Quantitative trading competition Q11, Guaranteed investments of $2,250,000

CLOSED

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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 326
 
KOBAS
 
Q11 contest
-0.81
06/08/2018 05:32
1806086Q49KJJM
0.78%
1.57%
0.82
1.19
-0.21% 0.76%
-0.81
-1.28
 Rank: 327
 
s_poramet
 
Q11 contest
-0.82
06/26/2018 03:06
SuperRenewed Vm
15.34%
9.44%
1.78
2.32
-4.61% 15.51%
-0.82
-1.13
 Rank: 328
 
s_poramet
 
Q11 contest
-0.83
06/13/2018 09:17
SA isrq
13.64%
4.83%
2.93
4.91
-1.11% 3.82%
-0.83
-1.19
 Rank: 329
 
s_poramet
 
Q11 contest
-0.83
05/29/2018 07:54
p_mv2l
15.35%
7.63%
2.07
3.24
-2.10% 7.14%
-0.83
-1.16
 Rank: 330
 
s_poramet
 
Q11 contest
-0.83
05/27/2018 09:57
p_v
12.39%
7.11%
1.81
2.70
-2.10% 7.14%
-0.83
-1.16
 Rank: 331
 
s_poramet
 
Q11 contest
-0.83
06/13/2018 09:15
SA_vq
14.06%
5.76%
2.55
4.10
-1.31% 4.49%
-0.83
-1.17
 Rank: 332
 
s_poramet
 
Q11 contest
-0.83
06/15/2018 03:09
Ifreetim
49.52%
24.75%
2.16
3.38
-5.94% 19.50%
-0.83
-1.55
 Rank: 333
 
charless
 
Q11 contest
-0.84
06/30/2018 23:43
DrrnmZl
40.05%
6.67%
6.11
12.64
-1.83% 6.23%
-0.84
-1.29
 Rank: 334
 
s_poramet
 
Q11 contest
-0.84
06/23/2018 09:10
SuperRenewed R Season B5
27.59%
12.97%
2.22
3.25
-4.12% 13.61%
-0.84
-1.23
 Rank: 335
 
s_poramet
 
Q11 contest
-0.85
06/19/2018 10:50
Unintended Move
11.99%
9.98%
1.35
1.87
-2.14% 7.18%
-0.85
-1.17
 Rank: 336
 
luicwadrian
 
Q11 contest
-0.85
06/18/2018 07:27
trendFollowing
1.72%
5.83%
0.37
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 337
 
mwizards
 
Q11 contest
-0.85
06/15/2018 01:43
trendfollowing
1.73%
5.83%
0.37
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 338
 
maxam
 
Q11 contest
-0.85
05/29/2018 21:46
trend_following
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 339
 
sha2
 
Q11 contest
-0.85
06/08/2018 10:41
trendFollowing
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 340
 
HikigayaSaika
 
Q11 contest
-0.85
06/09/2018 06:23
untitled1
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 341
 
devienstrader
 
Q11 contest
-0.85
02/28/2018 10:32
temp
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 342
 
paulsin2k
 
Q11 contest
-0.85
02/28/2018 23:57
test
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 343
 
gamer456148
 
Q11 contest
-0.85
02/27/2018 11:39
trendFollowing
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 344
 
lazydragonfist
 
Q11 contest
-0.85
03/13/2018 12:47
TestingMyFirstQuantiacsTrader
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 345
 
rajat2610
 
Q11 contest
-0.85
02/12/2018 23:50
testalgo
1.73%
5.83%
0.37
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 346
 
never
 
Q11 contest
-0.85
02/14/2018 08:16
QuantiacsSampleTrendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 347
 
akstraight
 
Q11 contest
-0.85
02/17/2018 19:53
trendfollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 348
 
isorser
 
Q11 contest
-0.85
02/04/2018 12:35
trendFollowing
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 349
 
rbgt
 
Q11 contest
-0.85
04/05/2018 01:58
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 350
 
kes1979
 
Q11 contest
-0.85
04/05/2018 06:27
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42