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 Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 651
 
s_poramet
 
Q11 contest
-2.13
06/06/2018 08:38
p_ycut_svbal
4.41%
3.19%
1.47
2.20
-3.06% 4.03%
-2.13
-2.95
 Rank: 652
 
KOBAS
 
Q11 contest
-2.14
06/12/2018 04:46
171225MS1Q338KJJ2V11M2
4.65%
4.12%
1.19
1.86
-2.75% 3.62%
-2.14
-3.23
 Rank: 653
 
Sun73
 
Q11 contest
-2.15
06/29/2018 09:57
sun73_v6d_r0p1s5
106.78%
5.17%
22.03
80.44
-3.29% 4.30%
-2.15
-3.42
 Rank: 654
 
stevefoeldvari
 
Q11 contest
-2.15
06/03/2018 08:59
sf0010v1
22.71%
19.86%
1.21
1.95
-6.85% 8.64%
-2.15
-2.66
 Rank: 655
 
KOBAS
 
Q11 contest
-2.15
06/11/2018 13:52
00A3L04KOBAS07V11M2
7.04%
6.00%
1.24
1.85
-5.31% 6.81%
-2.15
-2.94
 Rank: 656
 
KOBAS
 
Q11 contest
-2.16
06/25/2018 03:50
1806204Q79KJJ
6.71%
8.15%
0.89
1.27
-6.27% 7.91%
-2.16
-2.92
 Rank: 657
 
nandithadissa
 
Q11 contest
-2.17
04/08/2018 01:21
nandithadissa
0.78%
5.89%
0.19
0.21
-3.02% 3.91%
-2.17
-3.60
 Rank: 658
 
Sun73
 
Q11 contest
-2.18
06/27/2018 04:30
sun73_v6ccc_r0p1s5
103.82%
5.75%
20.33
49.18
-5.42% 6.86%
-2.18
-3.07
 Rank: 659
 
Sun73
 
Q11 contest
-2.20
06/27/2018 04:33
sun73_v6ccc_r7p5s3
105.53%
5.13%
22.06
75.46
-2.90% 3.72%
-2.20
-3.23
 Rank: 660
 
KOBAS
 
Q11 contest
-2.22
06/29/2018 03:29
1806277Q16KJJX3
4.72%
4.45%
1.14
1.67
-4.29% 5.38%
-2.22
-2.78
 Rank: 661
 
KOBAS
 
Q11 contest
-2.22
06/25/2018 06:05
1806242Q55KJJ3
7.16%
6.30%
1.19
1.78
-3.85% 4.84%
-2.22
-2.73
 Rank: 662
 
Sun73
 
Q11 contest
-2.23
06/27/2018 04:31
sun73_v6ccc_r0p5s5t
112.12%
5.07%
23.49
90.70
-3.10% 3.91%
-2.23
-3.29
 Rank: 663
 
Sun73
 
Q11 contest
-2.23
06/30/2018 13:35
sun73_v6e_r5p5s5
115.37%
5.26%
23.41
86.17
-3.38% 4.24%
-2.23
-3.54
 Rank: 664
 
KOBAS
 
Q11 contest
-2.24
06/25/2018 14:19
1806247Q47KJJ4
4.69%
12.72%
1.28
1.45
-7.21% 8.88%
-2.24
-2.88
 Rank: 665
 
KOBAS
 
Q11 contest
-2.24
06/25/2018 14:57
1806247Q47KJJM
4.69%
12.72%
1.28
1.45
-7.21% 8.88%
-2.24
-2.88
 Rank: 666
 
KOBAS
 
Q11 contest
-2.24
06/25/2018 13:56
1806247Q47KJJ2
4.54%
13.79%
1.12
1.29
-7.21% 8.88%
-2.24
-2.88
 Rank: 667
 
charless
 
Q11 contest
-2.24
06/30/2018 23:43
GbJns
43.91%
6.32%
7.16
15.75
-4.32% 5.35%
-2.24
-3.51
 Rank: 668
 
KOBAS
 
Q11 contest
-2.26
06/20/2018 02:54
1806197Q43KJJM2
7.67%
6.39%
1.27
2.00
-3.29% 4.09%
-2.26
-3.36
 Rank: 669
 
Snooopy1970
 
Q11 contest
-2.26
05/01/2018 14:57
SKlearn0105
45.27%
16.13%
3.23
5.84
-12.28% 14.25%
-2.26
-2.94
 Rank: 670
 
KOBAS
 
Q11 contest
-2.26
06/30/2018 11:08
1806277Q16KJJM4
6.62%
6.56%
1.06
1.58
-4.84% 5.91%
-2.26
-2.84
 Rank: 671
 
KOBAS
 
Q11 contest
-2.27
06/28/2018 01:23
1806275Q2KJJ
3.05%
13.23%
0.98
0.90
-9.24% 10.78%
-2.27
-3.38
 Rank: 672
 
KOBAS
 
Q11 contest
-2.29
06/10/2018 11:51
180610XQXKJJM
7.18%
7.70%
0.99
1.46
-3.64% 4.44%
-2.29
-2.90
 Rank: 673
 
s_poramet
 
Q11 contest
-2.30
05/20/2018 07:46
oam_p006
4.55%
3.94%
1.25
1.84
-4.26% 5.15%
-2.30
-2.94
 Rank: 674
 
KOBAS
 
Q11 contest
-2.31
06/30/2018 10:59
1806277Q16KJJM6
4.63%
4.53%
1.09
1.57
-2.94% 3.59%
-2.31
-3.40
 Rank: 675
 
AzureFractal
 
Q11 contest
-2.31
06/07/2018 21:49
TimelessWisteria
19.95%
6.92%
3.04
4.40
-4.45% 5.35%
-2.31
-2.98