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: 476
 
s_poramet
 
Q11 contest
-1.26
06/10/2018 09:59
p_ymcut_d120
3.68%
7399
1.41%
2.59
4.39
-0.02%
158
1.21%
-1.26
-0.04
 Rank: 477
 
KOBAS
 
Q11 contest
-1.27
06/13/2018 00:40
180612XQX2KJJ4
5.54%
4293
10.51%
0.90
1.49
1.20%
158
9.38%
-1.27
0.35
 Rank: 478
 
KOBAS
 
Q11 contest
-1.28
06/12/2018 05:25
180612XQXKJJ
7.41%
3010
14.40%
1.33
2.19
-1.07%
158
13.16%
-1.28
-0.22
 Rank: 479
 
s_poramet
 
Q11 contest
-1.29
06/08/2018 09:29
Silver Age VCon
10.52%
7400
4.76%
2.25
3.66
-5.32%
158
6.18%
-1.29
-1.92
 Rank: 480
 
s_poramet
 
Q11 contest
-1.30
06/15/2018 11:29
Cosmic Gold U
6.17%
7400
4.26%
1.48
2.26
-3.36%
158
5.41%
-1.30
-1.42
 Rank: 481
 
alango
 
Q11 contest
-1.30
03/08/2018 06:35
standard4
4.03%
7356
2.49%
1.63
2.72
-0.59%
158
2.65%
-1.30
-0.53
 Rank: 482
 
s_poramet
 
Q11 contest
-1.30
06/28/2018 01:29
SuperRenewed Mc Q
45.55%
7400
10.11%
4.54
7.53
-8.71%
158
12.70%
-1.30
-1.56
 Rank: 483
 
s_poramet
 
Q11 contest
-1.31
06/25/2018 00:35
SuperRenewed SD Season
25.39%
7400
9.28%
2.77
4.46
-7.06%
158
12.80%
-1.31
-1.17
 Rank: 484
 
Evolution71
 
Q11 contest
-1.31
06/27/2018 00:39
Forward3
8.62%
7396
6.22%
1.38
2.33
-0.93%
158
6.82%
-1.31
-0.35
 Rank: 485
 
s_poramet
 
Q11 contest
-1.32
05/20/2018 07:42
oam_p005
2.46%
7400
1.26%
1.98
3.24
-1.09%
158
1.72%
-1.32
-1.38
 Rank: 486
 
arghzoo
 
Q11 contest
-1.32
05/17/2018 21:56
zephyr1
2.04%
7277
5.78%
0.38
0.56
-4.86%
158
4.46%
-1.32
-2.52
 Rank: 487
 
Sun73
 
Q11 contest
-1.33
06/25/2018 06:33
sun73_v6aaa_r5p5s3
119.23%
7402
5.58%
21.67
81.46
-2.60%
158
8.66%
-1.33
-0.75
 Rank: 488
 
KOBAS
 
Q11 contest
-1.34
06/11/2018 14:57
171225MS1Q338KJJ3V11AM
5.04%
7392
5.31%
0.95
1.49
-1.94%
158
4.64%
-1.34
-1.09
 Rank: 489
 
KOBAS
 
Q11 contest
-1.36
06/07/2018 03:25
180106MSE1Q2237KJJV11
9.64%
7357
6.68%
1.46
2.35
-3.81%
158
6.18%
-1.36
-1.56
 Rank: 490
 
KOBAS
 
Q11 contest
-1.36
06/13/2018 00:42
180612XQX3KJJ3V2
6.53%
4293
11.40%
1.07
1.53
-12.13%
158
11.40%
-1.36
-2.32
 Rank: 491
 
charless
 
Q11 contest
-1.36
06/29/2018 10:11
StvRgrs
67.87%
7364
5.70%
11.82
35.08
0.69%
133
5.56%
-1.36
0.41
 Rank: 492
 
KOBAS
 
Q11 contest
-1.37
06/21/2018 02:51
1806203Q28KJJ3
10.76%
7393
13.30%
0.84
1.29
-9.47%
158
17.53%
-1.37
-1.38
 Rank: 493
 
s_poramet
 
Q11 contest
-1.37
06/27/2018 00:17
SuperRenewed Cm b3
11.53%
7400
8.14%
1.42
2.19
-3.32%
158
7.93%
-1.37
-1.00
 Rank: 494
 
s_poramet
 
Q11 contest
-1.37
06/22/2018 09:12
Superdegraded Mc Granul
42.79%
7400
11.33%
3.85
5.90
-12.51%
158
16.75%
-1.37
-1.62
 Rank: 495
 
KOBAS
 
Q11 contest
-1.37
06/13/2018 00:34
180612XQX3KJJ
7.98%
3010
14.56%
1.40
2.29
0.75%
158
13.71%
-1.37
0.15
 Rank: 496
 
charless
 
Q11 contest
-1.37
06/26/2018 22:58
PpprPtts
62.89%
7391
6.73%
9.29
23.38
-3.94%
133
6.37%
-1.37
-1.74
 Rank: 497
 
KOBAS
 
Q11 contest
-1.37
06/15/2018 01:23
1806143Q64KJJ
7.36%
7362
6.96%
1.06
1.67
-2.23%
158
4.93%
-1.37
-0.95
 Rank: 498
 
Evolution71
 
Q11 contest
-1.38
06/27/2018 00:56
Forward4
7.60%
7396
4.54%
1.66
2.85
-0.29%
158
4.62%
-1.38
-0.16
 Rank: 499
 
KOBAS
 
Q11 contest
-1.38
06/12/2018 04:29
171225MS1Q338KJJ2V11M
4.72%
7392
5.07%
0.94
1.45
-1.97%
158
4.50%
-1.38
-1.13
 Rank: 500
 
s_poramet
 
Q11 contest
-1.38
06/25/2018 00:50
SuperRenewed Mc qb3
38.81%
7400
10.47%
3.77
6.10
-11.42%
158
14.43%
-1.38
-1.79