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: 76
 
s_poramet
 
Q11 contest
0.26
06/13/2018 09:15
SA isq
13.14%
7388
4.73%
2.77
4.80
3.87%
310
4.12%
0.26
1.20
 Rank: 77
 
s_poramet
 
Q11 contest
0.26
06/12/2018 06:06
DBall 405
6.23%
7387
2.33%
2.64
4.98
1.79%
306
1.40%
0.26
1.85
 Rank: 78
 
AzureFractal
 
Q11 contest
0.25
06/05/2018 05:11
SkyrmionClarity
20.79%
7286
6.63%
3.22
5.80
-3.51%
311
5.41%
0.25
-0.94
 Rank: 79
 
s_poramet
 
Q11 contest
0.24
06/29/2018 04:26
Nova
18.56%
7400
7.90%
2.31
3.72
6.48%
298
4.61%
0.24
1.92
 Rank: 80
 
s_poramet
 
Q11 contest
0.22
06/24/2018 01:26
SuperRenewed 4V qb1
25.26%
7395
8.11%
3.19
5.05
-1.65%
302
9.36%
0.22
-0.21
 Rank: 81
 
4602841690
 
Q11 contest
0.19
05/23/2018 03:05
ES_variables
1.76%
7160
10.31%
0.19
0.26
-4.25%
312
9.75%
0.27
-0.51
 Rank: 82
 
maxam
 
Q11 contest
0.19
05/30/2018 22:12
trend_following
6.52%
4803
38.65%
0.19
1.64
185.68%
308
155.21%
0.74
54.88
 Rank: 83
 
s_poramet
 
Q11 contest
0.18
06/12/2018 06:21
p_fw_ibal
14.25%
7386
8.71%
1.63
2.70
1.45%
306
5.01%
0.18
0.40
 Rank: 84
 
s_poramet
 
Q11 contest
0.17
05/22/2018 10:50
SimpleMinded
4.24%
7372
1.39%
3.05
5.38
0.79%
321
1.24%
0.17
0.80
 Rank: 85
 
s_poramet
 
Q11 contest
0.15
06/29/2018 04:27
Nova B4
18.15%
7400
9.49%
1.89
2.96
5.59%
293
5.61%
0.15
1.38
 Rank: 86
 
s_poramet
 
Q11 contest
0.15
06/29/2018 04:27
Nova X
17.64%
7400
6.67%
2.60
4.52
6.90%
293
3.81%
0.15
2.74
 Rank: 87
 
Sun73
 
Q11 contest
0.14
06/26/2018 04:42
sun73_v6bbb_r5p5s5
111.94%
7399
5.16%
22.37
89.34
-2.01%
296
5.04%
0.14
-0.55
 Rank: 88
 
Sun73
 
Q11 contest
0.13
06/27/2018 04:31
sun73_v6ccc_r0p5s5
112.93%
7400
5.11%
23.04
91.09
-9.81%
295
5.18%
0.13
-2.56
 Rank: 89
 
charless
 
Q11 contest
0.13
06/28/2018 20:14
BllSmtrvch
77.47%
7390
6.58%
11.99
35.12
-0.82%
299
5.95%
0.13
-0.19
 Rank: 90
 
penweipenwei
 
Q11 contest
0.13
02/23/2018 06:10
TSmmm
1.79%
5129
17.24%
0.13
0.16
-5.17%
369
15.74%
0.72
-0.34
 Rank: 91
 
KOBAS
 
Q11 contest
0.05
06/08/2018 01:08
180109MSE1Q63776KJJV11
4.57%
7346
4.52%
1.00
1.57
2.34%
308
3.55%
0.05
1.00
 Rank: 92
 
Sun73
 
Q11 contest
0.05
06/27/2018 04:33
sun73_v6ccc_r5p5s5
111.12%
7400
5.21%
22.35
80.91
-8.54%
295
6.16%
0.05
-1.88
 Rank: 93
 
s_poramet
 
Q11 contest
0.04
06/12/2018 06:04
Ball 405
7.40%
7387
2.26%
3.26
6.00
1.86%
306
1.60%
0.04
1.59
 Rank: 94
 
KOBAS
 
Q11 contest
0.03
06/26/2018 05:16
1806245Q7KJJ3
3.85%
7387
3.37%
1.14
1.85
0.32%
296
2.73%
0.03
0.18
 Rank: 95
 
KOBAS
 
Q11 contest
0.03
06/26/2018 05:20
1806245Q7KJJ3
3.85%
7387
3.37%
1.14
1.85
0.32%
296
2.73%
0.03
0.18
 Rank: 96
 
s_poramet
 
Q11 contest
0.02
06/20/2018 11:01
Bundle 1234
18.90%
7393
7.61%
2.53
3.86
0.07%
300
9.04%
0.02
0.01
 Rank: 97
 
limchuansiang
 
Q11 contest
0.02
02/20/2018 05:21
simple_ma_crossover
0.24%
7069
4.74%
0.02
0.08
5.09%
377
3.53%
1.72
1.70
 Rank: 98
 
Sun73
 
Q11 contest
0.01
06/29/2018 10:14
sun73_v6d_r3p1s5
92.55%
7402
5.67%
16.69
39.29
-4.24%
293
4.95%
0.01
-1.19
 Rank: 99
 
s_poramet
 
Q11 contest
0.00
06/12/2018 06:06
WBall 405
6.37%
7387
2.29%
2.81
4.87
-0.46%
311
1.87%
0.00
-0.30
 Rank: 100
 
s_poramet
 
Q11 contest
0.00
06/24/2018 01:25
SuperRenewed 4V
16.42%
7395
7.95%
2.10
3.22
2.66%
297
9.40%
0.00
0.37