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: 101
 
hellboy
 
Q11 contest
0.00
06/07/2018 06:29
12x4_20
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 102
 
hellboy
 
Q11 contest
0.00
06/07/2018 06:30
13x5_40
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 103
 
hellboy
 
Q11 contest
0.00
06/07/2018 06:30
15x5_18
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 104
 
hellboy
 
Q11 contest
0.00
06/07/2018 06:30
16x8_07
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 105
 
hellboy
 
Q11 contest
0.00
05/31/2018 07:13
14x4_60
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 106
 
hellboy
 
Q11 contest
0.00
05/31/2018 07:13
24x7_94
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 107
 
hellboy
 
Q11 contest
0.00
05/31/2018 07:13
38x9_16
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 108
 
hellboy
 
Q11 contest
0.00
05/31/2018 07:14
48x9_82
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 109
 
hellboy
 
Q11 contest
0.00
05/31/2018 07:14
85x15_63
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 110
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:25
9x3_68
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 111
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:25
11x3_42
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 112
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:26
30x7_34
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 113
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:26
44x12_00
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 114
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:26
52x10_61
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 115
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:34
32x8_75
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 116
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:34
18x5_25
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 117
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:34
78x12_99
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 118
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:35
69x13_46
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 119
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:35
58x11_97
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 120
 
hellboy
 
Q11 contest
0.00
06/05/2018 06:35
5x3_26
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 121
 
hellboy
 
Q11 contest
0.00
06/05/2018 06:35
62x11_59
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 122
 
hellboy
 
Q11 contest
0.00
06/05/2018 06:36
65x11_52
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 123
 
hellboy
 
Q11 contest
0.00
06/05/2018 06:36
74x10_68
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 124
 
hellboy
 
Q11 contest
0.00
06/05/2018 06:36
8x5_35
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---
 Rank: 125
 
hellboy
 
Q11 contest
0.00
06/06/2018 02:46
21x7_10
0.00%
7400
0.00%
-
-
0.00%
115
---
---
---