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: 651
 
KOBAS
 
Q11 contest
-2.16
06/25/2018 03:50
1806204Q79KJJ
7.18%
7351
8.08%
0.89
1.38
4.51%
322
8.05%
-2.16
0.72
 Rank: 652
 
nandithadissa
 
Q11 contest
-2.17
04/08/2018 01:21
nandithadissa
0.81%
7217
5.90%
0.19
0.22
-7.71%
377
4.36%
-2.17
-1.91
 Rank: 653
 
Sun73
 
Q11 contest
-2.18
06/27/2018 04:30
sun73_v6ccc_r0p1s5
105.44%
7400
5.68%
20.33
52.50
-7.39%
320
10.16%
-2.18
-0.97
 Rank: 654
 
Sun73
 
Q11 contest
-2.19
06/30/2018 13:35
sun73_v6e_r7p5s2
107.70%
7402
4.97%
22.49
90.33
-8.33%
317
3.87%
-2.19
-2.61
 Rank: 655
 
Sun73
 
Q11 contest
-2.20
06/27/2018 04:33
sun73_v6ccc_r7p5s3
107.41%
7400
5.07%
22.06
85.54
-0.32%
320
5.55%
-2.20
-0.08
 Rank: 656
 
KOBAS
 
Q11 contest
-2.22
06/29/2018 03:29
1806277Q16KJJX3
4.83%
7364
4.44%
1.14
1.71
-3.79%
318
4.02%
-2.22
-1.03
 Rank: 657
 
KOBAS
 
Q11 contest
-2.22
06/25/2018 06:05
1806242Q55KJJ3
7.26%
7359
6.30%
1.19
1.81
-4.87%
322
5.13%
-2.22
-0.95
 Rank: 658
 
Sun73
 
Q11 contest
-2.23
06/27/2018 04:31
sun73_v6ccc_r0p5s5t
114.64%
7400
5.03%
23.49
103.04
5.07%
320
4.67%
-2.23
1.57
 Rank: 659
 
KOBAS
 
Q11 contest
-2.24
06/25/2018 14:19
1806247Q47KJJ4
4.81%
2670
12.68%
1.28
1.54
-19.61%
309
11.33%
-2.24
-1.87
 Rank: 660
 
KOBAS
 
Q11 contest
-2.24
06/25/2018 14:57
1806247Q47KJJM
4.84%
2670
12.68%
1.28
1.55
-18.71%
314
11.36%
-2.24
-1.77
 Rank: 661
 
KOBAS
 
Q11 contest
-2.24
06/25/2018 13:56
1806247Q47KJJ2
4.54%
2670
13.75%
1.12
1.33
-19.44%
314
12.35%
-2.24
-1.76
 Rank: 662
 
charless
 
Q11 contest
-2.24
06/30/2018 23:43
GbJns
44.26%
7378
6.32%
7.16
15.94
-6.84%
282
5.99%
-2.24
-1.67
 Rank: 663
 
KOBAS
 
Q11 contest
-2.26
06/20/2018 02:54
1806197Q43KJJM2
7.80%
7354
6.40%
1.27
2.04
-5.96%
320
5.01%
-2.26
-1.51
 Rank: 664
 
Snooopy1970
 
Q11 contest
-2.26
05/01/2018 14:57
SKlearn0105
46.11%
7108
16.13%
3.23
5.98
-36.00%
352
18.80%
-2.26
-2.02
 Rank: 665
 
KOBAS
 
Q11 contest
-2.26
06/30/2018 11:08
1806277Q16KJJM4
6.80%
7392
6.57%
1.06
1.62
-4.56%
317
4.29%
-2.26
-1.16
 Rank: 666
 
KOBAS
 
Q11 contest
-2.27
06/28/2018 01:23
1806275Q2KJJ
3.30%
2724
13.17%
0.98
1.00
-28.60%
319
14.27%
-2.27
-2.29
 Rank: 667
 
KOBAS
 
Q11 contest
-2.29
06/10/2018 11:51
180610XQXKJJM
7.33%
7348
7.71%
0.99
1.49
-6.67%
332
4.38%
-2.29
-1.62
 Rank: 668
 
s_poramet
 
Q11 contest
-2.30
05/20/2018 07:46
oam_p006
4.43%
7294
3.94%
1.25
1.79
-9.48%
347
4.18%
-2.30
-2.34
 Rank: 669
 
KOBAS
 
Q11 contest
-2.31
06/30/2018 10:59
1806277Q16KJJM6
4.90%
7355
4.50%
1.09
1.68
-0.06%
312
2.45%
-2.31
-0.03
 Rank: 670
 
AzureFractal
 
Q11 contest
-2.31
06/07/2018 21:49
TimelessWisteria
20.42%
7384
6.93%
3.04
4.50
-9.49%
334
6.11%
-2.31
-1.58
 Rank: 671
 
s_poramet
 
Q11 contest
-2.33
06/10/2018 06:41
p_ycut_oo
5.85%
7383
3.42%
1.76
2.81
-2.56%
332
3.40%
-2.33
-0.86
 Rank: 672
 
KOBAS
 
Q11 contest
-2.33
06/27/2018 03:47
1806251Q3667KJJ9
3.94%
7361
3.53%
1.21
1.72
-6.36%
320
3.62%
-2.33
-1.78
 Rank: 673
 
KOBAS
 
Q11 contest
-2.33
06/19/2018 15:11
1806197Q43KJJM
6.21%
7354
4.85%
1.33
2.16
-4.74%
321
3.85%
-2.33
-1.56
 Rank: 674
 
KOBAS
 
Q11 contest
-2.35
06/20/2018 03:57
1806197Q43KJJM4
8.10%
7388
6.89%
1.24
1.84
-9.19%
325
6.24%
-2.35
-1.54
 Rank: 675
 
Sun73
 
Q11 contest
-2.37
06/30/2018 13:35
sun73_v6e_r5p5s5
117.68%
7402
5.21%
23.40
97.19
2.49%
317
5.30%
-2.37
0.61