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
 
pkqu
 
Q11 contest
-0.85
04/15/2018 06:39
trendfollowing
2.15%
7277
5.88%
0.38
0.58
-2.16%
115
4.08%
-0.85
-1.78
 Rank: 352
 
zcakhaa
 
Q11 contest
-0.85
04/17/2018 06:15
test
2.15%
7277
5.88%
0.38
0.58
-2.16%
115
4.08%
-0.85
-1.78
 Rank: 353
 
evac
 
Q11 contest
-0.85
04/18/2018 10:57
trendFollowing
2.15%
7277
5.88%
0.38
0.58
-2.16%
115
4.08%
-0.85
-1.78
 Rank: 354
 
arymov
 
Q11 contest
-0.85
04/21/2018 07:43
trendFollowing
2.15%
7277
5.88%
0.38
0.58
-2.16%
115
4.08%
-0.85
-1.78
 Rank: 355
 
arymov
 
Q11 contest
-0.85
04/21/2018 07:43
trendFollowing
2.15%
7277
5.88%
0.38
0.58
-2.16%
115
4.08%
-0.85
-1.78
 Rank: 356
 
anakin_italy
 
Q11 contest
-0.85
03/13/2018 18:15
trendfollowing201803140215
2.08%
7277
5.94%
0.36
0.56
-2.17%
115
4.08%
-0.85
-1.79
 Rank: 357
 
alexruth26
 
Q11 contest
-0.85
03/06/2018 22:30
trendfollowing201803070030
2.17%
7277
5.89%
0.38
0.59
-2.17%
115
4.08%
-0.85
-1.79
 Rank: 358
 
alexruth26
 
Q11 contest
-0.85
03/06/2018 22:30
trendfollowing201803070030
2.17%
7277
5.89%
0.38
0.59
-2.17%
115
4.08%
-0.85
-1.79
 Rank: 359
 
alexruth26
 
Q11 contest
-0.85
03/06/2018 22:30
trendfollowing201803070030
2.17%
7277
5.89%
0.38
0.59
-2.17%
115
4.08%
-0.85
-1.79
 Rank: 360
 
alexruth26
 
Q11 contest
-0.85
03/06/2018 22:30
trendfollowing201803070030
2.17%
7277
5.89%
0.38
0.59
-2.17%
115
4.08%
-0.85
-1.79
 Rank: 361
 
fgharmon7
 
Q11 contest
-0.85
02/25/2018 08:48
trendfollowing201802251148
2.17%
7277
5.89%
0.38
0.59
-2.17%
115
4.08%
-0.85
-1.79
 Rank: 362
 
fgharmon7
 
Q11 contest
-0.85
02/27/2018 01:07
TrendFollowingFGH201802270407
2.17%
7277
5.89%
0.38
0.59
-2.17%
115
4.08%
-0.85
-1.79
 Rank: 363
 
s_poramet
 
Q11 contest
-0.86
06/20/2018 10:48
Renewed P123
21.00%
7399
9.15%
2.29
3.51
-5.91%
115
8.32%
-0.86
-2.16
 Rank: 364
 
KOBAS
 
Q11 contest
-0.87
06/26/2018 13:17
1806251Q3667KJJ
4.33%
7392
4.61%
0.94
1.48
-1.83%
115
3.87%
-0.87
-1.57
 Rank: 365
 
Dph
 
Q11 contest
-0.87
06/30/2018 15:19
CGRSPN4T
-7.10%
7192
31.95%
-0.22
-0.35
-5.80%
113
18.15%
-0.87
-1.06
 Rank: 366
 
s_poramet
 
Q11 contest
-0.88
05/20/2018 11:18
oam_p009
4.65%
7400
2.39%
1.97
3.20
-3.01%
115
2.84%
-0.88
-3.16
 Rank: 367
 
s_poramet
 
Q11 contest
-0.89
06/28/2018 01:41
Triband 12345678
19.79%
7400
6.95%
2.88
4.43
-7.45%
115
10.85%
-0.89
-2.01
 Rank: 368
 
alango
 
Q11 contest
-0.90
05/16/2018 07:00
standard9
13.96%
7355
11.49%
1.21
1.93
-2.17%
115
11.61%
-0.90
-0.55
 Rank: 369
 
s_poramet
 
Q11 contest
-0.91
06/23/2018 09:08
SuperRenewed CS Blo
34.48%
7400
12.44%
2.80
4.19
-12.95%
115
17.80%
-0.91
-2.11
 Rank: 370
 
s_poramet
 
Q11 contest
-0.91
05/29/2018 07:28
p_fw_bal
10.57%
7396
10.40%
1.01
1.61
-2.64%
115
9.87%
-0.91
-1.03
 Rank: 371
 
vzdevek
 
Q11 contest
-0.91
06/19/2018 02:44
Constance
4.33%
7190
5.28%
0.85
1.31
-1.92%
112
6.42%
-0.91
-0.91
 Rank: 372
 
charless
 
Q11 contest
-0.91
06/27/2018 18:52
IrnMn
48.31%
6786
7.21%
7.30
18.60
-1.31%
90
6.01%
-0.91
-1.16
 Rank: 373
 
KOBAS
 
Q11 contest
-0.92
06/18/2018 01:00
1806166Q56KJJ
6.92%
7394
6.42%
1.08
1.69
-2.80%
115
5.12%
-0.92
-1.62
 Rank: 374
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:41
Renewed 3ZP
13.99%
7399
8.84%
1.62
2.39
-9.10%
115
15.04%
-0.92
-1.75
 Rank: 375
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:56
Renewed 3ZP
13.99%
7399
8.84%
1.62
2.39
-9.10%
115
15.04%
-0.92
-1.75