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: 274
 
KOBAS
 
Q11 contest
-0.72
06/26/2018 06:10
1806245Q7KJJ4
4.00%
4.09%
0.98
1.56
-0.79% 3.13%
-0.72
-1.13
 Rank: 275
 
KOBAS
 
Q11 contest
-0.72
06/14/2018 00:38
180613XQXX2KJJ2
2.93%
7.57%
1.14
1.70
-1.75% 7.02%
-0.72
-1.24
 Rank: 276
 
KOBAS
 
Q11 contest
-0.73
06/14/2018 00:45
180613XQXX2KJJ
3.07%
8.01%
1.12
1.64
-1.75% 7.02%
-0.73
-1.24
 Rank: 277
 
charless
 
Q11 contest
-0.73
06/29/2018 10:11
PggyCrtr
67.18%
6.10%
11.42
29.30
-1.45% 5.69%
-0.73
-1.10
 Rank: 278
 
Sun73
 
Q11 contest
-0.73
06/25/2018 06:33
sun73_v6aaa_r5p5s3
116.08%
5.59%
21.67
78.08
-1.50% 5.85%
-0.73
-1.04
 Rank: 279
 
s_poramet
 
Q11 contest
-0.73
06/29/2018 01:37
Preview UCS
24.32%
8.09%
3.01
4.90
-1.79% 6.96%
-0.73
-1.06
 Rank: 280
 
s_poramet
 
Q11 contest
-0.74
06/27/2018 00:20
SuperRenewed Vm Sembim b5
23.78%
9.44%
2.60
4.27
-3.71% 14.08%
-0.74
-1.03
 Rank: 281
 
Sun73
 
Q11 contest
-0.74
06/26/2018 04:42
sun73_v6bbb_r5p5s3t
110.88%
5.07%
22.68
95.93
-0.91% 3.55%
-0.74
-1.17
 Rank: 282
 
mwalimudan
 
Q11 contest
-0.74
06/29/2018 12:49
JustTesting4cQ11Extra
14.36%
5.68%
2.56
4.67
-1.18% 4.57%
-0.74
-1.13
 Rank: 283
 
s_poramet
 
Q11 contest
-0.74
06/30/2018 05:50
ROV6 re mini 10
37.64%
6.01%
6.31
12.47
-1.32% 5.07%
-0.74
-1.26
 Rank: 284
 
Sun73
 
Q11 contest
-0.74
04/29/2018 08:19
sun73_v6c_r7p5s3t
82.10%
5.03%
17.11
53.23
-0.97% 3.73%
-0.74
-1.17
 Rank: 285
 
s_poramet
 
Q11 contest
-0.74
06/09/2018 10:02
p_vume
16.25%
14.07%
1.19
1.79
-3.49% 13.12%
-0.74
-1.02
 Rank: 286
 
s_poramet
 
Q11 contest
-0.75
06/26/2018 03:07
SuperRenewed Vm Sembimb5
20.36%
9.28%
2.28
3.63
-3.75% 14.01%
-0.75
-1.05
 Rank: 287
 
KOBAS
 
Q11 contest
-0.76
06/29/2018 00:53
1806277Q16KJJ5
0.40%
0.39%
1.00
1.69
-0.03% 0.10%
-0.76
-1.17
 Rank: 288
 
KOBAS
 
Q11 contest
-0.76
06/12/2018 04:56
171225MS1Q338KJJ2V11M3
4.28%
7.20%
0.60
0.89
-1.75% 6.53%
-0.76
-0.94
 Rank: 289
 
s_poramet
 
Q11 contest
-0.77
06/28/2018 01:22
ROVVO
32.51%
10.04%
3.32
5.26
-3.65% 13.30%
-0.77
-1.09
 Rank: 290
 
charless
 
Q11 contest
-0.77
06/30/2018 23:44
JmMrt
53.17%
6.55%
8.37
18.84
-1.45% 5.37%
-0.77
-1.23
 Rank: 291
 
KOBAS
 
Q11 contest
-0.78
06/16/2018 11:32
1806152Q61KJJ4
5.15%
12.42%
1.29
1.64
-2.28% 8.51%
-0.78
-1.07
 Rank: 292
 
s_poramet
 
Q11 contest
-0.79
06/28/2018 00:43
ROV
30.63%
10.41%
3.03
4.84
-4.14% 14.60%
-0.79
-1.13
 Rank: 293
 
Evolution71
 
Q11 contest
-0.79
06/25/2018 00:59
Double
7.40%
3.82%
1.97
3.25
-0.88% 3.19%
-0.79
-1.16
 Rank: 294
 
charless
 
Q11 contest
-0.81
06/27/2018 17:21
Hgn
53.24%
6.78%
8.09
18.00
-1.66% 5.89%
-0.81
-1.23
 Rank: 295
 
s_poramet
 
Q11 contest
-0.81
06/23/2018 09:05
SuperRenewed O
23.61%
9.46%
2.53
4.02
-2.74% 9.58%
-0.81
-1.19
 Rank: 296
 
KOBAS
 
Q11 contest
-0.81
06/08/2018 05:32
1806086Q49KJJM
0.82%
1.57%
0.82
1.26
-0.21% 0.76%
-0.81
-1.28
 Rank: 297
 
s_poramet
 
Q11 contest
-0.82
06/26/2018 03:06
SuperRenewed Vm
16.02%
9.36%
1.78
2.46
-4.61% 15.51%
-0.82
-1.13
 Rank: 298
 
s_poramet
 
Q11 contest
-0.83
06/13/2018 09:17
SA isrq
13.99%
4.78%
2.93
5.15
-1.11% 3.82%
-0.83
-1.19