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
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 226
 
Cosmo Connor
 
Q11 contest
-0.50
06/14/2018 13:27
CosmoConnor
0.89%
7164
16.10%
0.08
0.08
-9.95%
253
18.57%
-0.50
-0.78
 Rank: 227
 
Cosmo Connor
 
Q11 contest
-0.50
05/21/2018 03:59
CosmoConnor
2.06%
7147
16.83%
0.16
0.19
-12.62%
265
18.21%
-0.50
-0.96
 Rank: 228
 
Evolution71
 
Q11 contest
-0.50
06/27/2018 02:19
Forward8
8.23%
7394
3.89%
2.12
3.66
0.29%
250
3.33%
-0.50
0.14
 Rank: 229
 
s_poramet
 
Q11 contest
-0.51
06/20/2018 23:58
Floater 1234567
20.33%
7393
7.72%
2.69
4.10
-1.69%
255
9.95%
-0.51
-0.24
 Rank: 230
 
s_poramet
 
Q11 contest
-0.52
06/29/2018 03:37
CSSC
25.92%
7400
7.53%
3.42
5.66
5.34%
243
7.53%
-0.52
1.12
 Rank: 231
 
s_poramet
 
Q11 contest
-0.53
06/17/2018 09:55
Renewed CS
18.76%
7390
9.32%
2.04
3.03
0.16%
252
11.87%
-0.53
0.02
 Rank: 232
 
charless
 
Q11 contest
-0.53
06/28/2018 20:13
GwynthPltrw
40.62%
7300
6.27%
6.58
15.13
3.11%
249
5.79%
-0.53
0.95
 Rank: 233
 
KOBAS
 
Q11 contest
-0.54
06/29/2018 05:40
1806277Q16KJJM2
6.84%
7300
4.99%
1.27
2.26
18.54%
248
5.10%
-0.54
8.12
 Rank: 234
 
s_poramet
 
Q11 contest
-0.54
06/23/2018 09:10
SuperRenewed R Season Bm3
29.47%
7393
10.99%
2.70
4.15
0.83%
247
11.62%
-0.54
0.11
 Rank: 235
 
mwalimudan
 
Q11 contest
-0.55
06/29/2018 06:22
JustTesting12dQ11extra
15.49%
7304
4.92%
3.19
6.09
-0.87%
248
3.79%
-0.55
-0.36
 Rank: 236
 
s_poramet
 
Q11 contest
-0.56
05/29/2018 01:25
p_cs
15.74%
7377
8.47%
1.89
2.79
1.79%
271
10.99%
-0.56
0.22
 Rank: 237
 
KOBAS
 
Q11 contest
-0.57
06/14/2018 00:33
180613XQXX4KJJ2
8.27%
2999
14.70%
1.29
2.34
33.40%
259
15.82%
-0.57
3.78
 Rank: 238
 
s_poramet
 
Q11 contest
-0.58
06/23/2018 09:07
SuperRenewed CS
23.09%
7395
9.53%
2.46
3.66
2.83%
252
12.39%
-0.58
0.33
 Rank: 239
 
mwalimudan
 
Q11 contest
-0.58
06/29/2018 05:44
RecentConvert81Q11
9.81%
7193
7.65%
1.28
2.20
4.98%
237
3.18%
-0.58
3.16
 Rank: 240
 
s_poramet
 
Q11 contest
-0.58
06/20/2018 01:38
Bundle 12345
18.27%
7393
7.40%
2.53
3.81
-1.86%
255
10.22%
-0.58
-0.26
 Rank: 241
 
s_poramet
 
Q11 contest
-0.59
06/10/2018 09:52
p_ymcut_mvq120
1.56%
7384
0.58%
2.66
5.06
0.25%
262
0.25%
-0.59
1.62
 Rank: 242
 
Sun73
 
Q11 contest
-0.60
06/27/2018 04:30
sun73_v6ccc_r0p5s3t
114.26%
7400
5.08%
23.05
96.00
2.00%
250
6.00%
-0.60
0.61
 Rank: 243
 
InvestmentDoge
 
Q11 contest
-0.60
05/23/2018 09:33
BlankTradingStrategy20185231931
2.27%
7330
3.14%
0.66
1.16
6.22%
276
2.62%
-0.60
3.92
 Rank: 244
 
s_poramet
 
Q11 contest
-0.60
06/29/2018 02:27
Preview UCS Y2S
21.84%
7400
8.11%
2.66
4.32
6.17%
243
7.29%
-0.60
1.34
 Rank: 245
 
charless
 
Q11 contest
-0.60
06/26/2018 23:43
WrMchn
86.25%
7388
7.25%
12.00
34.47
-2.83%
251
5.77%
-0.60
-0.78
 Rank: 246
 
s_poramet
 
Q11 contest
-0.62
06/23/2018 09:06
SuperRenewed O Season
27.16%
7395
10.05%
2.72
4.36
-0.17%
252
10.10%
-0.62
-0.03
 Rank: 247
 
Sun73
 
Q11 contest
-0.63
04/27/2018 16:05
sun73_v6a_r0p5s3t
84.24%
6838
4.84%
17.77
60.50
-2.02%
293
3.47%
-0.63
-0.84
 Rank: 248
 
s_poramet
 
Q11 contest
-0.63
06/21/2018 23:48
Midterm 1234567
22.25%
7394
7.97%
2.84
4.46
-0.74%
250
9.97%
-0.63
-0.11
 Rank: 249
 
Cosmo Connor
 
Q11 contest
-0.63
05/18/2018 05:11
CosmoConnor
-3.23%
7247
5.71%
-0.63
-0.86
9.51%
278
4.08%
1.35
3.97
 Rank: 250
 
s_poramet
 
Q11 contest
-0.63
06/26/2018 03:07
SuperRenewed Vm Sembimb3
20.58%
7397
8.29%
2.53
4.05
-0.65%
251
11.10%
-0.63
-0.09