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: 426
 
KOBAS
 
Q11 contest
-1.03
06/27/2018 03:51
1806251Q3667KJJM
0.57%
0.51%
1.07
1.75
-0.08% 0.22%
-1.03
-1.58
 Rank: 427
 
s_poramet
 
Q11 contest
-1.03
06/24/2018 01:28
Independence 12
34.67%
11.68%
3.52
4.34
-4.32% 11.65%
-1.03
-1.41
 Rank: 428
 
KOBAS
 
Q11 contest
-1.04
06/26/2018 13:34
1806251Q3667KJJ2
3.99%
4.65%
0.94
1.32
-1.34% 3.68%
-1.04
-1.53
 Rank: 429
 
s_poramet
 
Q11 contest
-1.04
05/29/2018 08:09
p_mv_bal
13.68%
5.27%
2.76
4.51
-1.58% 4.34%
-1.04
-1.65
 Rank: 430
 
mwalimudan
 
Q11 contest
-1.04
06/29/2018 03:45
JustTesting12r388
23.46%
11.43%
2.29
3.43
-3.30% 8.91%
-1.04
-1.43
 Rank: 431
 
s_poramet
 
Q11 contest
-1.04
06/25/2018 00:34
SuperRenewed SD Sem
19.93%
8.73%
2.53
3.42
-3.96% 10.59%
-1.04
-1.36
 Rank: 432
 
s_poramet
 
Q11 contest
-1.04
06/12/2018 06:03
Slim 405
10.94%
4.73%
2.48
3.80
-1.15% 3.16%
-1.04
-1.47
 Rank: 433
 
s_poramet
 
Q11 contest
-1.05
06/09/2018 10:25
p_vume_svbal
14.64%
18.48%
1.01
1.16
-7.85% 20.17%
-1.05
-1.36
 Rank: 434
 
s_poramet
 
Q11 contest
-1.05
06/20/2018 23:49
Renewed Int
20.69%
10.54%
2.25
2.98
-3.68% 9.84%
-1.05
-1.50
 Rank: 435
 
s_poramet
 
Q11 contest
-1.05
06/25/2018 00:33
SuperRenewed SD
14.76%
7.59%
2.08
3.06
-3.54% 9.46%
-1.05
-1.43
 Rank: 436
 
Evolution71
 
Q11 contest
-1.05
06/25/2018 06:32
MinusThreeMinusFour
6.40%
3.74%
1.82
2.84
-1.21% 3.29%
-1.05
-1.57
 Rank: 437
 
Evolution71
 
Q11 contest
-1.05
06/25/2018 08:20
Minus
6.95%
3.37%
2.13
3.69
-1.01% 2.74%
-1.05
-1.69
 Rank: 438
 
Evolution71
 
Q11 contest
-1.06
06/25/2018 04:14
ReverseMinusOne
6.42%
4.05%
1.71
2.59
-1.31% 3.53%
-1.06
-1.56
 Rank: 439
 
s_poramet
 
Q11 contest
-1.06
06/30/2018 05:52
ROV6 re inim 10
36.57%
11.60%
3.71
4.88
-6.49% 16.65%
-1.06
-1.46
 Rank: 440
 
KOBAS
 
Q11 contest
-1.06
06/26/2018 03:16
1806245Q7KJJ2
3.58%
3.63%
1.12
1.65
-1.31% 3.53%
-1.06
-1.80
 Rank: 441
 
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: 442
 
s_poramet
 
Q11 contest
-1.07
06/24/2018 01:29
Partial 12345
23.75%
14.54%
1.83
2.28
-6.13% 15.65%
-1.07
-1.46
 Rank: 443
 
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: 444
 
mwalimudan
 
Q11 contest
-1.07
06/10/2018 08:10
JustTesting12r3Q11
22.47%
9.67%
2.52
4.06
-2.88% 7.57%
-1.07
-1.50
 Rank: 445
 
Jamesdaston
 
Q11 contest
-1.08
03/31/2018 16:54
JDA_CTA
-8.35%
10.68%
-0.79
-1.18
-3.52% 9.11%
-1.08
-1.86
 Rank: 446
 
mwalimudan
 
Q11 contest
-1.08
06/29/2018 03:39
JustTesting12r374
22.03%
9.31%
2.55
4.16
-2.77% 7.23%
-1.08
-1.52
 Rank: 447
 
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: 448
 
KOBAS
 
Q11 contest
-1.09
06/30/2018 10:57
1806277Q16KJJM7
4.80%
9.34%
0.95
1.29
-2.72% 7.05%
-1.09
-1.63
 Rank: 449
 
s_poramet
 
Q11 contest
-1.09
06/09/2018 10:20
p_vume_sv
13.04%
18.20%
0.87
1.06
-8.48% 20.71%
-1.09
-1.41
 Rank: 450
 
s_poramet
 
Q11 contest
-1.10
05/29/2018 07:44
p_fw_svbal
10.22%
9.86%
1.10
1.64
-2.30% 5.92%
-1.10
-1.61