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: 301
 
s_poramet
 
Q11 contest
-0.70
06/29/2018 02:37
Preview UCS Y2SB4
20.91%
9.83%
2.12
3.31
-1.85% 7.57%
-0.70
-1.01
 Rank: 302
 
s_poramet
 
Q11 contest
-0.70
06/06/2018 10:27
Silver Agebal
13.77%
4.68%
2.96
5.18
-0.93% 3.79%
-0.70
-1.01
 Rank: 303
 
zaidalissa
 
Q11 contest
-0.71
06/30/2018 07:02
ZAA_ML_FUT
4.95%
7.24%
0.69
1.07
-1.50% 6.04%
-0.71
-1.01
 Rank: 304
 
fgharmon7
 
Q11 contest
-0.71
02/27/2018 22:33
TrendFollowingFGH201802280133
1.68%
5.83%
0.39
0.46
-0.95% 3.86%
-0.71
-1.18
 Rank: 305
 
s_poramet
 
Q11 contest
-0.71
06/23/2018 09:07
SuperRenewed CS Season
31.97%
11.89%
3.11
3.93
-3.17% 12.48%
-0.71
-1.01
 Rank: 306
 
s_poramet
 
Q11 contest
-0.72
05/30/2018 08:17
Tight End
4.41%
2.37%
1.90
3.10
-0.48% 1.93%
-0.72
-1.06
 Rank: 307
 
KOBAS
 
Q11 contest
-0.72
06/26/2018 06:10
1806245Q7KJJ4
3.75%
4.12%
0.98
1.43
-0.79% 3.13%
-0.72
-1.13
 Rank: 308
 
KOBAS
 
Q11 contest
-0.72
06/14/2018 00:38
180613XQXX2KJJ2
2.44%
7.67%
1.14
1.33
-1.75% 7.02%
-0.72
-1.24
 Rank: 309
 
KOBAS
 
Q11 contest
-0.73
06/14/2018 00:45
180613XQXX2KJJ
2.58%
8.09%
1.12
1.31
-1.75% 7.02%
-0.73
-1.24
 Rank: 310
 
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: 311
 
s_poramet
 
Q11 contest
-0.73
06/29/2018 01:37
Preview UCS
22.90%
8.51%
3.01
4.11
-1.79% 6.96%
-0.73
-1.06
 Rank: 312
 
s_poramet
 
Q11 contest
-0.74
06/27/2018 00:20
SuperRenewed Vm Sembim b5
23.05%
9.51%
2.60
4.06
-3.71% 14.08%
-0.74
-1.03
 Rank: 313
 
mwalimudan
 
Q11 contest
-0.74
06/29/2018 12:49
JustTesting4cQ11Extra
13.81%
5.78%
2.56
4.22
-1.18% 4.57%
-0.74
-1.13
 Rank: 314
 
s_poramet
 
Q11 contest
-0.74
06/30/2018 05:50
ROV6 re mini 10
36.71%
6.04%
6.31
11.86
-1.32% 5.07%
-0.74
-1.26
 Rank: 315
 
s_poramet
 
Q11 contest
-0.74
06/09/2018 10:02
p_vume
14.79%
14.37%
1.19
1.55
-3.49% 13.12%
-0.74
-1.02
 Rank: 316
 
s_poramet
 
Q11 contest
-0.75
06/26/2018 03:07
SuperRenewed Vm Sembimb5
19.29%
9.44%
2.28
3.28
-3.75% 14.01%
-0.75
-1.05
 Rank: 317
 
KOBAS
 
Q11 contest
-0.76
06/29/2018 00:53
1806277Q16KJJ5
0.40%
0.39%
1.00
1.71
-0.03% 0.10%
-0.76
-1.17
 Rank: 318
 
KOBAS
 
Q11 contest
-0.76
06/12/2018 04:56
171225MS1Q338KJJ2V11M3
2.99%
7.95%
0.60
0.52
-1.75% 6.53%
-0.76
-0.94
 Rank: 319
 
s_poramet
 
Q11 contest
-0.77
06/28/2018 01:22
ROVVO
30.15%
11.42%
3.32
3.77
-3.65% 13.30%
-0.77
-1.09
 Rank: 320
 
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: 321
 
KOBAS
 
Q11 contest
-0.78
06/16/2018 11:32
1806152Q61KJJ4
4.63%
12.37%
1.29
1.43
-2.28% 8.51%
-0.78
-1.07
 Rank: 322
 
s_poramet
 
Q11 contest
-0.79
06/28/2018 00:43
ROV
29.60%
10.48%
3.03
4.58
-4.14% 14.60%
-0.79
-1.13
 Rank: 323
 
Evolution71
 
Q11 contest
-0.79
06/25/2018 00:59
Double
7.16%
3.86%
1.97
3.06
-0.88% 3.19%
-0.79
-1.16
 Rank: 324
 
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: 325
 
s_poramet
 
Q11 contest
-0.81
06/23/2018 09:05
SuperRenewed O
22.11%
9.89%
2.53
3.41
-2.74% 9.58%
-0.81
-1.19