Quantitative trading competition Q11, 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 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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 251
 
s_poramet
 
Q11 contest
-0.47
05/27/2018 09:27
p_vy
10.21%
8.56%
1.33
1.81
-1.18% 7.21%
-0.47
-0.71
 Rank: 252
 
KOBAS
 
Q11 contest
-0.47
06/29/2018 05:41
1806277Q16KJJM3
12.33%
13.81%
1.22
2.01
-1.55% 9.39%
-0.47
-0.84
 Rank: 253
 
s_poramet
 
Q11 contest
-0.48
06/26/2018 03:08
SuperRenewed Vm Sembimbm3
20.14%
8.10%
2.55
4.00
-1.86% 11.12%
-0.48
-0.69
 Rank: 254
 
s_poramet
 
Q11 contest
-0.48
06/21/2018 23:57
Midterm 12367
14.37%
6.36%
2.64
3.31
-1.14% 6.83%
-0.48
-0.66
 Rank: 255
 
s_poramet
 
Q11 contest
-0.48
06/26/2018 03:07
SuperRenewed Vm Sembim
19.34%
8.24%
2.66
3.63
-1.89% 11.18%
-0.48
-0.68
 Rank: 256
 
s_poramet
 
Q11 contest
-0.48
05/29/2018 02:31
p_cs_svbal
15.91%
5.15%
3.19
5.48
-0.68% 4.08%
-0.48
-0.70
 Rank: 257
 
charless
 
Q11 contest
-0.49
06/27/2018 19:22
Cptnmrc
37.25%
5.90%
6.50
13.78
-0.86% 5.08%
-0.49
-0.80
 Rank: 258
 
algonell
 
Q11 contest
-0.49
05/19/2018 17:34
AlgonellQ11
2.17%
13.40%
0.26
0.24
-1.93% 11.45%
-0.49
-0.69
 Rank: 259
 
Cosmo Connor
 
Q11 contest
-0.50
06/14/2018 13:27
CosmoConnor
1.42%
18.54%
0.09
0.12
-2.55% 14.79%
-0.50
-0.69
 Rank: 260
 
Cosmo Connor
 
Q11 contest
-0.50
05/21/2018 03:59
CosmoConnor
2.17%
16.91%
0.16
0.20
-2.56% 14.79%
-0.50
-0.69
 Rank: 261
 
Evolution71
 
Q11 contest
-0.50
06/27/2018 02:19
Forward8
8.03%
3.89%
2.12
3.56
-0.48% 2.78%
-0.50
-0.80
 Rank: 262
 
s_poramet
 
Q11 contest
-0.51
06/20/2018 23:58
Floater 1234567
18.84%
8.40%
2.69
3.23
-1.71% 9.58%
-0.51
-0.71
 Rank: 263
 
s_poramet
 
Q11 contest
-0.52
06/29/2018 03:37
CSSC
25.06%
7.58%
3.42
5.37
-1.37% 7.57%
-0.52
-0.75
 Rank: 264
 
s_poramet
 
Q11 contest
-0.53
06/17/2018 09:55
Renewed CS
18.58%
9.37%
2.04
2.98
-1.61% 8.65%
-0.53
-0.77
 Rank: 265
 
charless
 
Q11 contest
-0.53
06/28/2018 20:13
GwynthPltrw
40.16%
6.29%
6.58
14.79
-1.08% 5.79%
-0.53
-0.88
 Rank: 266
 
KOBAS
 
Q11 contest
-0.54
06/29/2018 05:40
1806277Q16KJJM2
6.44%
5.03%
1.27
2.10
-0.70% 3.71%
-0.54
-0.96
 Rank: 267
 
s_poramet
 
Q11 contest
-0.54
06/23/2018 09:10
SuperRenewed R Season Bm3
27.96%
11.15%
2.70
3.80
-2.19% 11.39%
-0.54
-0.77
 Rank: 268
 
mwalimudan
 
Q11 contest
-0.55
06/29/2018 06:22
JustTesting12dQ11extra
15.22%
4.98%
3.19
5.77
-0.79% 4.12%
-0.55
-0.85
 Rank: 269
 
s_poramet
 
Q11 contest
-0.56
06/13/2018 09:33
SX U
3.57%
1.70%
2.13
3.49
-0.33% 1.72%
-0.56
-0.81
 Rank: 270
 
s_poramet
 
Q11 contest
-0.56
05/29/2018 01:25
p_cs
14.57%
8.87%
1.89
2.37
-1.78% 9.02%
-0.56
-0.80
 Rank: 271
 
KOBAS
 
Q11 contest
-0.57
06/14/2018 00:33
180613XQXX4KJJ2
8.90%
14.93%
1.29
2.41
-2.30% 11.36%
-0.57
-0.99
 Rank: 272
 
s_poramet
 
Q11 contest
-0.58
06/23/2018 09:07
SuperRenewed CS
21.55%
9.93%
2.46
3.16
-1.92% 9.44%
-0.58
-0.83
 Rank: 273
 
mwalimudan
 
Q11 contest
-0.58
06/29/2018 05:44
RecentConvert81Q11
9.84%
7.58%
1.28
2.22
-0.62% 3.15%
-0.58
-1.06
 Rank: 274
 
s_poramet
 
Q11 contest
-0.58
06/20/2018 01:38
Bundle 12345
16.96%
7.85%
2.53
3.15
-2.00% 9.70%
-0.58
-0.82
 Rank: 275
 
s_poramet
 
Q11 contest
-0.59
06/10/2018 09:52
p_ymcut_mvq120
1.45%
0.65%
2.66
3.49
-0.04% 0.19%
-0.59
-0.92