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: 326
 
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: 327
 
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
 Rank: 328
 
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: 329
 
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: 330
 
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: 331
 
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: 332
 
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: 333
 
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: 334
 
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: 335
 
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: 336
 
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: 337
 
Sun73
 
Q11 contest
-0.84
06/07/2018 17:54
Sun73
75.54%
5.18%
15.49
44.83
-1.33% 4.50%
-0.84
-1.27
 Rank: 338
 
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: 339
 
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: 340
 
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: 341
 
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: 342
 
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: 343
 
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: 344
 
Cosmo Connor
 
Q11 contest
-0.85
05/13/2018 05:55
quantiacs
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 345
 
maxam
 
Q11 contest
-0.85
05/13/2018 20:14
trendFollowing
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 346
 
oieregi
 
Q11 contest
-0.85
05/02/2018 10:56
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 347
 
AD72
 
Q11 contest
-0.85
05/03/2018 11:44
trendFollowing
1.88%
5.83%
0.38
0.51
-1.17% 3.95%
-0.85
-1.42
 Rank: 348
 
shanbala
 
Q11 contest
-0.85
05/11/2018 01:21
samplequantiacs
1.87%
5.83%
0.38
0.51
-1.17% 3.95%
-0.85
-1.42
 Rank: 349
 
shanbala
 
Q11 contest
-0.85
05/11/2018 01:21
samplequantiacs
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 350
 
shanbala
 
Q11 contest
-0.85
05/11/2018 01:21
samplequantiacs
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42