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
 
KOBAS
 
Q11 contest
-1.28
06/12/2018 05:25
180612XQXKJJ
7.61%
3010
14.51%
1.33
2.21
5.84%
207
15.25%
-1.28
0.83
 Rank: 477
 
s_poramet
 
Q11 contest
-1.29
06/08/2018 09:29
Silver Age VCon
10.60%
7400
4.75%
2.25
3.70
-1.54%
207
5.59%
-1.29
-0.48
 Rank: 478
 
s_poramet
 
Q11 contest
-1.30
06/15/2018 11:29
Cosmic Gold U
6.23%
7400
4.25%
1.48
2.29
-0.65%
207
4.86%
-1.30
-0.23
 Rank: 479
 
alango
 
Q11 contest
-1.30
03/08/2018 06:35
standard4
4.03%
7356
2.48%
1.63
2.73
0.28%
207
2.43%
-1.30
0.21
 Rank: 480
 
s_poramet
 
Q11 contest
-1.31
06/25/2018 00:35
SuperRenewed SD Season
25.63%
7400
9.27%
2.77
4.51
2.58%
207
11.62%
-1.31
0.37
 Rank: 481
 
Evolution71
 
Q11 contest
-1.31
06/27/2018 00:39
Forward3
8.54%
7396
6.21%
1.38
2.31
-1.66%
207
6.32%
-1.31
-0.50
 Rank: 482
 
s_poramet
 
Q11 contest
-1.32
05/20/2018 07:42
oam_p005
2.45%
7400
1.26%
1.98
3.23
-0.92%
203
1.61%
-1.32
-0.98
 Rank: 483
 
arghzoo
 
Q11 contest
-1.32
05/17/2018 21:56
zephyr1
1.98%
7277
5.76%
0.38
0.55
-6.01%
207
4.23%
-1.32
-2.57
 Rank: 484
 
Sun73
 
Q11 contest
-1.33
06/25/2018 06:33
sun73_v6aaa_r5p5s3
118.56%
7402
5.59%
21.67
80.09
3.21%
207
8.06%
-1.33
0.78
 Rank: 485
 
KOBAS
 
Q11 contest
-1.34
06/11/2018 14:57
171225MS1Q338KJJ3V11AM
5.05%
7392
5.30%
0.95
1.50
-0.71%
207
4.31%
-1.34
-0.32
 Rank: 486
 
KOBAS
 
Q11 contest
-1.36
06/07/2018 03:25
180106MSE1Q2237KJJV11
9.60%
7357
6.67%
1.46
2.35
-3.08%
207
5.89%
-1.36
-1.01
 Rank: 487
 
KOBAS
 
Q11 contest
-1.36
06/13/2018 00:42
180612XQX3KJJ3V2
6.44%
4293
11.45%
1.07
1.50
-13.10%
207
12.45%
-1.36
-1.87
 Rank: 488
 
charless
 
Q11 contest
-1.36
06/29/2018 10:11
StvRgrs
67.07%
7364
5.71%
11.82
34.27
1.48%
207
5.54%
-1.36
0.56
 Rank: 489
 
KOBAS
 
Q11 contest
-1.37
06/21/2018 02:51
1806203Q28KJJ3
10.77%
7393
13.27%
0.84
1.29
-7.32%
207
15.90%
-1.37
-0.90
 Rank: 490
 
s_poramet
 
Q11 contest
-1.37
06/27/2018 00:17
SuperRenewed Cm b3
11.66%
7400
8.13%
1.42
2.22
2.31%
207
7.69%
-1.37
0.56
 Rank: 491
 
KOBAS
 
Q11 contest
-1.37
06/13/2018 00:34
180612XQX3KJJ
8.69%
3010
14.64%
1.40
2.48
23.86%
207
15.30%
-1.37
3.68
 Rank: 492
 
charless
 
Q11 contest
-1.37
06/26/2018 22:58
PpprPtts
62.14%
7391
6.73%
9.29
23.02
-3.62%
207
6.15%
-1.37
-1.13
 Rank: 493
 
KOBAS
 
Q11 contest
-1.37
06/15/2018 01:23
1806143Q64KJJ
7.39%
7362
6.94%
1.06
1.68
-0.20%
207
4.55%
-1.37
-0.07
 Rank: 494
 
Evolution71
 
Q11 contest
-1.38
06/27/2018 00:56
Forward4
7.51%
7396
4.54%
1.66
2.82
-1.33%
207
4.24%
-1.38
-0.59
 Rank: 495
 
KOBAS
 
Q11 contest
-1.38
06/12/2018 04:29
171225MS1Q338KJJ2V11M
4.74%
7392
5.06%
0.94
1.46
-0.81%
207
4.19%
-1.38
-0.38
 Rank: 496
 
KOBAS
 
Q11 contest
-1.38
06/08/2018 01:09
171226MS1Q4558KJJBV11
3.72%
7362
3.66%
1.03
1.60
-1.01%
207
3.02%
-1.38
-0.63
 Rank: 497
 
stevefoeldvari
 
Q11 contest
-1.38
04/07/2018 12:19
sf0003
15.78%
7250
22.56%
0.71
1.18
4.96%
207
18.13%
-1.38
0.60
 Rank: 498
 
s_poramet
 
Q11 contest
-1.39
06/25/2018 00:40
SuperRenewed SD SeasonB3
25.76%
7400
9.81%
2.68
4.34
-2.68%
207
14.24%
-1.39
-0.32
 Rank: 499
 
s_poramet
 
Q11 contest
-1.40
06/27/2018 00:24
SuperRenewed SD Season b5
35.13%
7400
12.48%
2.89
4.77
-7.86%
207
18.04%
-1.40
-0.74
 Rank: 500
 
s_poramet
 
Q11 contest
-1.40
06/28/2018 01:29
SuperRenewed Mc Q
45.71%
7400
10.09%
4.54
7.58
1.27%
207
11.57%
-1.40
0.20