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: 301
 
s_poramet
 
Q11 contest
-0.82
06/26/2018 03:06
SuperRenewed Vm
16.17%
7400
9.36%
1.77
2.48
-5.00%
158
16.30%
-0.82
-0.71
 Rank: 302
 
s_poramet
 
Q11 contest
-0.83
06/13/2018 09:17
SA isrq
14.20%
7400
4.81%
2.92
5.21
-1.36%
143
4.28%
-0.83
-0.85
 Rank: 303
 
s_poramet
 
Q11 contest
-0.83
05/29/2018 07:54
p_mv2l
15.55%
7400
7.56%
2.06
3.34
-3.80%
158
7.92%
-0.83
-1.12
 Rank: 304
 
s_poramet
 
Q11 contest
-0.83
05/27/2018 09:57
p_v
12.53%
7400
7.02%
1.80
2.79
-3.80%
158
7.92%
-0.83
-1.12
 Rank: 305
 
s_poramet
 
Q11 contest
-0.83
06/13/2018 09:15
SA_vq
14.72%
7400
5.72%
2.54
4.38
-0.09%
158
4.93%
-0.83
-0.05
 Rank: 306
 
s_poramet
 
Q11 contest
-0.83
06/15/2018 03:09
Ifreetim
52.71%
7153
24.66%
2.16
3.66
33.01%
158
33.01%
-0.83
3.03
 Rank: 307
 
charless
 
Q11 contest
-0.84
06/30/2018 23:43
DrrnmZl
41.18%
7388
6.68%
6.11
13.04
2.92%
160
6.99%
-0.84
1.11
 Rank: 308
 
s_poramet
 
Q11 contest
-0.84
06/23/2018 09:10
SuperRenewed R Season B5
28.32%
7398
13.07%
2.22
3.32
-13.66%
158
18.39%
-0.84
-1.66
 Rank: 309
 
s_poramet
 
Q11 contest
-0.85
06/19/2018 10:50
Unintended Move
13.29%
7400
9.90%
1.35
2.12
-5.97%
158
8.09%
-0.85
-1.72
 Rank: 310
 
luicwadrian
 
Q11 contest
-0.85
06/18/2018 07:27
trendFollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 311
 
mwizards
 
Q11 contest
-0.85
06/15/2018 01:43
trendfollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 312
 
amirvahid
 
Q11 contest
-0.85
05/24/2018 12:02
trendFollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 313
 
abots
 
Q11 contest
-0.85
05/24/2018 14:51
GameOver
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 314
 
maxam
 
Q11 contest
-0.85
05/29/2018 21:46
trend_following
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 315
 
sha2
 
Q11 contest
-0.85
06/08/2018 10:41
trendFollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 316
 
HikigayaSaika
 
Q11 contest
-0.85
06/09/2018 06:23
untitled1
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 317
 
oieregi
 
Q11 contest
-0.85
05/02/2018 10:56
trendFollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 318
 
AD72
 
Q11 contest
-0.85
05/03/2018 11:44
trendFollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 319
 
shanbala
 
Q11 contest
-0.85
05/11/2018 01:21
samplequantiacs
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 320
 
shanbala
 
Q11 contest
-0.85
05/11/2018 01:21
samplequantiacs
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 321
 
shanbala
 
Q11 contest
-0.85
05/11/2018 01:21
samplequantiacs
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 322
 
pkqu
 
Q11 contest
-0.85
04/15/2018 06:39
trendfollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 323
 
zcakhaa
 
Q11 contest
-0.85
04/17/2018 06:15
test
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 324
 
evac
 
Q11 contest
-0.85
04/18/2018 10:57
trendFollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87
 Rank: 325
 
arymov
 
Q11 contest
-0.85
04/21/2018 07:43
trendFollowing
2.08%
7277
5.88%
0.38
0.56
-3.64%
158
4.69%
-0.85
-1.87