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: 351
 
kes1979
 
Q11 contest
-0.85
04/05/2018 07:09
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 352
 
kes1979
 
Q11 contest
-0.85
04/05/2018 07:12
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 353
 
kes1979
 
Q11 contest
-0.85
04/05/2018 07:15
trendFollowing
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 354
 
owen05nju
 
Q11 contest
-0.85
03/30/2018 03:03
test1
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 355
 
sapa
 
Q11 contest
-0.85
04/09/2018 02:50
trendfollowing
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 356
 
j45p41
 
Q11 contest
-0.85
04/04/2018 08:19
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 357
 
HamzahAljunied
 
Q11 contest
-0.85
04/04/2018 09:04
trendFollowing
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 358
 
Marcus
 
Q11 contest
-0.85
04/07/2018 16:37
temp
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 359
 
fabiant
 
Q11 contest
-0.85
03/09/2018 21:12
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 360
 
River2000
 
Q11 contest
-0.85
03/18/2018 20:18
Trading_system
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 361
 
River2000
 
Q11 contest
-0.85
03/20/2018 20:49
river1
1.87%
5.83%
0.38
0.51
-1.17% 3.95%
-0.85
-1.42
 Rank: 362
 
jtkhim
 
Q11 contest
-0.85
03/22/2018 14:17
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 363
 
jtkhim
 
Q11 contest
-0.85
03/22/2018 14:17
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 364
 
Meerain
 
Q11 contest
-0.85
03/29/2018 11:42
temp
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 365
 
Meerain
 
Q11 contest
-0.85
03/29/2018 11:42
temp
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 366
 
Meerain
 
Q11 contest
-0.85
03/29/2018 11:42
temp
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 367
 
Meerain
 
Q11 contest
-0.85
03/29/2018 11:42
temp
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 368
 
jovi
 
Q11 contest
-0.85
05/18/2018 15:08
trendFollowing
1.72%
5.83%
0.39
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 369
 
abots
 
Q11 contest
-0.85
05/22/2018 15:01
GameOver
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 370
 
amirvahid
 
Q11 contest
-0.85
05/24/2018 12:02
trendFollowing
1.72%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 371
 
abots
 
Q11 contest
-0.85
05/24/2018 14:51
GameOver
1.73%
5.83%
0.38
0.47
-1.17% 3.95%
-0.85
-1.42
 Rank: 372
 
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: 373
 
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: 374
 
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: 375
 
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