Quantitative trading competition Q11, Guaranteed investments of $2,250,000

CLOSED

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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 701
 
KOBAS
 
Q11 contest
-2.79
06/30/2018 13:11
1806277Q16KJJM11
4.85%
3.72%
1.39
2.16
-4.33% 4.32%
-2.79
-3.68
 Rank: 702
 
KOBAS
 
Q11 contest
-2.79
06/30/2018 12:15
1806277Q16KJJM9
4.82%
3.71%
1.38
2.15
-4.33% 4.32%
-2.79
-3.69
 Rank: 703
 
KOBAS
 
Q11 contest
-2.85
06/19/2018 06:28
1806162Q10KJJM6
13.43%
13.42%
1.04
1.63
-9.32% 8.67%
-2.85
-3.92
 Rank: 704
 
KOBAS
 
Q11 contest
-2.85
06/28/2018 12:09
1806277Q16KJJ3
7.68%
7.41%
1.08
1.61
-6.74% 6.43%
-2.85
-3.56
 Rank: 705
 
stevefoeldvari
 
Q11 contest
-2.90
04/23/2018 13:44
sf0005
18.38%
21.26%
0.97
1.51
-19.27% 15.93%
-2.90
-4.32
 Rank: 706
 
Junming Mao
 
Q11 contest
-3.03
03/06/2018 14:17
trendFollowing
1.91%
5.77%
0.42
0.52
-4.41% 4.04%
-3.03
-4.66
 Rank: 707
 
KOBAS
 
Q11 contest
-3.04
06/07/2018 03:38
171227MSE1Q185731KJJ2V11
4.63%
7.41%
1.11
1.36
-7.11% 6.32%
-3.04
-4.57
 Rank: 708
 
mwalimudan
 
Q11 contest
-3.05
06/10/2018 08:40
JustTesting12rc5Q11
21.00%
11.56%
1.91
3.19
-10.67% 9.14%
-3.05
-4.08
 Rank: 709
 
KOBAS
 
Q11 contest
-3.06
06/07/2018 03:33
171226MSE5Q12KJJV11
6.70%
6.11%
1.16
1.80
-5.79% 5.19%
-3.06
-4.43
 Rank: 710
 
KOBAS
 
Q11 contest
-3.07
06/19/2018 06:07
1806162Q10KJJM5
11.91%
13.46%
0.98
1.43
-8.21% 7.16%
-3.07
-3.96
 Rank: 711
 
Chadst88
 
Q11 contest
-3.08
04/22/2018 07:46
trendFollowing
1.58%
5.73%
0.36
0.43
-4.68% 4.20%
-3.08
-4.64
 Rank: 712
 
laihoikin
 
Q11 contest
-3.10
03/07/2018 23:38
FirstTestingSystem
1.90%
5.73%
0.42
0.52
-4.40% 3.94%
-3.10
-4.74
 Rank: 713
 
KOBAS
 
Q11 contest
-3.15
06/28/2018 13:15
1806277Q16KJJ4
10.58%
8.34%
1.31
2.05
-6.92% 5.95%
-3.15
-4.19
 Rank: 714
 
stevefoeldvari
 
Q11 contest
-3.19
04/23/2018 13:45
sf0006
4.04%
3.60%
1.25
1.94
-3.11% 2.74%
-3.19
-4.61
 Rank: 715
 
charless
 
Q11 contest
-3.23
06/27/2018 17:05
Chrstnvrhrt
89.11%
6.45%
14.34
44.09
-6.20% 5.24%
-3.23
-4.48
 Rank: 716
 
KOBAS
 
Q11 contest
-3.24
06/29/2018 05:37
1806277Q16KJJM
5.28%
5.07%
1.08
1.73
-5.47% 4.65%
-3.24
-4.45
 Rank: 717
 
stevefoeldvari
 
Q11 contest
-3.24
03/14/2018 01:59
sf0001
13.53%
24.03%
0.67
0.93
-14.34% 11.35%
-3.24
-4.52
 Rank: 718
 
stevefoeldvari
 
Q11 contest
-3.24
03/15/2018 06:29
sf0002
13.53%
24.03%
0.67
0.93
-14.34% 11.35%
-3.24
-4.52
 Rank: 719
 
s_poramet
 
Q11 contest
-3.35
06/03/2018 07:43
Self Disintegration 2
3.88%
2.93%
1.34
2.17
-3.04% 2.55%
-3.35
-5.19
 Rank: 720
 
KOBAS
 
Q11 contest
-3.41
06/20/2018 03:40
1806197Q43KJJM3
8.35%
9.03%
0.99
1.45
-5.19% 4.20%
-3.41
-4.49
 Rank: 721
 
KOBAS
 
Q11 contest
-3.93
06/29/2018 01:29
1806277Q16KJJX
3.42%
3.22%
1.16
1.72
-4.90% 3.45%
-3.93
-5.02
 Rank: 722
 
charless
 
Q11 contest
-3.94
06/26/2018 22:48
Rhdy
133.83%
5.24%
26.99
121.38
-5.15% 3.61%
-3.94
-5.98
 Rank: 723
 
charless
 
Q11 contest
-4.06
06/26/2018 22:48
BlckWdw
134.18%
5.44%
26.38
115.43
-5.64% 3.81%
-4.06
-6.35