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: 376
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:22
SuperRenewed Int Season b5
37.01%
7398
13.51%
2.74
4.33
-11.35%
115
15.02%
-0.93
-2.23
 Rank: 377
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:19
SuperRenewed Int Season b5
37.01%
7398
13.51%
2.74
4.33
-11.35%
115
15.02%
-0.93
-2.23
 Rank: 378
 
mwalimudan
 
Q11 contest
-0.93
06/10/2018 08:09
JustTesting12r2Q11
18.91%
7304
6.44%
2.99
5.43
-6.49%
115
8.25%
-0.93
-2.33
 Rank: 379
 
durasm
 
Q11 contest
-0.93
06/06/2018 01:21
Q8_MM_Single_Dynamic_v1
125.72%
7277
12.57%
10.28
23.32
-6.89%
115
22.18%
-0.93
-0.93
 Rank: 380
 
Evolution71
 
Q11 contest
-0.97
06/27/2018 01:37
Forward6
7.84%
7396
3.97%
1.96
3.41
-1.76%
115
3.34%
-0.97
-1.75
 Rank: 381
 
Sun73
 
Q11 contest
-0.98
06/24/2018 08:25
sun73_v6aa_r0p1s5_test4201806241225
67.89%
7400
4.87%
13.82
41.29
-3.13%
115
5.44%
-0.98
-2.03
 Rank: 382
 
s_poramet
 
Q11 contest
-0.98
06/02/2018 09:41
8ofHearts
11.66%
7400
3.69%
3.12
5.57
-1.73%
115
3.01%
-0.98
-1.92
 Rank: 383
 
s_poramet
 
Q11 contest
-0.98
06/22/2018 06:24
SuperRenewed Mc All
19.50%
7400
10.05%
1.96
2.92
-9.96%
115
12.38%
-0.98
-2.27
 Rank: 384
 
s_poramet
 
Q11 contest
-0.98
06/29/2018 02:25
Preview UCS Season
30.20%
7400
10.91%
2.76
4.43
-7.72%
115
11.70%
-0.98
-1.98
 Rank: 385
 
Sun73
 
Q11 contest
-0.98
04/28/2018 05:21
sun73_v6b_r5p5s5
77.53%
7402
4.88%
15.70
55.62
-3.53%
115
4.29%
-0.98
-2.60
 Rank: 386
 
s_poramet
 
Q11 contest
-0.99
06/22/2018 06:26
Bloater 12345678
22.71%
7400
9.63%
2.39
3.80
-9.23%
115
14.07%
-0.99
-1.97
 Rank: 387
 
s_poramet
 
Q11 contest
-0.99
06/09/2018 03:31
Silver Age Disintegrated
1.25%
7400
0.79%
1.61
2.57
-0.77%
115
0.90%
-0.99
-2.57
 Rank: 388
 
TraderHewitt
 
Q11 contest
-0.99
06/08/2018 04:08
trendFollowing
1.25%
7277
5.84%
0.21
0.34
-0.26%
115
4.27%
-0.99
-0.23
 Rank: 389
 
KOBAS
 
Q11 contest
-0.99
06/07/2018 03:36
180109MSE1Q63776KJJX2V11
5.03%
7358
4.51%
1.09
1.89
2.07%
115
4.92%
-0.99
1.61
 Rank: 390
 
s_poramet
 
Q11 contest
-1.00
06/28/2018 01:26
ROVVOCUT
35.77%
7400
9.72%
3.68
6.01
-8.58%
115
12.42%
-1.00
-2.02
 Rank: 391
 
Sundar
 
Q11 contest
-1.00
02/25/2018 13:56
trendFollowing
2.16%
7276
5.88%
0.38
0.59
-2.87%
115
4.12%
-1.00
-2.34
 Rank: 392
 
s_poramet
 
Q11 contest
-1.01
06/10/2018 10:44
Pink Gold
11.61%
7400
4.98%
2.33
3.93
-4.59%
115
5.40%
-1.01
-2.53
 Rank: 393
 
Sun73
 
Q11 contest
-1.01
06/30/2018 13:25
sun73_v6e_r0p5s5t
125.23%
7402
5.05%
24.41
131.12
-1.85%
116
3.55%
-1.01
-1.83
 Rank: 394
 
KOBAS
 
Q11 contest
-1.02
06/21/2018 14:48
1806207Q66KJJ
5.47%
7061
5.49%
1.04
1.75
-2.13%
115
4.30%
-1.02
-1.92
 Rank: 395
 
s_poramet
 
Q11 contest
-1.03
06/28/2018 01:29
SuperRenewed S
21.63%
7400
8.28%
2.63
4.35
-7.79%
115
10.53%
-1.03
-2.15
 Rank: 396
 
s_poramet
 
Q11 contest
-1.03
06/24/2018 01:30
Partial 12345x
31.36%
7400
12.16%
2.60
3.82
-12.25%
115
15.93%
-1.03
-2.18
 Rank: 397
 
KOBAS
 
Q11 contest
-1.03
06/18/2018 01:49
1806166Q56KJJ2
9.01%
7363
7.01%
1.28
2.09
-2.51%
115
5.19%
-1.03
-1.45
 Rank: 398
 
Evolution71
 
Q11 contest
-1.03
06/25/2018 04:47
MinusOneMinusTwo
6.83%
7396
3.91%
1.76
2.95
-3.25%
115
3.80%
-1.03
-2.82
 Rank: 399
 
KOBAS
 
Q11 contest
-1.03
06/27/2018 03:51
1806251Q3667KJJM
0.56%
7358
0.52%
1.07
1.71
-0.09%
115
0.20%
-1.03
-1.46
 Rank: 400
 
KOBAS
 
Q11 contest
-1.04
06/26/2018 13:34
1806251Q3667KJJ2
4.33%
7392
4.59%
0.94
1.49
-1.91%
115
3.81%
-1.04
-1.66