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: 276
 
mwalimudan
 
Q11 contest
-0.74
06/29/2018 12:49
JustTesting4cQ11Extra
14.22%
7304
5.67%
2.56
4.63
-0.59%
293
4.64%
-0.74
-0.17
 Rank: 277
 
s_poramet
 
Q11 contest
-0.74
06/30/2018 05:50
ROV6 re mini 10
37.83%
7400
6.01%
6.31
12.52
3.38%
297
4.85%
-0.74
1.04
 Rank: 278
 
s_poramet
 
Q11 contest
-0.74
06/09/2018 10:02
p_vume
16.11%
7378
14.07%
1.19
1.77
-9.33%
312
15.87%
-0.74
-0.65
 Rank: 279
 
s_poramet
 
Q11 contest
-0.75
06/26/2018 03:07
SuperRenewed Vm Sembimb5
20.36%
7397
9.26%
2.28
3.64
-2.90%
296
12.98%
-0.75
-0.28
 Rank: 280
 
KOBAS
 
Q11 contest
-0.76
06/29/2018 00:53
1806277Q16KJJ5
0.41%
7313
0.39%
1.00
1.73
0.55%
293
0.18%
-0.76
5.82
 Rank: 281
 
KOBAS
 
Q11 contest
-0.76
06/12/2018 04:56
171225MS1Q338KJJ2V11M3
4.20%
7257
7.21%
0.60
0.88
-0.66%
311
5.62%
-0.76
-0.13
 Rank: 282
 
s_poramet
 
Q11 contest
-0.77
06/28/2018 01:22
ROVVO
32.55%
7399
10.03%
3.32
5.28
-1.65%
294
12.29%
-0.77
-0.17
 Rank: 283
 
charless
 
Q11 contest
-0.77
06/30/2018 23:44
JmMrt
53.66%
7358
6.55%
8.37
19.07
-1.04%
287
6.44%
-0.77
-0.24
 Rank: 284
 
KOBAS
 
Q11 contest
-0.78
06/16/2018 11:32
1806152Q61KJJ4
5.07%
2664
12.35%
1.29
1.64
-10.24%
295
10.86%
-0.78
-1.11
 Rank: 285
 
s_poramet
 
Q11 contest
-0.79
06/28/2018 00:43
ROV
30.67%
7399
10.40%
3.03
4.85
-2.18%
294
13.12%
-0.79
-0.21
 Rank: 286
 
Evolution71
 
Q11 contest
-0.79
06/25/2018 00:59
Double
7.46%
7392
3.83%
1.97
3.28
-0.40%
297
3.44%
-0.79
-0.15
 Rank: 287
 
charless
 
Q11 contest
-0.81
06/27/2018 17:21
Hgn
53.91%
7379
6.77%
8.09
18.36
-2.12%
285
6.19%
-0.81
-0.49
 Rank: 288
 
s_poramet
 
Q11 contest
-0.81
06/23/2018 09:05
SuperRenewed O
23.62%
7395
9.46%
2.53
4.02
0.97%
302
9.66%
-0.81
0.13
 Rank: 289
 
KOBAS
 
Q11 contest
-0.81
06/08/2018 05:32
1806086Q49KJJM
0.84%
4418
1.57%
0.82
1.31
1.93%
308
0.80%
-0.81
3.78
 Rank: 290
 
s_poramet
 
Q11 contest
-0.82
06/26/2018 03:06
SuperRenewed Vm
16.02%
7397
9.37%
1.78
2.46
-1.83%
296
13.64%
-0.82
-0.16
 Rank: 291
 
s_poramet
 
Q11 contest
-0.83
06/13/2018 09:17
SA isrq
14.02%
7388
4.79%
2.93
5.16
1.33%
305
3.91%
-0.83
0.44
 Rank: 292
 
Sun73
 
Q11 contest
-0.83
06/29/2018 09:56
sun73_v6d_r0p1s2
104.64%
7402
5.17%
20.94
72.71
-8.24%
293
4.79%
-0.83
-2.33
 Rank: 293
 
s_poramet
 
Q11 contest
-0.83
05/29/2018 07:54
p_mv2l
15.30%
7377
7.61%
2.07
3.24
-3.73%
316
8.92%
-0.83
-0.47
 Rank: 294
 
s_poramet
 
Q11 contest
-0.83
05/27/2018 09:57
p_v
12.37%
7375
7.09%
1.81
2.71
-3.74%
319
8.96%
-0.83
-0.47
 Rank: 295
 
s_poramet
 
Q11 contest
-0.83
06/13/2018 09:15
SA_vq
14.42%
7388
5.72%
2.55
4.28
-0.83%
305
5.23%
-0.83
-0.20
 Rank: 296
 
s_poramet
 
Q11 contest
-0.83
06/15/2018 03:09
Ifreetim
51.89%
7143
24.61%
2.16
3.61
42.82%
303
27.71%
-0.83
2.17
 Rank: 297
 
charless
 
Q11 contest
-0.84
06/30/2018 23:43
DrrnmZl
40.52%
7388
6.67%
6.11
12.82
5.93%
287
6.45%
-0.84
1.38
 Rank: 298
 
s_poramet
 
Q11 contest
-0.84
06/23/2018 09:10
SuperRenewed R Season B5
28.24%
7393
13.00%
2.22
3.33
-2.73%
297
14.61%
-0.84
-0.23
 Rank: 299
 
s_poramet
 
Q11 contest
-0.85
06/19/2018 10:50
Unintended Move
12.92%
7392
9.86%
1.35
2.07
-9.29%
301
7.59%
-0.85
-1.58
 Rank: 300
 
luicwadrian
 
Q11 contest
-0.85
06/18/2018 07:27
trendFollowing
1.93%
7268
5.85%
0.37
0.53
-6.11%
307
4.17%
-0.85
-1.88