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: 678
 
NNTOP
 
Q11 contest
-2.43
03/24/2018 05:19
trendFollowing
1.95%
7208
5.68%
0.41
0.54
-9.73%
381
4.13%
-2.43
-2.57
 Rank: 679
 
s_poramet
 
Q11 contest
-2.44
05/20/2018 07:37
oam_p004
1.86%
7369
1.37%
1.44
2.15
-2.46%
342
1.47%
-2.44
-1.69
 Rank: 680
 
KOBAS
 
Q11 contest
-2.46
06/29/2018 04:37
1806277Q16KJJX4
5.27%
7363
3.79%
1.42
2.32
-0.94%
313
3.17%
-2.46
-0.34
 Rank: 681
 
Sun73
 
Q11 contest
-2.48
06/30/2018 13:25
sun73_v6e_r3p1s2
102.13%
7402
5.93%
18.41
44.92
8.50%
312
10.39%
-2.48
1.30
 Rank: 682
 
KOBAS
 
Q11 contest
-2.48
06/30/2018 13:06
1806277Q16KJJM10
5.09%
7363
4.21%
1.25
1.94
-3.05%
312
3.46%
-2.48
-1.02
 Rank: 683
 
KOBAS
 
Q11 contest
-2.49
06/20/2018 04:16
1806197Q43KJJM5
7.97%
7352
10.26%
0.83
1.20
-11.63%
320
6.18%
-2.49
-1.75
 Rank: 684
 
KOBAS
 
Q11 contest
-2.50
06/11/2018 14:09
171225MS1Q338KJJ3V11
8.77%
1963
9.72%
1.40
1.47
-19.99%
327
10.78%
-2.50
-1.96
 Rank: 685
 
s_poramet
 
Q11 contest
-2.51
06/27/2018 00:18
SuperRenewed Cm qe1
13.31%
7398
6.74%
2.00
3.19
-1.35%
315
5.71%
-2.51
-0.28
 Rank: 686
 
JonathanBouligny
 
Q11 contest
-2.51
02/22/2018 12:42
trendFollowing
1.41%
7187
5.59%
0.33
0.39
-10.00%
403
4.28%
-2.51
-2.38
 Rank: 687
 
Sun73
 
Q11 contest
-2.53
06/27/2018 04:32
sun73_v6ccc_r5p5s3
107.21%
7400
5.07%
22.55
74.71
-4.50%
310
7.44%
-2.53
-0.80
 Rank: 688
 
KOBAS
 
Q11 contest
-2.62
06/28/2018 01:29
1806275Q2KJJ4
4.12%
2673
12.88%
1.06
1.26
-15.96%
306
11.01%
-2.62
-1.56
 Rank: 689
 
KOBAS
 
Q11 contest
-2.62
06/28/2018 01:32
1806275Q2KJJX2
4.12%
2673
12.88%
1.06
1.26
-15.96%
306
11.01%
-2.62
-1.56
 Rank: 690
 
KOBAS
 
Q11 contest
-2.62
06/28/2018 01:24
1806275Q2KJJ2
3.75%
2673
13.81%
0.89
1.06
-13.87%
306
11.63%
-2.62
-1.31
 Rank: 691
 
mwalimudan
 
Q11 contest
-2.65
06/10/2018 09:16
JustTesting12rc51Q11
23.03%
7289
13.53%
1.76
2.96
-7.72%
327
8.43%
-2.65
-1.06
 Rank: 692
 
KOBAS
 
Q11 contest
-2.68
06/29/2018 04:47
1806277Q16KJJX5
3.47%
7355
2.63%
1.33
2.15
-0.48%
313
1.67%
-2.68
-0.36
 Rank: 693
 
charless
 
Q11 contest
-2.70
06/26/2018 22:48
Hlk
133.80%
7359
5.51%
25.60
107.34
-15.91%
282
4.89%
-2.70
-4.34
 Rank: 694
 
s_poramet
 
Q11 contest
-2.70
06/03/2018 08:07
Self Disintegration 3
4.87%
7380
2.94%
1.70
2.72
-1.82%
332
2.63%
-2.70
-0.84
 Rank: 695
 
KOBAS
 
Q11 contest
-2.70
06/27/2018 04:29
1806251Q3667KJJM3
4.28%
7360
4.15%
1.10
1.63
-4.76%
315
4.34%
-2.70
-1.16
 Rank: 696
 
KOBAS
 
Q11 contest
-2.73
06/08/2018 02:50
1806083Q82KJJ
8.05%
7349
6.94%
1.19
1.79
-4.61%
328
4.68%
-2.73
-1.08
 Rank: 697
 
KOBAS
 
Q11 contest
-2.73
06/25/2018 06:09
1806242Q55KJJ4
9.53%
7357
9.27%
1.05
1.61
-4.60%
317
5.89%
-2.73
-0.82
 Rank: 698
 
AzureFractal
 
Q11 contest
-2.75
06/07/2018 11:09
SkyrmionAnd241Z
19.79%
7288
6.62%
3.10
5.31
-6.11%
329
5.67%
-2.75
-1.34
 Rank: 699
 
Sun73
 
Q11 contest
-2.79
06/29/2018 10:15
sun73_v6d_r0p1s5t
109.45%
7402
5.19%
21.83
84.00
-4.34%
313
4.76%
-2.79
-1.22
 Rank: 700
 
KOBAS
 
Q11 contest
-2.79
06/30/2018 13:11
1806277Q16KJJM11
5.02%
7363
3.69%
1.39
2.25
-1.44%
312
3.05%
-2.79
-0.55
 Rank: 701
 
KOBAS
 
Q11 contest
-2.79
06/30/2018 12:15
1806277Q16KJJM9
4.99%
7363
3.69%
1.38
2.24
-1.44%
312
3.05%
-2.79
-0.55
 Rank: 702
 
KOBAS
 
Q11 contest
-2.85
06/19/2018 06:28
1806162Q10KJJM6
13.50%
7352
13.44%
1.04
1.64
-9.33%
321
9.76%
-2.85
-1.18