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
-1.11
06/28/2018 01:24
ROVCUT
35.38%
7400
9.57%
3.68
6.16
-5.86%
110
11.89%
-1.11
-1.56
 Rank: 427
 
alango
 
Q11 contest
-1.11
05/16/2018 07:01
standard10
10.75%
7355
7.70%
1.40
2.26
-1.89%
115
8.80%
-1.11
-0.63
 Rank: 428
 
alango
 
Q11 contest
-1.11
02/27/2018 03:59
standard1
4.31%
7319
2.92%
1.48
2.44
-0.54%
115
2.96%
-1.11
-0.56
 Rank: 429
 
Evolution71
 
Q11 contest
-1.12
06/25/2018 05:27
MinusTwoMinusThree
6.77%
7396
3.79%
1.79
3.01
-3.13%
115
3.71%
-1.12
-2.79
 Rank: 430
 
s_poramet
 
Q11 contest
-1.12
06/25/2018 00:49
SuperRenewed Mc SeasonB3
35.80%
7400
10.94%
3.29
5.20
-11.22%
115
14.12%
-1.12
-2.29
 Rank: 431
 
s_poramet
 
Q11 contest
-1.12
06/27/2018 00:25
SuperRenewed Mc Season b3
42.23%
7400
11.14%
3.80
6.09
-11.22%
115
14.12%
-1.12
-2.29
 Rank: 432
 
s_poramet
 
Q11 contest
-1.12
06/02/2018 10:02
8ofHearts RopeBound
4.76%
7400
1.70%
2.76
4.82
-0.70%
115
1.28%
-1.12
-1.84
 Rank: 433
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:11
ROV6
36.75%
7400
9.88%
3.74
6.11
-10.22%
115
14.08%
-1.13
-2.08
 Rank: 434
 
piby
 
Q11 contest
-1.13
05/18/2018 13:53
BlankTradingStrategy20185182246
1.84%
7399
5.80%
0.33
0.47
-2.76%
115
5.43%
-1.13
-1.63
 Rank: 435
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 07:02
MinusFourMinusFive
6.82%
7396
3.68%
1.86
3.16
-3.01%
115
3.55%
-1.13
-2.82
 Rank: 436
 
s_poramet
 
Q11 contest
-1.13
05/29/2018 08:48
p_mv_sv
14.22%
7399
7.02%
2.01
3.37
-4.31%
115
5.21%
-1.13
-2.59
 Rank: 437
 
s_poramet
 
Q11 contest
-1.13
06/30/2018 05:21
ROV6 Re
31.69%
7400
7.59%
4.21
7.32
-8.20%
115
11.43%
-1.13
-2.12
 Rank: 438
 
Evolution71
 
Q11 contest
-1.13
06/25/2018 01:01
Reverse
6.74%
7396
4.07%
1.66
2.76
-3.42%
115
3.92%
-1.13
-2.88
 Rank: 439
 
KOBAS
 
Q11 contest
-1.14
06/14/2018 01:18
180613XQXX4KJJ3b
6.25%
3010
13.30%
1.21
2.00
-3.74%
115
13.50%
-1.14
-0.95
 Rank: 440
 
s_poramet
 
Q11 contest
-1.14
06/06/2018 10:10
Silver Age
11.80%
7400
5.25%
2.27
3.76
-5.57%
115
6.32%
-1.14
-2.59
 Rank: 441
 
KOBAS
 
Q11 contest
-1.15
06/15/2018 02:06
1806143Q64KJJ7
8.85%
7362
7.36%
1.20
1.94
-2.67%
115
5.53%
-1.15
-1.45
 Rank: 442
 
s_poramet
 
Q11 contest
-1.15
06/09/2018 10:36
p_vume_isrq120
12.79%
7393
11.72%
1.10
1.69
-7.26%
115
11.93%
-1.15
-1.71
 Rank: 443
 
alango
 
Q11 contest
-1.15
03/09/2018 13:25
standard5
4.55%
7356
2.78%
1.64
2.73
-0.58%
115
3.79%
-1.15
-0.45
 Rank: 444
 
s_poramet
 
Q11 contest
-1.16
06/10/2018 09:52
p_ymcut_mvrq120
2.57%
7399
1.46%
1.76
2.65
-0.90%
115
1.54%
-1.16
-1.81
 Rank: 445
 
s_poramet
 
Q11 contest
-1.16
06/24/2018 01:29
Independence 12x
38.10%
7400
10.67%
3.60
5.70
-12.45%
115
15.00%
-1.16
-2.35
 Rank: 446
 
Fishfangs
 
Q11 contest
-1.17
06/21/2018 06:43
simpleTS
1.76%
7277
7.26%
0.26
0.37
-2.35%
115
6.91%
-1.17
-1.15
 Rank: 447
 
Marcus
 
Q11 contest
-1.17
04/14/2018 11:30
SystemFour
1.76%
7277
7.26%
0.26
0.37
-2.35%
115
6.91%
-1.17
-1.15
 Rank: 448
 
arne.saknussen
 
Q11 contest
-1.17
04/26/2018 06:03
trendfollowing201804261503
1.75%
7277
7.27%
0.26
0.37
-2.34%
115
6.91%
-1.17
-1.15
 Rank: 449
 
KOBAS
 
Q11 contest
-1.17
06/13/2018 00:45
180612XQX3KJJ3V
6.08%
3010
13.14%
1.22
1.93
-6.47%
115
14.64%
-1.17
-1.44
 Rank: 450
 
Evolution71
 
Q11 contest
-1.17
06/25/2018 08:06
MinusSixMinusSeven
6.81%
7396
3.57%
1.91
3.27
-2.96%
115
3.44%
-1.17
-2.90