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: 552
 
quant999
 
Q11 contest
-1.61
04/05/2018 16:33
Simple moving
1.27%
7277
5.86%
0.26
0.35
-7.49%
247
4.51%
-1.61
-2.59
 Rank: 553
 
s_poramet
 
Q11 contest
-1.61
05/27/2018 07:15
MLLB06
12.72%
7399
9.45%
1.36
2.12
-3.05%
242
7.78%
-1.61
-0.62
 Rank: 554
 
Evolution71
 
Q11 contest
-1.61
05/28/2018 09:07
PRYR12
2.53%
7393
2.54%
0.97
1.60
1.13%
242
1.52%
-1.61
1.36
 Rank: 555
 
s_poramet
 
Q11 contest
-1.62
06/09/2018 11:01
p_rol_o2
15.07%
7379
11.97%
1.31
2.04
-11.83%
242
12.92%
-1.62
-1.31
 Rank: 556
 
Sun73
 
Q11 contest
-1.64
06/25/2018 06:30
sun73_v6aaa_r7p5s3
118.03%
7402
5.77%
21.26
70.69
3.25%
242
9.07%
-1.64
0.57
 Rank: 557
 
KOBAS
 
Q11 contest
-1.65
06/19/2018 03:19
1806162Q10KJJM2
8.77%
7361
8.09%
1.13
1.81
-8.32%
247
6.06%
-1.65
-2.36
 Rank: 558
 
KOBAS
 
Q11 contest
-1.65
06/19/2018 03:29
1806162Q10KJJM2
8.77%
7361
8.09%
1.13
1.81
-8.32%
247
6.06%
-1.65
-2.36
 Rank: 559
 
KOBAS
 
Q11 contest
-1.65
06/21/2018 15:11
1806207Q66KJJ2
7.80%
7394
6.33%
1.25
2.01
-3.76%
247
5.08%
-1.65
-1.05
 Rank: 560
 
s_poramet
 
Q11 contest
-1.66
06/14/2018 22:06
Angtre
14.48%
7303
5.04%
2.94
5.01
-2.58%
247
4.58%
-1.66
-1.00
 Rank: 561
 
KOBAS
 
Q11 contest
-1.66
06/22/2018 06:53
1806207Q66KJJ4
4.91%
7394
4.42%
1.15
1.75
-3.32%
242
4.58%
-1.66
-1.06
 Rank: 562
 
stevefoeldvari
 
Q11 contest
-1.66
05/22/2018 04:06
sf0007v1
24.66%
7263
15.63%
1.61
2.66
3.03%
247
11.93%
-1.66
0.42
 Rank: 563
 
4602841690
 
Q11 contest
-1.66
06/12/2018 19:58
svm_1
4.18%
7185
12.56%
0.38
0.51
-12.53%
236
13.40%
-1.66
-1.41
 Rank: 564
 
KOBAS
 
Q11 contest
-1.66
06/12/2018 05:54
180612XQX2KJJ3
7.54%
3010
14.88%
1.09
2.11
41.24%
242
16.38%
-1.66
4.88
 Rank: 565
 
KOBAS
 
Q11 contest
-1.67
06/14/2018 01:16
180613XQXX4KJJ
8.14%
3010
14.84%
1.33
2.27
18.52%
247
16.85%
-1.67
1.90
 Rank: 566
 
jpull
 
Q11 contest
-1.68
04/02/2018 18:16
trendFollowing
3.22%
7277
7.80%
0.50
0.65
-14.16%
242
8.79%
-1.68
-2.43
 Rank: 567
 
Sun73
 
Q11 contest
-1.68
04/28/2018 05:26
sun73_v6b_r7p5s3t
103.47%
6883
14.26%
7.29
43.17
-1.91%
242
11.71%
-1.68
-0.26
 Rank: 568
 
DavidWalfridson
 
Q11 contest
-1.68
06/13/2018 20:38
top_liquid_strat
37.66%
7399
16.87%
2.24
4.27
-4.87%
242
11.39%
-1.68
-0.56
 Rank: 569
 
Sun73
 
Q11 contest
-1.68
06/29/2018 09:57
sun73_v6d_r0p1s5
110.65%
7402
5.15%
22.02
87.17
-4.33%
242
5.36%
-1.68
-1.39
 Rank: 570
 
KOBAS
 
Q11 contest
-1.69
06/15/2018 02:03
1806143Q64KJJ5
9.00%
7362
7.32%
1.23
1.99
0.16%
247
3.80%
-1.69
0.06
 Rank: 571
 
coinlab
 
Q11 contest
-1.70
06/11/2018 11:02
q_11
13.20%
7303
12.45%
1.09
1.80
-8.56%
242
7.54%
-1.70
-1.73
 Rank: 572
 
Sun73
 
Q11 contest
-1.70
06/30/2018 13:03
sun73_v6e_r0p1s5t
112.47%
7402
5.26%
21.88
81.54
1.12%
247
6.20%
-1.70
0.32
 Rank: 573
 
s_poramet
 
Q11 contest
-1.70
06/19/2018 10:51
Three way price
24.76%
7400
9.09%
2.74
4.74
-4.72%
247
6.11%
-1.70
-1.19
 Rank: 574
 
KOBAS
 
Q11 contest
-1.70
06/12/2018 05:16
171225MS1Q338KJJ2V11M4
4.33%
7354
5.05%
0.88
1.39
-2.40%
242
4.12%
-1.70
-1.04
 Rank: 575
 
zaidalissa
 
Q11 contest
-1.72
06/30/2018 06:12
ZAA_NO_ML_FUT
7.75%
7363
7.46%
1.06
1.69
-1.62%
242
6.56%
-1.72
-0.38
 Rank: 576
 
KOBAS
 
Q11 contest
-1.72
06/23/2018 14:02
1806202Q90KJJ3
7.43%
7393
6.48%
1.18
1.83
-4.32%
247
5.35%
-1.72
-1.14