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: 401
 
KOBAS
 
Q11 contest
-1.04
06/26/2018 13:34
1806251Q3667KJJ2
4.39%
7392
4.58%
0.94
1.51
1.26%
207
3.62%
-1.04
0.70
 Rank: 402
 
s_poramet
 
Q11 contest
-1.04
06/02/2018 09:41
8ofHearts
11.71%
7400
3.68%
3.12
5.61
3.77%
207
3.15%
-1.04
2.46
 Rank: 403
 
s_poramet
 
Q11 contest
-1.04
05/29/2018 08:09
p_mv_bal
14.16%
7400
5.24%
2.72
4.73
-3.24%
203
4.79%
-1.04
-1.39
 Rank: 404
 
mwalimudan
 
Q11 contest
-1.04
06/29/2018 03:45
JustTesting12r388
25.20%
7304
11.21%
2.29
3.92
-6.31%
207
8.25%
-1.04
-1.33
 Rank: 405
 
s_poramet
 
Q11 contest
-1.04
06/25/2018 00:34
SuperRenewed SD Sem
21.42%
7400
8.46%
2.53
3.91
2.52%
207
9.73%
-1.04
0.45
 Rank: 406
 
s_poramet
 
Q11 contest
-1.04
06/12/2018 06:03
Slim 405
11.55%
7400
4.59%
2.47
4.31
2.94%
203
3.65%
-1.04
1.64
 Rank: 407
 
s_poramet
 
Q11 contest
-1.05
06/09/2018 10:25
p_vume_svbal
17.32%
7388
17.67%
1.00
1.50
-8.09%
203
18.99%
-1.05
-0.76
 Rank: 408
 
s_poramet
 
Q11 contest
-1.05
06/20/2018 23:49
Renewed Int
22.60%
7399
10.05%
2.25
3.61
-0.14%
203
10.21%
-1.05
-0.03
 Rank: 409
 
s_poramet
 
Q11 contest
-1.05
06/25/2018 00:33
SuperRenewed SD
15.60%
7400
7.50%
2.08
3.31
1.00%
203
9.31%
-1.05
0.20
 Rank: 410
 
Evolution71
 
Q11 contest
-1.05
06/25/2018 06:32
MinusThreeMinusFour
6.84%
7396
3.70%
1.83
3.13
1.37%
203
3.45%
-1.05
0.82
 Rank: 411
 
s_poramet
 
Q11 contest
-1.05
06/24/2018 01:28
Independence 12
37.68%
7400
10.81%
3.51
5.52
1.89%
207
13.80%
-1.05
0.25
 Rank: 412
 
Evolution71
 
Q11 contest
-1.05
06/25/2018 08:20
Minus
7.26%
7396
3.37%
2.14
3.87
0.63%
207
3.05%
-1.05
0.41
 Rank: 413
 
Evolution71
 
Q11 contest
-1.06
06/25/2018 04:14
ReverseMinusOne
6.92%
7396
3.99%
1.71
2.91
1.78%
207
3.70%
-1.06
0.96
 Rank: 414
 
s_poramet
 
Q11 contest
-1.06
06/30/2018 05:52
ROV6 re inim 10
39.67%
7400
10.82%
3.71
6.25
-0.78%
207
14.66%
-1.06
-0.09
 Rank: 415
 
KOBAS
 
Q11 contest
-1.06
06/26/2018 03:16
1806245Q7KJJ2
3.84%
7013
3.57%
1.13
1.83
1.33%
207
3.64%
-1.06
0.76
 Rank: 416
 
charless
 
Q11 contest
-1.06
06/28/2018 20:13
ShnTb
104.16%
7391
7.22%
14.28
50.53
-1.99%
133
6.46%
-1.06
-0.84
 Rank: 417
 
charless
 
Q11 contest
-1.07
06/29/2018 18:21
Drbrhmrskn
54.34%
7389
6.50%
8.38
20.12
-2.61%
207
6.08%
-1.07
-0.92
 Rank: 418
 
mwalimudan
 
Q11 contest
-1.07
06/10/2018 08:10
JustTesting12r3Q11
23.62%
7304
9.63%
2.49
4.35
-5.35%
207
7.17%
-1.07
-1.31
 Rank: 419
 
s_poramet
 
Q11 contest
-1.08
06/24/2018 01:29
Partial 12345
25.63%
7400
14.09%
1.82
2.59
1.83%
207
15.90%
-1.08
0.21
 Rank: 420
 
Jamesdaston
 
Q11 contest
-1.08
03/31/2018 16:54
JDA_CTA
-8.11%
7277
10.64%
-0.79
-1.14
1.70%
207
12.34%
-1.08
0.26
 Rank: 421
 
mwalimudan
 
Q11 contest
-1.08
06/29/2018 03:39
JustTesting12r374
23.20%
7304
9.26%
2.55
4.46
-5.10%
207
6.90%
-1.08
-1.30
 Rank: 422
 
charless
 
Q11 contest
-1.08
06/29/2018 18:21
NckFry
48.12%
7378
6.42%
7.56
17.56
-6.42%
207
5.91%
-1.08
-2.34
 Rank: 423
 
Sun73
 
Q11 contest
-1.08
06/27/2018 04:32
sun73_v6ccc_r5p5s3t
114.71%
7402
5.12%
22.96
88.97
-0.36%
207
7.00%
-1.08
-0.11
 Rank: 424
 
KOBAS
 
Q11 contest
-1.09
06/30/2018 10:57
1806277Q16KJJM7
5.37%
4439
9.49%
0.95
1.46
-1.61%
207
4.61%
-1.09
-0.60
 Rank: 425
 
s_poramet
 
Q11 contest
-1.09
06/09/2018 10:20
p_vume_sv
15.27%
7388
17.80%
0.87
1.30
-2.87%
207
18.90%
-1.09
-0.26