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: 601
 
KOBAS
 
Q11 contest
-1.85
06/27/2018 03:42
1806251Q3667KJJ8
5.18%
7393
5.05%
1.08
1.53
-6.16%
247
5.70%
-1.85
-1.46
 Rank: 602
 
Sun73
 
Q11 contest
-1.85
06/27/2018 04:32
sun73_v6ccc_r5p5s3
108.91%
7402
5.05%
22.55
76.74
1.49%
242
8.23%
-1.85
0.29
 Rank: 603
 
s_poramet
 
Q11 contest
-1.85
06/09/2018 10:53
p_rol_o
15.67%
7379
18.56%
0.91
1.26
-24.81%
242
18.53%
-1.85
-1.78
 Rank: 604
 
AzureFractal
 
Q11 contest
-1.86
06/07/2018 21:47
TimelessAnakiwa
15.09%
7400
6.78%
2.29
3.49
-9.29%
242
5.70%
-1.86
-2.30
 Rank: 605
 
KOBAS
 
Q11 contest
-1.88
06/28/2018 01:31
1806275Q2KJJX
3.67%
2725
12.35%
0.98
1.25
-17.34%
247
11.11%
-1.88
-2.16
 Rank: 606
 
KOBAS
 
Q11 contest
-1.89
06/28/2018 01:28
1806275Q2KJJ3
4.48%
2725
12.52%
1.17
1.51
-18.53%
247
11.55%
-1.89
-2.27
 Rank: 607
 
Sun73
 
Q11 contest
-1.89
06/29/2018 12:19
sun73_v6d_r5p5s5t
121.20%
7402
5.17%
23.79
118.42
-1.62%
247
3.78%
-1.89
-0.72
 Rank: 608
 
KOBAS
 
Q11 contest
-1.89
06/25/2018 05:51
1806242Q55KJJ2
6.67%
7364
6.92%
1.03
1.50
-9.78%
242
6.69%
-1.89
-1.87
 Rank: 609
 
AzureFractal
 
Q11 contest
-1.91
06/08/2018 11:28
TimelessShalimar
25.68%
7400
6.80%
3.88
6.15
-13.21%
242
6.43%
-1.91
-2.86
 Rank: 610
 
KOBAS
 
Q11 contest
-1.92
06/29/2018 01:35
1806277Q16KJJX2
4.51%
7306
3.68%
1.17
1.99
8.22%
247
3.78%
-1.92
4.22
 Rank: 611
 
NNTOP
 
Q11 contest
-1.92
04/04/2018 14:17
ALPHA_version_2
6.67%
7185
10.26%
0.69
0.99
-0.89%
241
14.57%
-1.92
-0.10
 Rank: 612
 
NNTOP
 
Q11 contest
-1.92
03/29/2018 14:57
ALPHA_version_1
6.67%
7185
10.26%
0.69
0.99
-0.89%
241
14.57%
-1.92
-0.10
 Rank: 613
 
KOBAS
 
Q11 contest
-1.94
06/12/2018 01:44
171225MS1Q338KJJ3V11AM2
4.60%
7390
4.01%
1.17
1.87
-2.23%
247
3.06%
-1.94
-1.16
 Rank: 614
 
KOBAS
 
Q11 contest
-1.94
06/29/2018 05:21
1806277Q16KJJX6
4.00%
7305
3.60%
1.12
1.79
-0.36%
247
2.34%
-1.94
-0.23
 Rank: 615
 
spmuppar
 
Q11 contest
-1.95
03/02/2018 03:31
rsiExample
0.06%
7277
7.00%
0.03
0.01
-5.24%
247
5.36%
-1.95
-1.54
 Rank: 616
 
kes1979
 
Q11 contest
-1.95
04/23/2018 04:54
rsiExample
0.06%
7277
7.00%
0.03
0.01
-5.24%
247
5.36%
-1.95
-1.54
 Rank: 617
 
kes1979
 
Q11 contest
-1.95
04/23/2018 05:09
rsiExample
0.03%
7277
7.00%
0.03
0.01
-6.10%
242
5.36%
-1.95
-1.82
 Rank: 618
 
kes1979
 
Q11 contest
-1.95
04/23/2018 06:00
rsiExample
0.03%
7277
7.00%
0.03
0.01
-6.10%
242
5.36%
-1.95
-1.82
 Rank: 619
 
kes1979
 
Q11 contest
-1.95
04/23/2018 07:03
myrsi
0.06%
7277
7.00%
0.03
0.01
-5.24%
247
5.36%
-1.95
-1.54
 Rank: 620
 
kes1979
 
Q11 contest
-1.95
04/23/2018 07:08
myrsi
0.03%
7277
7.00%
0.03
0.01
-6.10%
242
5.36%
-1.95
-1.82
 Rank: 621
 
kes1979
 
Q11 contest
-1.95
04/23/2018 07:10
myrsi
0.03%
7277
7.00%
0.03
0.01
-6.10%
242
5.36%
-1.95
-1.82
 Rank: 622
 
kes1979
 
Q11 contest
-1.95
04/23/2018 07:13
myrsi
0.03%
7277
7.00%
0.03
0.01
-6.10%
242
5.36%
-1.95
-1.82
 Rank: 623
 
kes1979
 
Q11 contest
-1.95
04/23/2018 07:18
rsiExample
0.06%
7277
7.00%
0.03
0.01
-5.24%
247
5.36%
-1.95
-1.54
 Rank: 624
 
kes1979
 
Q11 contest
-1.95
04/23/2018 07:20
rsiExample
0.06%
7277
7.00%
0.03
0.01
-5.24%
247
5.36%
-1.95
-1.54
 Rank: 625
 
kes1979
 
Q11 contest
-1.95
04/23/2018 07:49
rsiExample
0.03%
7277
7.00%
0.03
0.01
-6.10%
242
5.36%
-1.95
-1.82