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: 376
 
vzdevek
 
Q11 contest
-0.91
06/19/2018 02:44
Constance
4.38%
5.25%
0.85
1.33
-1.92% 6.14%
-0.91
-1.18
 Rank: 377
 
charless
 
Q11 contest
-0.91
06/27/2018 18:52
IrnMn
46.13%
7.24%
7.30
17.05
-1.91% 5.95%
-0.91
-1.70
 Rank: 378
 
KOBAS
 
Q11 contest
-0.92
06/18/2018 01:00
1806166Q56KJJ
6.61%
6.37%
1.08
1.63
-1.83% 5.66%
-0.92
-1.26
 Rank: 379
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:41
Renewed 3ZP
13.85%
9.04%
1.65
2.30
-4.34% 13.08%
-0.92
-1.29
 Rank: 380
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:56
Renewed 3ZP
13.87%
9.04%
1.65
2.30
-4.34% 13.08%
-0.92
-1.29
 Rank: 381
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:22
SuperRenewed Int Season b5
36.32%
13.51%
2.74
4.24
-5.00% 14.89%
-0.93
-1.34
 Rank: 382
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:19
SuperRenewed Int Season b5
36.34%
13.52%
2.74
4.24
-5.00% 14.89%
-0.93
-1.34
 Rank: 383
 
Sun73
 
Q11 contest
-0.93
06/25/2018 06:32
sun73_v6aaa_r5p5s3t
110.34%
4.95%
23.09
100.07
-1.22% 3.78%
-0.93
-1.43
 Rank: 384
 
mwalimudan
 
Q11 contest
-0.93
06/10/2018 08:09
JustTesting12r2Q11
18.48%
6.42%
3.03
5.30
-2.56% 7.77%
-0.93
-1.30
 Rank: 385
 
durasm
 
Q11 contest
-0.93
06/06/2018 01:21
Q8_MM_Single_Dynamic_v1
121.00%
12.50%
10.31
22.53
-4.13% 12.31%
-0.93
-1.39
 Rank: 386
 
s_poramet
 
Q11 contest
-0.94
06/22/2018 06:24
SuperRenewed Mc All
19.40%
10.12%
1.97
2.88
-3.45% 10.27%
-0.94
-1.29
 Rank: 387
 
Sun73
 
Q11 contest
-0.95
06/24/2018 13:06
sun73_v6aa_r0p1s5_test9201806241706
105.46%
5.35%
20.43
70.47
-1.42% 4.29%
-0.95
-1.46
 Rank: 388
 
Sun73
 
Q11 contest
-0.95
06/25/2018 06:35
sun73_v6aaa_r0p1s5
105.46%
5.35%
20.42
70.47
-1.42% 4.29%
-0.95
-1.46
 Rank: 389
 
Sun73
 
Q11 contest
-0.95
06/26/2018 04:39
sun73_v6bbb_r0p1s5
105.46%
5.35%
20.42
70.47
-1.42% 4.29%
-0.95
-1.46
 Rank: 390
 
Sun73
 
Q11 contest
-0.95
06/14/2018 04:49
sun73_v6c_r0p1s5_v2201806140848
68.65%
5.11%
13.81
39.99
-1.42% 4.29%
-0.95
-1.46
 Rank: 391
 
s_poramet
 
Q11 contest
-0.96
06/22/2018 06:25
SuperRenewed Mc Granul
29.05%
11.50%
2.58
4.13
-2.57% 7.58%
-0.96
-1.48
 Rank: 392
 
Evolution71
 
Q11 contest
-0.97
06/27/2018 01:37
Forward6
7.69%
3.95%
1.96
3.36
-0.99% 2.93%
-0.97
-1.41
 Rank: 393
 
Sun73
 
Q11 contest
-0.98
06/24/2018 08:09
sun73_v6aa_r0p1s5_test3201806241209
71.31%
4.99%
14.80
40.63
-1.32% 3.87%
-0.98
-1.52
 Rank: 394
 
Sun73
 
Q11 contest
-0.98
06/24/2018 08:25
sun73_v6aa_r0p1s5_test4201806241225
71.30%
4.99%
14.80
40.63
-1.32% 3.87%
-0.98
-1.52
 Rank: 395
 
Sun73
 
Q11 contest
-0.98
06/24/2018 09:36
sun73_v6aa_r0p1s5_test5201806241336
71.30%
4.99%
14.80
40.63
-1.32% 3.87%
-0.98
-1.52
 Rank: 396
 
Sun73
 
Q11 contest
-0.98
06/24/2018 11:14
sun73_v6aa_r0p1s5_test8201806241514
95.59%
5.11%
19.37
63.61
-1.32% 3.87%
-0.98
-1.52
 Rank: 397
 
s_poramet
 
Q11 contest
-0.98
06/22/2018 06:26
Bloater 12345678
22.39%
9.72%
2.39
3.69
-4.61% 13.06%
-0.98
-1.35
 Rank: 398
 
s_poramet
 
Q11 contest
-0.98
06/29/2018 02:25
Preview UCS Season
29.92%
10.93%
2.76
4.38
-3.94% 11.20%
-0.98
-1.37
 Rank: 399
 
s_poramet
 
Q11 contest
-0.99
06/09/2018 03:31
Silver Age Disintegrated
1.25%
0.78%
1.62
2.57
-0.30% 0.87%
-0.99
-1.31
 Rank: 400
 
s_poramet
 
Q11 contest
-0.99
06/02/2018 09:41
8ofHearts
11.56%
3.68%
3.13
5.52
-0.89% 2.57%
-0.99
-1.48