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: 526
 
Sun73
 
Q11 contest
-1.56
06/29/2018 11:34
sun73_v6d_r0p5s2
111.75%
7402
4.94%
22.32
102.79
-3.97%
115
3.29%
-1.56
-3.75
 Rank: 527
 
charless
 
Q11 contest
-1.57
06/27/2018 17:06
bBkr
64.60%
7381
7.84%
8.14
18.50
-4.15%
90
7.19%
-1.57
-2.28
 Rank: 528
 
algae
 
Q11 contest
-1.58
03/07/2018 21:36
InitialOne
0.95%
7277
5.74%
0.17
0.26
-1.75%
115
4.17%
-1.58
-1.49
 Rank: 529
 
AzureFractal
 
Q11 contest
-1.58
06/08/2018 20:43
TimelessRajah
27.07%
7400
6.78%
3.97
6.71
-5.04%
115
6.61%
-1.58
-2.63
 Rank: 530
 
simonlee
 
Q11 contest
-1.58
05/16/2018 21:02
QTAC
2.04%
7399
0.85%
2.37
4.27
-0.18%
115
0.31%
-1.58
-1.85
 Rank: 531
 
s_poramet
 
Q11 contest
-1.59
06/10/2018 09:51
p_ymcut_ivrq120
4.54%
7399
1.93%
2.35
3.68
-1.50%
115
1.95%
-1.59
-2.33
 Rank: 532
 
jamshed.kaikaus
 
Q11 contest
-1.59
03/21/2018 21:26
firstSystem
1.33%
7277
5.52%
0.25
0.38
-1.23%
115
3.85%
-1.59
-1.14
 Rank: 533
 
KOBAS
 
Q11 contest
-1.59
06/13/2018 00:35
180612XQX3KJJ2
5.87%
5054
9.35%
0.96
1.41
-7.46%
115
11.01%
-1.59
-2.08
 Rank: 534
 
szucszsolt
 
Q11 contest
-1.59
03/10/2018 12:12
bollingerBands201803102112
0.91%
7277
3.13%
0.29
0.61
-0.62%
115
0.99%
-1.59
-1.40
 Rank: 535
 
temp1117
 
Q11 contest
-1.59
02/04/2018 05:42
bollingerBands201802042242
0.91%
7277
3.13%
0.29
0.61
-0.62%
115
0.99%
-1.59
-1.40
 Rank: 536
 
pepewin
 
Q11 contest
-1.59
04/12/2018 04:06
bollingerBands201804121307
0.91%
7277
3.13%
0.29
0.61
-0.62%
115
0.99%
-1.59
-1.40
 Rank: 537
 
mwalimudan
 
Q11 contest
-1.60
06/29/2018 03:36
JustTesting4Q11
12.91%
7304
5.59%
2.32
4.13
-2.47%
115
4.55%
-1.60
-1.78
 Rank: 538
 
s_poramet
 
Q11 contest
-1.60
06/06/2018 08:00
p_ycut_sv
5.45%
7395
4.57%
1.25
1.87
-6.94%
115
7.85%
-1.60
-2.57
 Rank: 539
 
stevefoeldvari
 
Q11 contest
-1.60
04/15/2018 11:03
sf0004
15.87%
7248
24.67%
0.67
1.09
-10.50%
115
21.82%
-1.60
-1.72
 Rank: 540
 
quant999
 
Q11 contest
-1.61
04/05/2018 16:33
Simple moving
1.49%
7277
5.88%
0.26
0.40
-2.18%
115
4.49%
-1.61
-1.63
 Rank: 541
 
s_poramet
 
Q11 contest
-1.61
05/27/2018 07:15
MLLB06
12.78%
7399
9.48%
1.36
2.12
-7.22%
115
7.94%
-1.61
-2.62
 Rank: 542
 
Evolution71
 
Q11 contest
-1.61
05/28/2018 09:07
PRYR12
2.52%
7393
2.55%
0.97
1.59
-0.50%
115
1.24%
-1.61
-1.38
 Rank: 543
 
s_poramet
 
Q11 contest
-1.62
06/09/2018 11:01
p_rol_o2
15.30%
7379
11.93%
1.31
2.09
-13.07%
115
11.85%
-1.62
-3.26
 Rank: 544
 
Sun73
 
Q11 contest
-1.64
06/25/2018 06:30
sun73_v6aaa_r7p5s3
120.10%
7402
5.66%
21.26
83.20
-7.97%
115
8.03%
-1.64
-2.79
 Rank: 545
 
KOBAS
 
Q11 contest
-1.65
06/19/2018 03:19
1806162Q10KJJM2
9.00%
7361
8.12%
1.13
1.85
-6.85%
115
5.96%
-1.65
-3.69
 Rank: 546
 
KOBAS
 
Q11 contest
-1.65
06/19/2018 03:29
1806162Q10KJJM2
9.00%
7361
8.12%
1.13
1.85
-6.85%
115
5.96%
-1.65
-3.69
 Rank: 547
 
KOBAS
 
Q11 contest
-1.65
06/21/2018 15:11
1806207Q66KJJ2
7.86%
7394
6.37%
1.25
2.02
-5.99%
115
6.43%
-1.65
-2.66
 Rank: 548
 
s_poramet
 
Q11 contest
-1.66
06/14/2018 22:06
Angtre
14.73%
7303
5.04%
2.94
5.09
-3.46%
115
4.22%
-1.66
-2.93
 Rank: 549
 
KOBAS
 
Q11 contest
-1.66
06/22/2018 06:53
1806207Q66KJJ4
4.92%
7394
4.44%
1.15
1.75
-5.33%
115
5.68%
-1.66
-2.71
 Rank: 550
 
stevefoeldvari
 
Q11 contest
-1.66
05/22/2018 04:06
sf0007v1
24.77%
7263
15.69%
1.61
2.67
-5.61%
115
12.48%
-1.66
-1.52