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: 551
 
s_poramet
 
Q11 contest
-1.66
06/14/2018 22:06
Angtre
14.44%
7292
5.04%
2.94
5.00
-0.30%
309
4.53%
-1.66
-0.10
 Rank: 552
 
KOBAS
 
Q11 contest
-1.66
06/22/2018 06:53
1806207Q66KJJ4
4.90%
7389
4.42%
1.14
1.75
-2.22%
298
4.41%
-1.66
-0.61
 Rank: 553
 
stevefoeldvari
 
Q11 contest
-1.66
05/22/2018 04:06
sf0007v1
25.00%
7235
15.73%
1.64
2.69
5.18%
321
17.26%
-1.66
0.39
 Rank: 554
 
4602841690
 
Q11 contest
-1.66
06/12/2018 19:58
svm_1
4.24%
7172
12.52%
0.38
0.52
-10.42%
299
11.96%
-1.66
-1.04
 Rank: 555
 
KOBAS
 
Q11 contest
-1.66
06/12/2018 05:54
180612XQX2KJJ3
7.56%
2997
15.05%
1.09
2.08
47.86%
306
17.63%
-1.66
4.05
 Rank: 556
 
Sun73
 
Q11 contest
-1.67
06/27/2018 04:32
sun73_v6ccc_r5p5s3t
112.14%
7400
5.19%
22.97
75.74
-10.89%
295
7.18%
-1.67
-1.96
 Rank: 557
 
KOBAS
 
Q11 contest
-1.67
06/14/2018 01:16
180613XQXX4KJJ
8.60%
2999
14.98%
1.34
2.38
36.96%
309
17.64%
-1.67
3.01
 Rank: 558
 
jpull
 
Q11 contest
-1.68
04/02/2018 18:16
trendFollowing
3.17%
7213
7.79%
0.50
0.64
-15.19%
357
8.21%
-1.68
-1.98
 Rank: 559
 
DavidWalfridson
 
Q11 contest
-1.68
06/13/2018 20:38
top_liquid_strat
37.40%
7387
16.83%
2.24
4.25
-5.92%
305
11.03%
-1.68
-0.58
 Rank: 560
 
KOBAS
 
Q11 contest
-1.69
06/15/2018 02:03
1806143Q64KJJ5
8.93%
7352
7.30%
1.22
1.98
0.21%
303
3.66%
-1.69
0.07
 Rank: 561
 
coinlab
 
Q11 contest
-1.70
06/11/2018 11:02
q_11
13.04%
7289
12.45%
1.10
1.77
-10.12%
307
8.34%
-1.70
-1.45
 Rank: 562
 
s_poramet
 
Q11 contest
-1.70
06/19/2018 10:51
Three way price
24.48%
7392
9.08%
2.74
4.69
-7.86%
301
6.28%
-1.70
-1.60
 Rank: 563
 
KOBAS
 
Q11 contest
-1.70
06/12/2018 05:16
171225MS1Q338KJJ2V11M4
4.38%
7341
5.05%
0.88
1.41
0.12%
306
4.12%
-1.70
0.04
 Rank: 564
 
zaidalissa
 
Q11 contest
-1.72
06/30/2018 06:12
ZAA_NO_ML_FUT
7.78%
7363
7.45%
1.06
1.70
0.53%
292
6.48%
-1.72
0.11
 Rank: 565
 
s_poramet
 
Q11 contest
-1.72
06/02/2018 11:34
8ofHearts TightBound
4.46%
7380
1.89%
2.40
4.13
-1.10%
312
1.73%
-1.72
-0.83
 Rank: 566
 
KOBAS
 
Q11 contest
-1.72
06/23/2018 14:02
1806202Q90KJJ3
7.38%
7388
6.47%
1.17
1.82
-3.77%
302
5.24%
-1.72
-0.86
 Rank: 567
 
ethanator
 
Q11 contest
-1.72
06/05/2018 13:18
testSMASystem
1.73%
7259
5.70%
0.36
0.49
-7.79%
316
4.07%
-1.72
-2.42
 Rank: 568
 
KOBAS
 
Q11 contest
-1.74
06/27/2018 02:00
1806251Q3667KJJ5
4.38%
7392
4.63%
0.99
1.42
-4.15%
295
4.91%
-1.74
-1.01
 Rank: 569
 
s_poramet
 
Q11 contest
-1.75
06/02/2018 08:49
SS_RopeBound
10.29%
7380
3.52%
2.89
5.30
6.24%
307
3.12%
-1.75
3.02
 Rank: 570
 
KOBAS
 
Q11 contest
-1.75
06/25/2018 14:17
1806247Q47KJJ3
4.51%
4299
9.30%
1.04
1.28
-21.01%
302
11.15%
-1.75
-2.31
 Rank: 571
 
KOBAS
 
Q11 contest
-1.75
06/11/2018 06:31
00A3L04KOBAS07V11M
7.42%
7378
6.23%
1.22
1.86
-3.29%
307
4.62%
-1.75
-0.82
 Rank: 572
 
charless
 
Q11 contest
-1.75
06/26/2018 22:48
TnyStrk
67.85%
7357
6.24%
11.17
31.29
-9.82%
296
4.75%
-1.75
-2.75
 Rank: 573
 
KOBAS
 
Q11 contest
-1.77
06/27/2018 02:57
1806251Q3667KJJ6
5.60%
7388
4.63%
1.26
1.94
-3.50%
295
4.81%
-1.77
-0.89
 Rank: 574
 
KOBAS
 
Q11 contest
-1.77
06/15/2018 02:01
1806143Q64KJJ4
9.04%
7352
7.39%
1.23
1.99
-0.48%
303
3.79%
-1.77
-0.16
 Rank: 575
 
Sun73
 
Q11 contest
-1.78
06/26/2018 04:40
sun73_v6bbb_r0p5s5t
113.81%
7399
4.96%
23.32
112.37
2.19%
296
2.94%
-1.78
1.10