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: 351
 
alexruth26
 
Q11 contest
-0.85
03/06/2018 22:30
trendfollowing201803070030
1.95%
7195
5.85%
0.38
0.53
-6.23%
375
4.05%
-0.85
-1.65
 Rank: 352
 
alexruth26
 
Q11 contest
-0.85
03/06/2018 22:30
trendfollowing201803070030
1.95%
7195
5.85%
0.38
0.53
-6.09%
380
4.03%
-0.85
-1.60
 Rank: 353
 
fgharmon7
 
Q11 contest
-0.85
02/25/2018 08:48
trendfollowing201802251148
1.95%
7188
5.85%
0.38
0.53
-7.04%
381
4.10%
-0.85
-1.80
 Rank: 354
 
fgharmon7
 
Q11 contest
-0.85
02/27/2018 01:07
TrendFollowingFGH201802270407
1.95%
7190
5.85%
0.38
0.53
-6.72%
380
4.10%
-0.85
-1.72
 Rank: 355
 
s_poramet
 
Q11 contest
-0.86
06/20/2018 10:48
Renewed P123
20.43%
7392
9.14%
2.30
3.42
-8.91%
300
8.85%
-0.86
-1.27
 Rank: 356
 
KOBAS
 
Q11 contest
-0.87
06/26/2018 13:17
1806251Q3667KJJ
4.34%
7389
4.59%
0.94
1.49
1.13%
296
3.80%
-0.87
0.41
 Rank: 357
 
Dph
 
Q11 contest
-0.87
06/30/2018 15:19
CGRSPN4T
-7.16%
7192
31.82%
-0.22
-0.36
-12.07%
285
23.03%
-0.87
-0.76
 Rank: 358
 
s_poramet
 
Q11 contest
-0.88
05/20/2018 11:18
oam_p009
4.63%
7370
2.38%
1.99
3.19
-0.88%
327
2.34%
-0.88
-0.42
 Rank: 359
 
s_poramet
 
Q11 contest
-0.88
06/28/2018 01:41
Triband 12345678
19.49%
7399
7.06%
2.88
4.25
-2.51%
294
10.77%
-0.88
-0.28
 Rank: 360
 
alango
 
Q11 contest
-0.90
05/16/2018 07:00
standard9
13.57%
7323
11.54%
1.22
1.86
-4.06%
330
12.13%
-0.90
-0.38
 Rank: 361
 
Sun73
 
Q11 contest
-0.91
04/29/2018 07:47
sun73_v6c_r5p5s5
75.21%
7357
4.92%
15.81
50.89
-3.27%
337
4.62%
-0.91
-0.86
 Rank: 362
 
s_poramet
 
Q11 contest
-0.91
06/23/2018 09:08
SuperRenewed CS Blo
34.32%
7395
12.52%
2.82
4.14
1.59%
282
16.77%
-0.91
0.12
 Rank: 363
 
s_poramet
 
Q11 contest
-0.91
05/29/2018 07:28
p_fw_bal
11.25%
7373
10.44%
1.04
1.72
16.98%
311
11.11%
-0.91
2.29
 Rank: 364
 
vzdevek
 
Q11 contest
-0.91
06/19/2018 02:44
Constance
4.37%
7182
5.26%
0.85
1.33
2.02%
299
5.24%
-0.91
0.48
 Rank: 365
 
charless
 
Q11 contest
-0.91
06/27/2018 18:52
IrnMn
46.46%
6784
7.24%
7.30
17.28
-7.73%
295
7.15%
-0.91
-1.56
 Rank: 366
 
KOBAS
 
Q11 contest
-0.92
06/18/2018 01:00
1806166Q56KJJ
6.78%
7385
6.37%
1.08
1.67
-2.36%
302
4.08%
-0.92
-0.69
 Rank: 367
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:41
Renewed 3ZP
13.89%
7390
9.01%
1.65
2.32
-6.31%
302
14.81%
-0.92
-0.51
 Rank: 368
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:56
Renewed 3ZP
13.83%
7390
9.03%
1.65
2.30
-7.41%
307
14.94%
-0.92
-0.58
 Rank: 369
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:22
SuperRenewed Int Season b5
36.41%
7396
13.52%
2.74
4.25
-2.46%
295
14.34%
-0.93
-0.22
 Rank: 370
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:19
SuperRenewed Int Season b5
36.41%
7396
13.52%
2.74
4.25
-2.46%
295
14.34%
-0.93
-0.22
 Rank: 371
 
Sun73
 
Q11 contest
-0.93
06/25/2018 06:32
sun73_v6aaa_r5p5s3t
111.15%
7398
4.95%
23.09
101.94
-2.70%
297
4.01%
-0.93
-0.93
 Rank: 372
 
mwalimudan
 
Q11 contest
-0.93
06/10/2018 08:09
JustTesting12r2Q11
18.34%
7289
6.41%
3.03
5.27
-11.54%
307
6.81%
-0.93
-1.94
 Rank: 373
 
durasm
 
Q11 contest
-0.93
06/06/2018 01:21
Q8_MM_Single_Dynamic_v1
121.99%
7260
12.50%
10.31
22.77
-2.16%
310
14.76%
-0.93
-0.18
 Rank: 374
 
s_poramet
 
Q11 contest
-0.94
06/22/2018 06:24
SuperRenewed Mc All
19.37%
7395
10.10%
1.97
2.88
-3.32%
298
12.42%
-0.94
-0.33
 Rank: 375
 
Sun73
 
Q11 contest
-0.95
06/24/2018 13:06
sun73_v6aa_r0p1s5_test9201806241706
106.11%
7397
5.35%
20.43
71.17
-1.58%
297
5.30%
-0.95
-0.43