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: 626
 
KOBAS
 
Q11 contest
-1.99
06/07/2018 03:34
180114MSE1Q25596KJJV11
8.40%
7392
6.01%
1.39
2.25
-1.23%
203
4.30%
-1.99
-0.50
 Rank: 627
 
charless
 
Q11 contest
-1.99
06/26/2018 23:33
AgntClsn
72.39%
7391
6.63%
10.97
31.79
-4.85%
198
6.11%
-1.99
-1.55
 Rank: 628
 
sapa
 
Q11 contest
-2.01
04/09/2018 05:02
trnd
-0.31%
7277
5.70%
-0.04
-0.08
-2.24%
207
4.74%
-2.01
-0.88
 Rank: 629
 
KOBAS
 
Q11 contest
-2.03
06/30/2018 11:01
1806277Q16KJJM5
8.21%
7391
6.55%
1.25
2.04
-1.17%
207
4.28%
-2.03
-0.49
 Rank: 630
 
Sun73
 
Q11 contest
-2.03
06/28/2018 15:35
sun73_v6d_r5p5s5
117.97%
7402
5.20%
22.80
113.91
-0.31%
207
4.10%
-2.03
-0.17
 Rank: 631
 
kirilov
 
Q11 contest
-2.03
06/02/2018 04:45
untitled0
2.27%
7266
8.62%
0.29
0.42
-7.64%
207
7.03%
-2.03
-2.17
 Rank: 632
 
Sun73
 
Q11 contest
-2.04
06/27/2018 04:33
sun73_v6ccc_r7p5s3
109.31%
7402
5.02%
22.04
96.89
-4.47%
207
4.75%
-2.04
-1.87
 Rank: 633
 
s_poramet
 
Q11 contest
-2.05
06/02/2018 09:12
cp10
8.91%
7400
3.59%
2.45
4.24
2.47%
207
3.26%
-2.05
1.55
 Rank: 634
 
s_poramet
 
Q11 contest
-2.08
06/26/2018 03:05
SuperRenewed Cut Sem
38.63%
7400
9.28%
4.11
7.33
5.89%
203
7.94%
-2.08
1.46
 Rank: 635
 
River2000
 
Q11 contest
-2.08
03/18/2018 20:27
rivertrade
-0.29%
7277
5.67%
-0.05
-0.08
-1.14%
207
4.59%
-2.08
-0.47
 Rank: 636
 
s_poramet
 
Q11 contest
-2.09
05/19/2018 11:36
oam_p002
3.29%
7400
1.81%
1.86
2.85
-1.56%
207
2.32%
-2.09
-1.07
 Rank: 637
 
s_poramet
 
Q11 contest
-2.09
05/30/2018 09:58
SuccessStories
9.51%
7400
3.81%
2.45
4.26
3.16%
207
3.42%
-2.09
1.93
 Rank: 638
 
KOBAS
 
Q11 contest
-2.09
06/27/2018 03:06
1806251Q3667KJJ7
6.28%
7360
6.12%
1.06
1.62
-3.63%
207
6.54%
-2.09
-0.92
 Rank: 639
 
charless
 
Q11 contest
-2.11
06/26/2018 23:24
Ynsn
70.94%
7391
6.60%
10.82
29.60
-2.96%
207
6.20%
-2.11
-0.93
 Rank: 640
 
KOBAS
 
Q11 contest
-2.11
06/19/2018 02:01
1806162Q10KJJM
7.26%
7362
6.87%
1.10
1.76
-7.68%
203
5.60%
-2.11
-2.74
 Rank: 641
 
s_poramet
 
Q11 contest
-2.11
06/26/2018 03:06
SuperRenewed Cut Semseab5
38.93%
7400
10.51%
3.66
6.59
4.20%
203
8.37%
-2.11
0.97
 Rank: 642
 
AzureFractal
 
Q11 contest
-2.12
06/05/2018 04:57
AvryTwo
19.99%
7304
7.49%
2.74
4.71
-7.46%
207
6.12%
-2.12
-2.19
 Rank: 643
 
s_poramet
 
Q11 contest
-2.13
06/27/2018 00:17
SuperRenewed Cm qem4
13.00%
7400
8.43%
1.55
2.47
-2.68%
207
8.10%
-2.13
-0.62
 Rank: 644
 
KOBAS
 
Q11 contest
-2.13
06/22/2018 03:40
1806207Q66KJJ3
8.62%
7392
5.97%
1.44
2.41
-0.84%
207
4.74%
-2.13
-0.32
 Rank: 645
 
s_poramet
 
Q11 contest
-2.13
06/06/2018 08:38
p_ycut_svbal
4.45%
7395
3.19%
1.47
2.22
-5.74%
203
4.09%
-2.13
-2.37
 Rank: 646
 
KOBAS
 
Q11 contest
-2.14
06/12/2018 04:46
171225MS1Q338KJJ2V11M2
4.76%
7361
4.14%
1.18
1.89
-3.91%
207
3.29%
-2.14
-2.21
 Rank: 647
 
stevefoeldvari
 
Q11 contest
-2.15
06/03/2018 08:59
sf0010v1
23.81%
7351
19.97%
1.21
2.04
-9.56%
203
10.85%
-2.15
-1.55
 Rank: 648
 
KOBAS
 
Q11 contest
-2.15
06/11/2018 13:52
00A3L04KOBAS07V11M2
7.41%
7392
6.02%
1.24
1.94
-2.96%
207
4.95%
-2.15
-1.01
 Rank: 649
 
KOBAS
 
Q11 contest
-2.16
06/25/2018 03:50
1806204Q79KJJ
7.24%
7355
8.06%
0.89
1.39
3.21%
207
7.70%
-2.16
0.80
 Rank: 650
 
nandithadissa
 
Q11 contest
-2.17
04/08/2018 01:21
nandithadissa
0.94%
7277
5.93%
0.19
0.25
-5.49%
207
4.80%
-2.17
-2.15