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: 250
 
zaidalissa
 
Q11 contest
-0.63
06/29/2018 08:20
ZAA_ML_FUT_252
3.70%
10.28%
0.35
0.56
-1.93% 8.72%
-0.63
-0.88
 Rank: 251
 
Sun73
 
Q11 contest
-0.64
04/27/2018 16:05
sun73_v6a_r0p5s3t
82.92%
4.85%
17.78
58.71
-0.72% 3.28%
-0.64
-1.01
 Rank: 252
 
s_poramet
 
Q11 contest
-0.65
06/22/2018 09:28
Floater 12345678 2
23.31%
8.28%
2.91
4.45
-2.32% 10.16%
-0.65
-0.89
 Rank: 253
 
s_poramet
 
Q11 contest
-0.65
06/13/2018 09:16
SA ivrq
14.35%
4.89%
2.94
5.15
-0.84% 3.73%
-0.65
-0.94
 Rank: 254
 
s_poramet
 
Q11 contest
-0.65
06/22/2018 06:25
Midterm 12345678
22.83%
8.28%
2.86
4.38
-2.35% 10.22%
-0.65
-0.90
 Rank: 255
 
KOBAS
 
Q11 contest
-0.65
06/18/2018 01:56
1806166Q56KJJ3
7.31%
7.30%
1.03
1.56
-1.15% 5.04%
-0.65
-0.99
 Rank: 256
 
s_poramet
 
Q11 contest
-0.66
06/23/2018 09:09
SuperRenewed R
20.84%
8.99%
2.38
3.60
-2.00% 8.65%
-0.66
-0.95
 Rank: 257
 
s_poramet
 
Q11 contest
-0.66
06/09/2018 11:08
p_rol_sv
13.32%
13.00%
1.10
1.64
-3.81% 16.13%
-0.66
-0.90
 Rank: 258
 
Sun73
 
Q11 contest
-0.67
06/25/2018 06:35
sun73_v6aaa_r0p5s3t
110.54%
4.94%
23.14
102.03
-0.86% 3.70%
-0.67
-1.06
 Rank: 259
 
s_poramet
 
Q11 contest
-0.67
06/29/2018 00:05
SuperRenewed O Seasonb5
32.35%
12.79%
2.53
3.96
-2.91% 12.18%
-0.67
-0.97
 Rank: 260
 
s_poramet
 
Q11 contest
-0.68
05/20/2018 08:05
oam_p007
3.38%
1.90%
1.87
2.93
-0.55% 2.35%
-0.68
-0.97
 Rank: 261
 
KOBAS
 
Q11 contest
-0.68
06/15/2018 03:28
1806143Q64KJJC1
4.08%
2.91%
1.33
2.36
-0.62% 2.61%
-0.68
-1.04
 Rank: 262
 
mwalimudan
 
Q11 contest
-0.68
06/04/2018 12:01
JustTesting12r1Q11
17.99%
6.23%
3.05
5.25
-1.87% 7.83%
-0.68
-0.97
 Rank: 263
 
s_poramet
 
Q11 contest
-0.68
06/18/2018 21:40
Renewed Rol
15.93%
8.52%
1.92
2.88
-1.86% 7.76%
-0.68
-1.00
 Rank: 264
 
s_poramet
 
Q11 contest
-0.68
06/22/2018 06:25
SuperRenewed Mc Midy
24.34%
10.06%
2.49
3.70
-2.51% 10.37%
-0.68
-0.96
 Rank: 265
 
s_poramet
 
Q11 contest
-0.69
06/27/2018 00:23
SuperRenewed 4V Qb5
27.49%
10.33%
2.77
4.19
-2.38% 9.81%
-0.69
-1.02
 Rank: 266
 
s_poramet
 
Q11 contest
-0.69
06/13/2018 09:16
SA mvq
12.42%
5.23%
2.37
4.08
-0.95% 3.96%
-0.69
-1.08
 Rank: 267
 
KOBAS
 
Q11 contest
-0.70
06/28/2018 02:12
1806277Q16KJJ
7.24%
6.92%
1.05
1.64
-1.03% 4.22%
-0.70
-1.20
 Rank: 268
 
s_poramet
 
Q11 contest
-0.70
06/29/2018 02:37
Preview UCS Y2SB4
20.88%
9.84%
2.12
3.30
-1.85% 7.57%
-0.70
-1.01
 Rank: 269
 
s_poramet
 
Q11 contest
-0.70
06/06/2018 10:27
Silver Agebal
13.84%
4.69%
2.96
5.20
-0.93% 3.79%
-0.70
-1.01
 Rank: 270
 
zaidalissa
 
Q11 contest
-0.71
06/30/2018 07:02
ZAA_ML_FUT
4.96%
7.25%
0.69
1.07
-1.50% 6.04%
-0.71
-1.01
 Rank: 271
 
Sun73
 
Q11 contest
-0.71
05/18/2018 14:39
sun73_v6b_r5p5s3201805181838
79.14%
4.82%
17.08
52.97
-0.85% 3.45%
-0.71
-0.97
 Rank: 271
 
fgharmon7
 
Q11 contest
-0.71
02/27/2018 22:33
TrendFollowingFGH201802280133
1.95%
5.82%
0.39
0.54
-0.95% 3.86%
-0.71
-1.18
 Rank: 272
 
s_poramet
 
Q11 contest
-0.71
06/23/2018 09:07
SuperRenewed CS Season
34.10%
11.37%
3.11
4.59
-3.17% 12.48%
-0.71
-1.01
 Rank: 273
 
s_poramet
 
Q11 contest
-0.72
05/30/2018 08:17
Tight End
4.43%
2.38%
1.90
3.11
-0.48% 1.93%
-0.72
-1.06