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: 426
 
Evolution71
 
Q11 contest
-1.05
06/25/2018 06:32
MinusThreeMinusFour
6.66%
3.70%
1.82
3.05
-1.21% 3.29%
-1.05
-1.57
 Rank: 427
 
Evolution71
 
Q11 contest
-1.05
06/25/2018 08:20
Minus
7.05%
3.37%
2.13
3.76
-1.01% 2.74%
-1.05
-1.69
 Rank: 428
 
Evolution71
 
Q11 contest
-1.06
06/25/2018 04:14
ReverseMinusOne
6.72%
3.99%
1.71
2.83
-1.31% 3.53%
-1.06
-1.56
 Rank: 429
 
s_poramet
 
Q11 contest
-1.06
06/30/2018 05:52
ROV6 re inim 10
38.89%
10.94%
3.71
6.00
-6.49% 16.65%
-1.06
-1.46
 Rank: 430
 
KOBAS
 
Q11 contest
-1.06
06/26/2018 03:16
1806245Q7KJJ2
3.88%
3.60%
1.12
1.83
-1.31% 3.53%
-1.06
-1.80
 Rank: 431
 
charless
 
Q11 contest
-1.06
06/28/2018 20:13
ShnTb
100.27%
7.23%
14.28
46.87
-1.92% 5.13%
-1.06
-1.48
 Rank: 432
 
s_poramet
 
Q11 contest
-1.07
06/24/2018 01:29
Partial 12345
25.11%
14.15%
1.83
2.52
-6.13% 15.65%
-1.07
-1.46
 Rank: 433
 
charless
 
Q11 contest
-1.07
06/29/2018 18:21
Drbrhmrskn
52.87%
6.52%
8.38
19.30
-1.98% 5.25%
-1.07
-1.77
 Rank: 434
 
mwalimudan
 
Q11 contest
-1.07
06/10/2018 08:10
JustTesting12r3Q11
23.00%
9.63%
2.52
4.22
-2.88% 7.57%
-1.07
-1.50
 Rank: 435
 
Jamesdaston
 
Q11 contest
-1.08
03/31/2018 16:54
JDA_CTA
-8.76%
10.61%
-0.79
-1.24
-3.52% 9.11%
-1.08
-1.86
 Rank: 436
 
mwalimudan
 
Q11 contest
-1.08
06/29/2018 03:39
JustTesting12r374
22.58%
9.27%
2.55
4.33
-2.77% 7.23%
-1.08
-1.52
 Rank: 437
 
KOBAS
 
Q11 contest
-1.09
06/30/2018 10:57
1806277Q16KJJM7
5.09%
9.43%
0.95
1.38
-2.72% 7.05%
-1.09
-1.63
 Rank: 438
 
s_poramet
 
Q11 contest
-1.09
06/09/2018 10:20
p_vume_sv
14.31%
17.98%
0.87
1.19
-8.48% 20.71%
-1.09
-1.41
 Rank: 439
 
s_poramet
 
Q11 contest
-1.10
05/29/2018 07:44
p_fw_svbal
10.78%
9.87%
1.10
1.74
-2.30% 5.92%
-1.10
-1.61
 Rank: 440
 
mwalimudan
 
Q11 contest
-1.10
06/04/2018 12:16
JT12rBIGQ11
27.59%
14.38%
2.06
3.30
-4.96% 12.42%
-1.10
-1.63
 Rank: 441
 
s_poramet
 
Q11 contest
-1.11
06/28/2018 01:24
ROVCUT
34.58%
9.62%
3.68
5.96
-4.99% 12.46%
-1.11
-1.56
 Rank: 442
 
alango
 
Q11 contest
-1.11
05/16/2018 07:01
standard10
10.56%
7.74%
1.41
2.21
-3.57% 8.99%
-1.11
-1.44
 Rank: 443
 
alango
 
Q11 contest
-1.11
02/27/2018 03:59
standard1
4.26%
2.90%
1.48
2.43
-1.18% 3.04%
-1.11
-1.51
 Rank: 444
 
Evolution71
 
Q11 contest
-1.12
06/25/2018 05:27
MinusTwoMinusThree
6.68%
3.78%
1.79
2.98
-1.31% 3.35%
-1.12
-1.66
 Rank: 445
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:11
ROV6
36.00%
9.93%
3.74
5.92
-5.93% 14.38%
-1.13
-1.55
 Rank: 446
 
piby
 
Q11 contest
-1.13
05/18/2018 13:53
BlankTradingStrategy20185182246
1.83%
5.78%
0.34
0.47
-2.00% 5.04%
-1.13
-1.61
 Rank: 447
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 07:02
MinusFourMinusFive
6.71%
3.67%
1.86
3.11
-1.26% 3.20%
-1.13
-1.68
 Rank: 448
 
s_poramet
 
Q11 contest
-1.13
05/29/2018 08:48
p_mv_sv
14.09%
7.01%
2.03
3.34
-2.00% 5.01%
-1.13
-1.67
 Rank: 449
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:21
ROV6 Re
31.02%
7.67%
4.21
7.00
-4.78% 11.68%
-1.13
-1.56
 Rank: 450
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 01:01
Reverse
6.66%
4.06%
1.66
2.74
-1.42% 3.58%
-1.13
-1.67