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: 449
 
Sun73
 
Q11 contest
-1.14
06/28/2018 15:27
sun73_v6d_r0p5s5
117.16%
5.05%
23.95
113.96
-1.10% 2.76%
-1.14
-1.65
 Rank: 450
 
s_poramet
 
Q11 contest
-1.14
06/02/2018 10:02
8ofHearts RopeBound
4.70%
1.70%
2.76
4.76
-0.60% 1.52%
-1.14
-1.55
 Rank: 451
 
KOBAS
 
Q11 contest
-1.14
06/14/2018 01:18
180613XQXX4KJJ3b
5.13%
13.88%
1.22
1.45
-5.36% 12.93%
-1.14
-1.81
 Rank: 452
 
s_poramet
 
Q11 contest
-1.14
06/06/2018 10:10
Silver Age
11.71%
5.26%
2.28
3.72
-2.29% 5.67%
-1.14
-1.57
 Rank: 453
 
KOBAS
 
Q11 contest
-1.15
06/15/2018 02:06
1806143Q64KJJ7
8.56%
7.29%
1.20
1.89
-2.51% 6.19%
-1.15
-1.59
 Rank: 454
 
Sun73
 
Q11 contest
-1.15
06/25/2018 06:30
sun73_v6aaa_r7p5s3
116.17%
5.75%
21.26
71.18
-2.52% 6.19%
-1.15
-1.58
 Rank: 455
 
s_poramet
 
Q11 contest
-1.15
06/09/2018 10:36
p_vume_isrq120
12.78%
11.84%
1.11
1.66
-5.10% 12.20%
-1.15
-1.50
 Rank: 456
 
alango
 
Q11 contest
-1.15
03/09/2018 13:25
standard5
4.50%
2.79%
1.64
2.70
-1.58% 3.90%
-1.15
-1.51
 Rank: 457
 
s_poramet
 
Q11 contest
-1.16
06/10/2018 09:52
p_ymcut_mvrq120
2.53%
1.45%
1.77
2.62
-0.62% 1.53%
-1.16
-1.61
 Rank: 458
 
s_poramet
 
Q11 contest
-1.16
06/24/2018 01:29
Independence 12x
37.49%
10.80%
3.61
5.50
-4.77% 11.34%
-1.16
-1.57
 Rank: 459
 
Fishfangs
 
Q11 contest
-1.17
06/21/2018 06:43
simpleTS
1.76%
7.24%
0.26
0.38
-2.70% 6.53%
-1.17
-1.71
 Rank: 460
 
Marcus
 
Q11 contest
-1.17
04/14/2018 11:30
SystemFour
1.76%
7.24%
0.26
0.38
-2.70% 6.53%
-1.17
-1.71
 Rank: 461
 
arne.saknussen
 
Q11 contest
-1.17
04/26/2018 06:03
trendfollowing201804261503
1.75%
7.24%
0.26
0.37
-2.70% 6.52%
-1.17
-1.71
 Rank: 462
 
KOBAS
 
Q11 contest
-1.17
06/13/2018 00:45
180612XQX3KJJ3V
5.30%
13.58%
1.23
1.53
-5.93% 13.89%
-1.17
-1.79
 Rank: 463
 
Evolution71
 
Q11 contest
-1.17
06/25/2018 08:06
MinusSixMinusSeven
6.69%
3.56%
1.91
3.22
-1.27% 3.10%
-1.17
-1.75
 Rank: 464
 
administrator
 
Q11 contest
-1.18
06/28/2018 09:44
simpleTS
1.79%
7.21%
0.26
0.38
-2.73% 6.52%
-1.18
-1.72
 Rank: 465
 
Sun73
 
Q11 contest
-1.18
06/28/2018 15:44
sun73_v6d_r3p5s5
117.21%
5.05%
23.94
113.97
-1.14% 2.77%
-1.18
-1.71
 Rank: 466
 
s_poramet
 
Q11 contest
-1.18
06/30/2018 05:12
ROVVOCUT X
34.76%
7.69%
4.58
8.25
-3.43% 8.13%
-1.18
-1.66
 Rank: 467
 
AzureFractal
 
Q11 contest
-1.18
06/07/2018 23:18
TimelessPale
26.36%
6.41%
4.28
7.12
-3.52% 8.32%
-1.18
-1.60
 Rank: 468
 
s_poramet
 
Q11 contest
-1.19
06/06/2018 09:28
oam_svbal
8.73%
7.53%
1.21
1.91
-2.76% 6.55%
-1.19
-1.66
 Rank: 469
 
alango
 
Q11 contest
-1.19
04/28/2018 09:21
standard6
4.41%
2.69%
1.64
2.77
-1.36% 3.28%
-1.19
-1.52
 Rank: 470
 
s_poramet
 
Q11 contest
-1.19
06/10/2018 10:45
Cosmic Gold
12.60%
5.70%
2.26
3.64
-2.55% 6.05%
-1.19
-1.66
 Rank: 471
 
s_poramet
 
Q11 contest
-1.19
06/30/2018 05:44
ROV6 re inim
38.68%
12.55%
3.22
5.10
-8.33% 18.67%
-1.19
-1.63
 Rank: 472
 
alango
 
Q11 contest
-1.20
04/28/2018 09:22
standard7
4.51%
2.73%
1.66
2.79
-1.40% 3.34%
-1.20
-1.54
 Rank: 473
 
alango
 
Q11 contest
-1.20
02/28/2018 12:07
standard2
4.42%
2.75%
1.59
2.67
-1.19% 2.84%
-1.20
-1.60