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: 426
 
s_poramet
 
Q11 contest
-1.09
06/09/2018 10:20
p_vume_sv
15.00%
7388
17.84%
0.87
1.27
-11.55%
158
20.88%
-1.09
-1.22
 Rank: 427
 
s_poramet
 
Q11 contest
-1.10
05/29/2018 07:44
p_fw_svbal
10.71%
7396
9.95%
1.08
1.71
-3.97%
158
7.96%
-1.10
-1.18
 Rank: 428
 
mwalimudan
 
Q11 contest
-1.10
06/04/2018 12:16
JT12rBIGQ11
28.71%
7304
14.32%
2.04
3.48
-9.39%
158
11.67%
-1.10
-1.88
 Rank: 429
 
s_poramet
 
Q11 contest
-1.11
06/28/2018 01:24
ROVCUT
34.99%
7400
9.62%
3.68
6.05
-8.35%
158
12.99%
-1.11
-1.48
 Rank: 430
 
alango
 
Q11 contest
-1.11
05/16/2018 07:01
standard10
10.60%
7355
7.72%
1.40
2.22
-3.88%
158
9.48%
-1.11
-0.93
 Rank: 431
 
alango
 
Q11 contest
-1.11
02/27/2018 03:59
standard1
4.27%
7319
2.92%
1.48
2.42
-0.67%
158
2.97%
-1.11
-0.52
 Rank: 432
 
Evolution71
 
Q11 contest
-1.12
06/25/2018 05:27
MinusTwoMinusThree
6.81%
7396
3.79%
1.79
3.03
-0.97%
158
3.75%
-1.12
-0.68
 Rank: 433
 
s_poramet
 
Q11 contest
-1.12
06/25/2018 00:49
SuperRenewed Mc SeasonB3
35.65%
7400
10.97%
3.29
5.17
-9.48%
158
14.52%
-1.12
-1.51
 Rank: 434
 
s_poramet
 
Q11 contest
-1.12
06/27/2018 00:25
SuperRenewed Mc Season b3
42.00%
7400
11.17%
3.80
6.04
-9.99%
158
14.45%
-1.12
-1.59
 Rank: 435
 
s_poramet
 
Q11 contest
-1.12
06/02/2018 10:02
8ofHearts RopeBound
4.76%
7400
1.70%
2.76
4.82
-0.06%
158
1.25%
-1.12
-0.12
 Rank: 436
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:11
ROV6
36.49%
7400
9.91%
3.74
6.04
-10.38%
158
14.04%
-1.13
-1.64
 Rank: 437
 
piby
 
Q11 contest
-1.13
05/18/2018 13:53
BlankTradingStrategy20185182246
1.82%
7399
5.80%
0.33
0.47
-3.05%
158
5.64%
-1.13
-1.31
 Rank: 438
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 07:02
MinusFourMinusFive
6.86%
7396
3.68%
1.86
3.18
-0.85%
158
3.57%
-1.13
-0.63
 Rank: 439
 
s_poramet
 
Q11 contest
-1.13
05/29/2018 08:48
p_mv_sv
14.25%
7399
7.02%
2.01
3.39
-1.30%
158
5.72%
-1.13
-0.60
 Rank: 440
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:21
ROV6 Re
31.50%
7400
7.61%
4.21
7.24
-7.67%
158
11.31%
-1.13
-1.55
 Rank: 441
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 01:01
Reverse
6.78%
7396
4.07%
1.66
2.78
-1.19%
158
3.96%
-1.13
-0.79
 Rank: 442
 
KOBAS
 
Q11 contest
-1.14
06/14/2018 01:18
180613XQXX4KJJ3b
5.81%
3010
13.45%
1.21
1.77
-13.73%
158
16.01%
-1.14
-1.69
 Rank: 443
 
s_poramet
 
Q11 contest
-1.14
06/06/2018 10:10
Silver Age
11.78%
7400
5.25%
2.27
3.75
-4.35%
158
6.33%
-1.14
-1.57
 Rank: 444
 
KOBAS
 
Q11 contest
-1.15
06/15/2018 02:06
1806143Q64KJJ7
8.85%
7362
7.34%
1.20
1.94
-1.15%
158
4.89%
-1.15
-0.52
 Rank: 445
 
s_poramet
 
Q11 contest
-1.15
06/09/2018 10:36
p_vume_isrq120
12.98%
7393
11.72%
1.10
1.71
-0.51%
158
12.00%
-1.15
-0.10
 Rank: 446
 
alango
 
Q11 contest
-1.15
03/09/2018 13:25
standard5
4.50%
7356
2.79%
1.64
2.69
-1.14%
158
3.86%
-1.15
-0.67
 Rank: 447
 
s_poramet
 
Q11 contest
-1.16
06/10/2018 09:52
p_ymcut_mvrq120
2.56%
7399
1.45%
1.76
2.65
-0.68%
158
1.43%
-1.16
-1.10
 Rank: 448
 
s_poramet
 
Q11 contest
-1.16
06/24/2018 01:29
Independence 12x
38.02%
7400
10.71%
3.60
5.67
-9.01%
158
15.28%
-1.16
-1.35
 Rank: 449
 
Fishfangs
 
Q11 contest
-1.17
06/21/2018 06:43
simpleTS
1.75%
7277
7.26%
0.26
0.37
-2.44%
158
6.96%
-1.17
-0.88
 Rank: 450
 
Marcus
 
Q11 contest
-1.17
04/14/2018 11:30
SystemFour
1.75%
7277
7.26%
0.26
0.37
-2.44%
158
6.96%
-1.17
-0.88