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
 
s_poramet
 
Q11 contest
-1.07
06/24/2018 01:29
Partial 12345
25.35%
14.13%
1.83
2.55
-6.13% 15.65%
-1.07
-1.46
 Rank: 427
 
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: 428
 
mwalimudan
 
Q11 contest
-1.07
06/10/2018 08:10
JustTesting12r3Q11
22.93%
9.62%
2.52
4.21
-2.88% 7.57%
-1.07
-1.50
 Rank: 429
 
Jamesdaston
 
Q11 contest
-1.08
03/31/2018 16:54
JDA_CTA
-8.71%
10.60%
-0.79
-1.23
-3.52% 9.11%
-1.08
-1.86
 Rank: 430
 
mwalimudan
 
Q11 contest
-1.08
06/29/2018 03:39
JustTesting12r374
22.61%
9.25%
2.55
4.34
-2.77% 7.23%
-1.08
-1.52
 Rank: 431
 
charless
 
Q11 contest
-1.08
06/29/2018 18:21
NckFry
47.07%
6.42%
7.56
17.05
-2.01% 5.27%
-1.08
-2.11
 Rank: 432
 
KOBAS
 
Q11 contest
-1.09
06/30/2018 10:57
1806277Q16KJJM7
4.85%
9.42%
0.95
1.31
-2.72% 7.05%
-1.09
-1.63
 Rank: 433
 
s_poramet
 
Q11 contest
-1.09
06/09/2018 10:20
p_vume_sv
14.46%
17.94%
0.87
1.21
-8.48% 20.71%
-1.09
-1.41
 Rank: 434
 
s_poramet
 
Q11 contest
-1.10
05/29/2018 07:44
p_fw_svbal
10.81%
9.85%
1.10
1.75
-2.30% 5.92%
-1.10
-1.61
 Rank: 435
 
mwalimudan
 
Q11 contest
-1.10
06/04/2018 12:16
JT12rBIGQ11
27.62%
14.35%
2.06
3.31
-4.96% 12.42%
-1.10
-1.63
 Rank: 436
 
s_poramet
 
Q11 contest
-1.11
06/28/2018 01:24
ROVCUT
34.62%
9.61%
3.68
5.98
-4.99% 12.46%
-1.11
-1.56
 Rank: 437
 
alango
 
Q11 contest
-1.11
05/16/2018 07:01
standard10
10.56%
7.73%
1.41
2.22
-3.57% 8.99%
-1.11
-1.44
 Rank: 438
 
alango
 
Q11 contest
-1.11
02/27/2018 03:59
standard1
4.24%
2.90%
1.48
2.42
-1.18% 3.04%
-1.11
-1.51
 Rank: 439
 
Evolution71
 
Q11 contest
-1.12
06/25/2018 05:27
MinusTwoMinusThree
6.66%
3.78%
1.79
2.97
-1.31% 3.35%
-1.12
-1.66
 Rank: 440
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:11
ROV6
35.98%
9.92%
3.74
5.93
-5.93% 14.38%
-1.13
-1.55
 Rank: 441
 
piby
 
Q11 contest
-1.13
05/18/2018 13:53
BlankTradingStrategy20185182246
1.84%
5.77%
0.34
0.48
-2.00% 5.04%
-1.13
-1.61
 Rank: 442
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 07:02
MinusFourMinusFive
6.71%
3.66%
1.86
3.11
-1.26% 3.20%
-1.13
-1.68
 Rank: 443
 
s_poramet
 
Q11 contest
-1.13
05/29/2018 08:48
p_mv_sv
14.09%
7.01%
2.03
3.35
-2.00% 5.01%
-1.13
-1.67
 Rank: 444
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:21
ROV6 Re
31.03%
7.66%
4.21
7.01
-4.78% 11.68%
-1.13
-1.56
 Rank: 445
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 01:01
Reverse
6.68%
4.05%
1.66
2.75
-1.42% 3.58%
-1.13
-1.67
 Rank: 446
 
s_poramet
 
Q11 contest
-1.14
06/27/2018 00:25
SuperRenewed Mc Season b3
41.43%
11.30%
3.80
5.83
-4.81% 11.71%
-1.14
-1.53
 Rank: 447
 
s_poramet
 
Q11 contest
-1.14
06/25/2018 00:49
SuperRenewed Mc SeasonB3
35.20%
11.10%
3.29
4.99
-4.81% 11.71%
-1.14
-1.53
 Rank: 448
 
Sun73
 
Q11 contest
-1.14
06/28/2018 15:27
sun73_v6d_r0p5s5
116.45%
5.05%
23.95
112.85
-1.10% 2.76%
-1.14
-1.65
 Rank: 449
 
s_poramet
 
Q11 contest
-1.14
06/02/2018 10:02
8ofHearts RopeBound
4.68%
1.70%
2.76
4.75
-0.60% 1.52%
-1.14
-1.55
 Rank: 450
 
KOBAS
 
Q11 contest
-1.14
06/14/2018 01:18
180613XQXX4KJJ3b
4.95%
13.89%
1.22
1.38
-5.36% 12.93%
-1.14
-1.81