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: 401
 
KOBAS
 
Q11 contest
-0.92
06/18/2018 01:00
1806166Q56KJJ
6.54%
6.36%
1.08
1.61
-1.83% 5.66%
-0.92
-1.26
 Rank: 402
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:41
Renewed 3ZP
12.64%
9.61%
1.65
1.88
-4.34% 13.08%
-0.92
-1.29
 Rank: 403
 
s_poramet
 
Q11 contest
-0.92
06/18/2018 21:56
Renewed 3ZP
14.01%
9.03%
1.65
2.33
-4.34% 13.08%
-0.92
-1.29
 Rank: 404
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:19
SuperRenewed Int Season b5
35.56%
13.48%
2.74
4.15
-5.00% 14.89%
-0.93
-1.34
 Rank: 405
 
s_poramet
 
Q11 contest
-0.93
06/27/2018 00:22
SuperRenewed Int Season b5
35.56%
13.48%
2.74
4.15
-5.00% 14.89%
-0.93
-1.34
 Rank: 406
 
mwalimudan
 
Q11 contest
-0.93
06/10/2018 08:09
JustTesting12r2Q11
17.87%
6.65%
3.03
4.59
-2.56% 7.77%
-0.93
-1.30
 Rank: 407
 
durasm
 
Q11 contest
-0.93
06/06/2018 01:21
Q8_MM_Single_Dynamic_v1
117.06%
12.67%
10.31
20.28
-4.13% 12.31%
-0.93
-1.39
 Rank: 408
 
s_poramet
 
Q11 contest
-0.94
06/22/2018 06:24
SuperRenewed Mc All
18.01%
10.51%
1.97
2.48
-3.45% 10.27%
-0.94
-1.29
 Rank: 409
 
s_poramet
 
Q11 contest
-0.96
06/22/2018 06:25
SuperRenewed Mc Granul
27.97%
11.50%
2.58
3.95
-2.57% 7.58%
-0.96
-1.48
 Rank: 410
 
Evolution71
 
Q11 contest
-0.97
06/27/2018 01:37
Forward6
7.49%
3.95%
1.96
3.26
-0.99% 2.93%
-0.97
-1.41
 Rank: 411
 
Sun73
 
Q11 contest
-0.98
06/24/2018 08:25
sun73_v6aa_r0p1s5_test4201806241225
69.08%
5.12%
14.80
33.36
-1.32% 3.87%
-0.98
-1.52
 Rank: 412
 
s_poramet
 
Q11 contest
-0.98
06/22/2018 06:26
Bloater 12345678
22.42%
9.71%
2.39
3.70
-4.61% 13.06%
-0.98
-1.35
 Rank: 413
 
s_poramet
 
Q11 contest
-0.98
06/29/2018 02:25
Preview UCS Season
26.00%
13.74%
2.76
2.44
-3.94% 11.20%
-0.98
-1.37
 Rank: 414
 
s_poramet
 
Q11 contest
-0.99
06/09/2018 03:31
Silver Age Disintegrated
1.16%
0.85%
1.62
2.08
-0.30% 0.87%
-0.99
-1.31
 Rank: 415
 
s_poramet
 
Q11 contest
-0.99
06/02/2018 09:41
8ofHearts
11.03%
3.83%
3.13
4.74
-0.89% 2.57%
-0.99
-1.48
 Rank: 416
 
TraderHewitt
 
Q11 contest
-0.99
06/08/2018 04:08
trendFollowing
1.07%
5.87%
0.21
0.29
-1.26% 3.63%
-0.99
-1.66
 Rank: 417
 
KOBAS
 
Q11 contest
-0.99
06/07/2018 03:36
180109MSE1Q63776KJJX2V11
4.96%
4.59%
1.08
1.83
-1.62% 4.63%
-0.99
-1.51
 Rank: 418
 
s_poramet
 
Q11 contest
-1.00
06/28/2018 01:26
ROVVOCUT
32.72%
10.96%
3.68
4.30
-4.51% 12.56%
-1.00
-1.40
 Rank: 419
 
Sundar
 
Q11 contest
-1.00
02/25/2018 13:56
trendFollowing
1.64%
5.84%
0.39
0.45
-1.43% 4.09%
-1.00
-1.63
 Rank: 420
 
s_poramet
 
Q11 contest
-1.01
06/10/2018 10:44
Pink Gold
10.95%
5.14%
2.35
3.44
-1.73% 4.87%
-1.01
-1.40
 Rank: 421
 
s_poramet
 
Q11 contest
-1.02
06/24/2018 01:30
Partial 12345x
29.29%
12.83%
2.61
3.26
-5.07% 13.69%
-1.02
-1.40
 Rank: 422
 
KOBAS
 
Q11 contest
-1.02
06/21/2018 14:48
1806207Q66KJJ
5.60%
5.49%
1.03
1.79
-1.30% 3.62%
-1.02
-1.65
 Rank: 423
 
s_poramet
 
Q11 contest
-1.03
06/28/2018 01:29
SuperRenewed S
21.11%
8.29%
2.63
4.24
-3.60% 9.81%
-1.03
-1.41
 Rank: 424
 
KOBAS
 
Q11 contest
-1.03
06/18/2018 01:49
1806166Q56KJJ2
8.63%
6.93%
1.28
2.02
-2.03% 5.61%
-1.03
-1.41
 Rank: 425
 
Evolution71
 
Q11 contest
-1.03
06/25/2018 04:47
MinusOneMinusTwo
6.44%
3.96%
1.75
2.67
-1.24% 3.45%
-1.03
-1.52