-0.37
-0.66
 Rank: 228
 
charless
 
Q11 contest
-0.37
06/30/2018 23:56
Chrsvns
61.14%
6.37%
9.92
25.91
-0.72% 5.58%
-0.37
-0.63
 Rank: 229
 
KOBAS
 
Q11 contest
-0.37
06/07/2018 03:22
180128MSE1Q68KJJ2V11
7.89%
5.18%
1.52
2.51
-0.49% 3.77%
-0.37
-0.59
 Rank: 230
 
s_poramet
 
Q11 contest
-0.38
05/27/2018 07:15
MLLB07
14.35%
6.27%
2.37
3.88
-0.46% 3.54%
-0.38
-0.61
 Rank: 231
 
s_poramet
 
Q11 contest
-0.40
06/20/2018 11:30
Floater 123456
17.83%
8.14%
2.65
3.14
-1.35% 9.61%
-0.40
-0.56
 Rank: 232
 
charless
 
Q11 contest
-0.41
06/26/2018 23:15
ObdhStn
59.62%
6.10%
10.03
27.76
-0.64% 4.55%
-0.41
-0.66
 Rank: 233
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:25
trendReversion1LongOnly
1.62%
11.49%
0.28
0.21
-1.22% 8.55%
-0.42
-0.57
 Rank: 234
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:28
trendReversionESLongOnly
1.61%
7.48%
0.42
0.32
-1.22% 8.56%
-0.42
-0.57
 Rank: 235
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:17
trendReversion
1.68%
7.92%
0.42
0.32
-1.22% 8.55%
-0.42
-0.57
 Rank: 236
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:21
trendReversion
1.68%
7.92%
0.42
0.32
-1.22% 8.55%
-0.42
-0.57
 Rank: 237
 
s_poramet
 
Q11 contest
-0.42
06/24/2018 01:27
SuperRenewed 4V qb5
20.70%
13.31%
2.51
1.95
-1.33% 9.06%
-0.42
-0.62
 Rank: 238
 
AzureFractal
 
Q11 contest
-0.42
06/07/2018 03:04
SkyrmionPlusUltra0
22.06%
6.43%
3.98
6.05
-0.79% 5.39%
-0.42
-0.77
 Rank: 239
 
KOBAS
 
Q11 contest
-0.43
06/21/2018 02:21
1806203Q28KJJ
10.16%
10.51%
1.01
1.60
-1.15% 7.70%
-0.43
-0.78
 Rank: 240
 
penweipenwei
 
Q11 contest
-0.43
02/22/2018 23:47
mySystemName
-16.69%
41.29%
-0.43
-0.63
44.12% 26.92%
6.99
14.50
 Rank: 241
 
s_poramet
 
Q11 contest
-0.43
05/29/2018 02:15
p_cs_sv
11.65%
8.93%
1.49
1.99
-1.37% 9.06%
-0.43
-0.62
 Rank: 242
 
data
 
Q11 contest
-0.43
06/21/2018 06:13
meanReversion
-16.69%
41.29%
-0.43
-0.63
44.12% 26.92%
6.99
14.50
 Rank: 243
 
data
 
Q11 contest
-0.44
06/12/2018 04:02
meanReversion
-16.83%
41.29%
-0.44
-0.63
44.12% 26.92%
6.99
14.50
 Rank: 244
 
data
 
Q11 contest
-0.44
06/12/2018 04:02
meanReversion
-16.69%
41.29%
-0.44
-0.63
44.12% 26.92%
6.99
14.50
 Rank: 245
 
NNTOP
 
Q11 contest
-0.44
03/30/2018 13:24
BETA_version_1
8.76%
11.53%
1.40
1.99
-1.54% 9.97%
-0.44
-0.78
 Rank: 246
 
NNTOP
 
Q11 contest
-0.44
04/04/2018 14:18
BETA_version_2
8.86%
11.45%
1.39
2.00
-1.54% 9.97%
-0.44
-0.78
 Rank: 247
 
charless
 
Q11 contest
-0.44
06/28/2018 20:13
JffBrdgs
48.82%
5.86%
8.65
21.36
-0.73% 4.77%
-0.44
-0.77
 Rank: 248
 
s_poramet
 
Q11 contest
-0.44
06/18/2018 21:40
Renewed Vume
14.46%
8.22%
1.93
2.80
-1.36% 8.75%
-0.44
-0.63
 Rank: 249
 
charless
 
Q11 contest
-0.44
06/27/2018 19:33
TrrncHwrd
21.58%
5.61%
3.98
7.49
-0.78% 5.02%
-0.44
-0.84
 Rank: 250
 
s_poramet
 
Q11 contest
-0.47
06/09/2018 02:08
Silver Age Contrast
6.50%
3.29%
2.21
3.23
-0.28% 1.74%
-0.47
-0.73