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: 476
 
charless
 
Q11 contest
-1.20
06/26/2018 23:04
Hwky
58.08%
6.27%
9.65
24.60
-1.70% 4.03%
-1.20
-1.96
 Rank: 477
 
KOBAS
 
Q11 contest
-1.20
06/15/2018 02:04
1806143Q64KJJ6
9.13%
7.77%
1.21
1.89
-2.69% 6.30%
-1.20
-1.67
 Rank: 478
 
Evolution71
 
Q11 contest
-1.20
06/25/2018 07:30
MinusFiveMinusSix
6.74%
3.61%
1.89
3.18
-1.32% 3.14%
-1.20
-1.78
 Rank: 479
 
grndhg25
 
Q11 contest
-1.21
05/12/2018 14:08
trendFollowing
1.31%
5.82%
0.29
0.36
-1.70% 4.00%
-1.21
-2.02
 Rank: 480
 
alango
 
Q11 contest
-1.22
03/08/2018 06:35
standard3
4.58%
2.86%
1.60
2.66
-1.31% 3.09%
-1.22
-1.61
 Rank: 481
 
Evolution71
 
Q11 contest
-1.22
06/27/2018 01:12
Forward5
7.67%
4.02%
1.92
3.29
-1.27% 2.99%
-1.22
-1.72
 Rank: 482
 
Evolution71
 
Q11 contest
-1.22
06/27/2018 01:58
Forward7
7.51%
3.72%
2.01
3.49
-1.15% 2.70%
-1.22
-1.74
 Rank: 483
 
s_poramet
 
Q11 contest
-1.22
06/26/2018 03:08
SuperRenewed Cm
12.39%
7.43%
1.65
2.62
-2.23% 5.18%
-1.22
-1.76
 Rank: 484
 
s_poramet
 
Q11 contest
-1.24
06/12/2018 06:05
U 404
5.69%
3.32%
1.68
2.73
-1.19% 2.75%
-1.24
-1.79
 Rank: 485
 
s_poramet
 
Q11 contest
-1.25
06/12/2018 07:03
p_fw_tbal
11.39%
9.02%
1.28
2.04
-3.10% 6.98%
-1.25
-2.08
 Rank: 486
 
s_poramet
 
Q11 contest
-1.25
06/09/2018 04:12
Silver Age Balm Disintegrated
11.49%
4.97%
2.35
3.86
-2.02% 4.59%
-1.25
-1.76
 Rank: 487
 
s_poramet
 
Q11 contest
-1.26
06/10/2018 09:59
p_ymcut_d120
3.66%
1.41%
2.61
4.33
-0.57% 1.31%
-1.26
-1.79
 Rank: 488
 
Sun73
 
Q11 contest
-1.26
06/30/2018 13:35
sun73_v6e_r7p5s2
105.73%
5.01%
22.51
82.61
-1.49% 3.37%
-1.26
-2.00
 Rank: 489
 
KOBAS
 
Q11 contest
-1.27
06/13/2018 00:40
180612XQX2KJJ4
6.46%
10.67%
0.90
1.69
-3.68% 8.12%
-1.27
-2.16
 Rank: 490
 
KOBAS
 
Q11 contest
-1.28
06/12/2018 05:25
180612XQXKJJ
8.16%
14.84%
1.33
2.24
-5.61% 12.01%
-1.28
-2.02
 Rank: 491
 
s_poramet
 
Q11 contest
-1.29
06/08/2018 09:29
Silver Age VCon
10.52%
4.77%
2.26
3.65
-2.63% 5.75%
-1.29
-1.75
 Rank: 492
 
Sun73
 
Q11 contest
-1.30
06/30/2018 13:04
sun73_v6e_r0p5s5
116.86%
5.20%
24.15
87.17
-1.64% 3.60%
-1.30
-2.05
 Rank: 493
 
s_poramet
 
Q11 contest
-1.30
06/15/2018 11:29
Cosmic Gold U
6.15%
4.28%
1.48
2.23
-2.67% 5.80%
-1.30
-1.79
 Rank: 494
 
alango
 
Q11 contest
-1.30
03/08/2018 06:35
standard4
4.01%
2.47%
1.62
2.73
-1.19% 2.62%
-1.30
-1.75
 Rank: 495
 
s_poramet
 
Q11 contest
-1.31
06/25/2018 00:35
SuperRenewed SD Season
24.98%
9.32%
2.77
4.33
-6.90% 14.32%
-1.31
-1.68
 Rank: 496
 
Evolution71
 
Q11 contest
-1.31
06/27/2018 00:39
Forward3
8.37%
6.19%
1.38
2.27
-2.46% 5.29%
-1.31
-1.95
 Rank: 497
 
s_poramet
 
Q11 contest
-1.32
05/20/2018 07:42
oam_p005
2.40%
1.26%
1.99
3.16
-0.87% 1.89%
-1.32
-1.80
 Rank: 498
 
arghzoo
 
Q11 contest
-1.32
05/17/2018 21:56
zephyr1
1.87%
5.72%
0.39
0.52
-1.86% 3.99%
-1.32
-2.08
 Rank: 499
 
Sun73
 
Q11 contest
-1.33
04/27/2018 16:36
sun73_v6a_r7p5s3
86.29%
5.72%
16.09
46.10
-2.87% 6.08%
-1.33
-1.82
 Rank: 500
 
KOBAS
 
Q11 contest
-1.34
06/11/2018 14:57
171225MS1Q338KJJ3V11AM
4.99%
5.27%
0.96
1.49
-2.06% 4.36%
-1.34
-2.01