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: 577
 
ethanator
 
Q11 contest
-1.72
06/05/2018 13:18
testSMASystem
1.73%
7277
5.71%
0.36
0.49
-8.76%
247
4.14%
-1.72
-3.30
 Rank: 578
 
KOBAS
 
Q11 contest
-1.74
06/27/2018 02:00
1806251Q3667KJJ5
4.41%
7394
4.64%
0.99
1.43
-4.12%
242
4.99%
-1.74
-1.16
 Rank: 579
 
s_poramet
 
Q11 contest
-1.75
06/02/2018 08:49
SS_RopeBound
10.27%
7400
3.52%
2.88
5.29
4.05%
247
3.09%
-1.75
2.43
 Rank: 580
 
KOBAS
 
Q11 contest
-1.75
06/25/2018 14:17
1806247Q47KJJ3
4.82%
4303
9.20%
1.04
1.39
-14.73%
247
10.02%
-1.75
-2.11
 Rank: 581
 
KOBAS
 
Q11 contest
-1.75
06/11/2018 06:31
00A3L04KOBAS07V11M
7.52%
7392
6.25%
1.21
1.88
-1.98%
247
4.96%
-1.75
-0.57
 Rank: 582
 
charless
 
Q11 contest
-1.75
06/26/2018 22:48
TnyStrk
68.51%
7360
6.24%
11.16
31.90
-7.58%
247
4.54%
-1.75
-2.69
 Rank: 583
 
KOBAS
 
Q11 contest
-1.77
06/27/2018 02:57
1806251Q3667KJJ6
5.66%
7390
4.63%
1.26
1.95
-3.60%
242
5.02%
-1.77
-1.04
 Rank: 584
 
KOBAS
 
Q11 contest
-1.77
06/15/2018 02:01
1806143Q64KJJ4
9.11%
7362
7.41%
1.23
2.00
-0.83%
242
3.93%
-1.77
-0.31
 Rank: 585
 
Sun73
 
Q11 contest
-1.77
06/26/2018 04:43
sun73_v6bbb_r7p5s3
128.03%
7402
15.04%
8.53
51.08
3.81%
247
13.62%
-1.77
0.43
 Rank: 586
 
Sun73
 
Q11 contest
-1.78
06/26/2018 04:43
sun73_v6bbb_r7p5s3t
131.94%
7402
15.29%
8.61
61.21
1.39%
247
10.19%
-1.78
0.22
 Rank: 587
 
s_poramet
 
Q11 contest
-1.79
06/02/2018 11:34
8ofHearts TightBound
4.51%
7400
1.89%
2.40
4.18
-0.76%
242
1.70%
-1.79
-0.74
 Rank: 588
 
Moisch
 
Q11 contest
-1.79
05/29/2018 11:26
test
1.57%
7277
5.84%
0.30
0.42
-6.05%
247
4.62%
-1.79
-2.09
 Rank: 589
 
Snooopy1970
 
Q11 contest
-1.79
02/07/2018 15:10
Piersicuta0702
61.98%
7079
33.92%
1.94
3.42
-20.51%
236
25.11%
-1.79
-1.34
 Rank: 590
 
Snooopy1970
 
Q11 contest
-1.79
02/12/2018 12:32
Piersicuta0702
61.98%
7079
33.92%
1.94
3.42
-20.51%
236
25.11%
-1.79
-1.34
 Rank: 591
 
Cosmo Connor
 
Q11 contest
-1.79
06/24/2018 12:51
QTFB201806242151
-0.20%
7277
5.74%
-0.01
-0.05
-5.12%
246
4.64%
-1.79
-1.76
 Rank: 592
 
mwalimudan
 
Q11 contest
-1.80
06/29/2018 03:34
JustTesting4Q11BIGGEST
23.12%
7304
15.36%
1.53
2.54
-0.40%
242
12.20%
-1.80
-0.05
 Rank: 593
 
mwalimudan
 
Q11 contest
-1.80
06/29/2018 03:29
JustTesting4Q11BIGGER
17.22%
7304
8.35%
2.13
3.63
-2.57%
242
9.92%
-1.80
-0.43
 Rank: 594
 
mwalimudan
 
Q11 contest
-1.80
06/29/2018 03:27
JustTesting4Q11BIG
17.22%
7304
8.35%
2.13
3.63
-2.57%
242
9.92%
-1.80
-0.43
 Rank: 595
 
KOBAS
 
Q11 contest
-1.80
06/27/2018 04:22
1806251Q3667KJJM2
6.54%
7391
5.04%
1.34
2.06
-4.54%
242
5.31%
-1.80
-1.21
 Rank: 596
 
KOBAS
 
Q11 contest
-1.81
06/23/2018 15:05
1806202Q90KJJ4
9.50%
7392
7.11%
1.35
2.21
-2.40%
242
6.05%
-1.81
-0.61
 Rank: 597
 
mwalimudan
 
Q11 contest
-1.81
06/30/2018 09:53
JustTesting26Q11
16.25%
7304
6.87%
2.42
4.35
-4.36%
237
5.66%
-1.81
-1.33
 Rank: 598
 
KOBAS
 
Q11 contest
-1.82
06/15/2018 01:58
1806143Q64KJJ2
10.35%
7362
8.46%
1.23
2.00
-1.01%
247
5.13%
-1.82
-0.29
 Rank: 599
 
KOBAS
 
Q11 contest
-1.83
06/12/2018 03:04
171225MS1Q338KJJ3V11AM3
4.94%
7354
5.44%
0.92
1.48
-1.45%
247
4.20%
-1.83
-0.59
 Rank: 600
 
KOBAS
 
Q11 contest
-1.84
06/15/2018 02:00
1806143Q64KJJ3
9.52%
7362
7.74%
1.23
2.01
-1.27%
242
4.56%
-1.84
-0.43
 Rank: 601
 
Marcus
 
Q11 contest
-1.84
04/11/2018 16:18
SystemFour
0.67%
7226
6.13%
0.16
0.17
-7.32%
242
3.67%
-1.84
-2.77