Quantitative trading competition Q11, Guaranteed investments of $2,250,000

CLOSED

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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 551
 
szucszsolt
 
Q11 contest
-1.59
03/10/2018 12:12
bollingerBands201803102112
0.87%
3.07%
0.30
0.60
-0.62% 1.13%
-1.59
-1.59
 Rank: 552
 
temp1117
 
Q11 contest
-1.59
02/04/2018 05:42
bollingerBands201802042242
0.87%
3.07%
0.30
0.60
-0.62% 1.13%
-1.59
-1.59
 Rank: 553
 
pepewin
 
Q11 contest
-1.59
04/12/2018 04:06
bollingerBands201804121307
0.87%
3.07%
0.30
0.60
-0.62% 1.13%
-1.59
-1.59
 Rank: 554
 
mwalimudan
 
Q11 contest
-1.60
06/29/2018 03:36
JustTesting4Q11
12.53%
5.57%
2.32
3.97
-2.40% 4.25%
-1.60
-2.26
 Rank: 555
 
s_poramet
 
Q11 contest
-1.60
06/06/2018 08:00
p_ycut_sv
5.31%
4.59%
1.26
1.81
-3.99% 6.96%
-1.60
-2.17
 Rank: 556
 
stevefoeldvari
 
Q11 contest
-1.60
04/15/2018 11:03
sf0004
14.68%
24.63%
0.68
1.00
-14.50% 22.77%
-1.60
-2.62
 Rank: 557
 
quant999
 
Q11 contest
-1.61
04/05/2018 16:33
Simple moving
1.23%
5.86%
0.27
0.34
-2.19% 3.86%
-1.61
-2.71
 Rank: 558
 
s_poramet
 
Q11 contest
-1.61
05/27/2018 07:15
MLLB06
11.70%
9.67%
1.37
1.85
-4.19% 7.24%
-1.61
-2.15
 Rank: 559
 
Evolution71
 
Q11 contest
-1.61
05/28/2018 09:07
PRYR12
2.52%
2.55%
0.97
1.59
-0.72% 1.28%
-1.61
-2.41
 Rank: 560
 
s_poramet
 
Q11 contest
-1.62
06/09/2018 11:01
p_rol_o2
14.60%
12.12%
1.29
1.93
-6.36% 10.68%
-1.62
-2.39
 Rank: 561
 
KOBAS
 
Q11 contest
-1.65
06/19/2018 03:19
1806162Q10KJJM2
8.44%
8.06%
1.12
1.75
-3.17% 5.40%
-1.65
-2.56
 Rank: 562
 
KOBAS
 
Q11 contest
-1.65
06/19/2018 03:29
1806162Q10KJJM2
8.44%
8.06%
1.12
1.75
-3.17% 5.40%
-1.65
-2.56
 Rank: 563
 
KOBAS
 
Q11 contest
-1.65
06/21/2018 15:11
1806207Q66KJJ2
7.49%
6.33%
1.25
1.92
-2.98% 5.09%
-1.65
-2.22
 Rank: 564
 
s_poramet
 
Q11 contest
-1.66
06/14/2018 22:06
Angtre
13.95%
5.04%
2.94
4.80
-1.73% 2.97%
-1.66
-2.62
 Rank: 565
 
KOBAS
 
Q11 contest
-1.66
06/22/2018 06:53
1806207Q66KJJ4
4.67%
4.47%
1.14
1.64
-2.71% 4.60%
-1.66
-2.24
 Rank: 566
 
stevefoeldvari
 
Q11 contest
-1.66
05/22/2018 04:06
sf0007v1
24.04%
15.77%
1.64
2.57
-7.48% 12.13%
-1.66
-2.51
 Rank: 567
 
4602841690
 
Q11 contest
-1.66
06/12/2018 19:58
svm_1
4.24%
12.61%
0.38
0.52
-6.42% 10.74%
-1.66
-2.01
 Rank: 568
 
KOBAS
 
Q11 contest
-1.66
06/12/2018 05:54
180612XQX2KJJ3
7.77%
15.14%
1.09
2.06
-7.71% 12.46%
-1.66
-2.79
 Rank: 569
 
KOBAS
 
Q11 contest
-1.67
06/14/2018 01:16
180613XQXX4KJJ
8.86%
15.09%
1.34
2.37
-6.94% 11.24%
-1.67
-2.71
 Rank: 570
 
jpull
 
Q11 contest
-1.68
04/02/2018 18:16
trendFollowing
2.61%
7.90%
0.50
0.51
-5.76% 9.43%
-1.68
-2.23
 Rank: 571
 
DavidWalfridson
 
Q11 contest
-1.68
06/13/2018 20:38
top_liquid_strat
36.45%
16.77%
2.24
4.13
-9.51% 14.95%
-1.68
-1.97
 Rank: 572
 
KOBAS
 
Q11 contest
-1.69
06/15/2018 02:03
1806143Q64KJJ5
8.71%
7.30%
1.22
1.94
-3.14% 5.21%
-1.69
-2.27
 Rank: 573
 
coinlab
 
Q11 contest
-1.70
06/11/2018 11:02
q_11
12.81%
12.42%
1.10
1.74
-3.69% 6.09%
-1.70
-2.31
 Rank: 574
 
s_poramet
 
Q11 contest
-1.70
06/19/2018 10:51
Three way price
23.15%
9.24%
2.74
4.20
-3.43% 5.66%
-1.70
-2.41
 Rank: 575
 
KOBAS
 
Q11 contest
-1.70
06/12/2018 05:16
171225MS1Q338KJJ2V11M4
4.38%
5.07%
0.88
1.40
-2.65% 4.40%
-1.70
-2.78