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: 126
 
Sun73
 
Q11 contest
-0.02
06/24/2018 13:06
sun73_v6aa_r0p1s5_test9201806241706
108.04%
7402
5.33%
20.40
74.78
2.45%
207
5.53%
-0.02
0.95
 Rank: 127
 
Sun73
 
Q11 contest
-0.02
06/25/2018 06:35
sun73_v6aaa_r0p1s5
108.04%
7402
5.33%
20.40
74.78
2.45%
207
5.53%
-0.02
0.95
 Rank: 128
 
Sun73
 
Q11 contest
-0.02
06/26/2018 04:39
sun73_v6bbb_r0p1s5
108.04%
7402
5.33%
20.40
74.78
2.45%
207
5.53%
-0.02
0.95
 Rank: 129
 
Sun73
 
Q11 contest
-0.02
06/14/2018 04:49
sun73_v6c_r0p1s5_v2201806140848
70.19%
7402
5.10%
13.80
41.82
2.45%
207
5.53%
-0.02
0.95
 Rank: 130
 
Sun73
 
Q11 contest
-0.03
06/30/2018 13:03
sun73_v6e_r0p1s5t
112.93%
7402
5.23%
21.82
84.22
0.18%
209
5.61%
-0.03
0.06
 Rank: 131
 
s_poramet
 
Q11 contest
-0.06
05/30/2018 08:17
Sausaging
8.57%
7400
2.44%
3.48
6.58
2.17%
207
2.63%
-0.06
1.71
 Rank: 132
 
s_poramet
 
Q11 contest
-0.06
06/29/2018 03:59
CSSC Y
18.39%
7400
7.11%
2.55
4.09
5.10%
207
6.45%
-0.06
1.47
 Rank: 133
 
s_poramet
 
Q11 contest
-0.07
06/23/2018 09:06
SuperRenewed Y
19.99%
7400
8.56%
2.31
3.61
8.69%
207
10.61%
-0.07
1.48
 Rank: 134
 
KOBAS
 
Q11 contest
-0.08
06/11/2018 01:44
1806105Q38KJJM2
5.92%
5039
9.33%
0.94
1.42
2.35%
207
10.00%
-0.08
0.47
 Rank: 135
 
KOBAS
 
Q11 contest
-0.08
06/13/2018 00:37
180612XQXKJJ2
5.65%
3010
13.15%
1.22
1.76
-13.91%
207
15.42%
-0.08
-1.55
 Rank: 136
 
s_poramet
 
Q11 contest
-0.09
06/17/2018 09:44
Renewed V
16.34%
7398
8.57%
1.89
3.05
2.92%
207
8.14%
-0.09
0.65
 Rank: 137
 
charless
 
Q11 contest
-0.10
06/28/2018 20:14
ClrkGrgg
88.57%
7391
6.91%
12.82
42.71
1.36%
207
6.09%
-0.10
0.45
 Rank: 138
 
Sun73
 
Q11 contest
-0.10
06/26/2018 04:42
sun73_v6bbb_r5p5s5
113.87%
7402
5.15%
22.34
94.22
-0.05%
207
5.36%
-0.10
-0.02
 Rank: 139
 
Evolution71
 
Q11 contest
-0.10
06/26/2018 01:29
Forward2
7.41%
7396
6.48%
1.15
1.88
-2.23%
207
5.39%
-0.10
-0.82
 Rank: 140
 
Sun73
 
Q11 contest
-0.10
06/29/2018 10:14
sun73_v6d_r3p1s5
94.06%
7402
5.65%
16.73
40.18
-1.47%
207
5.12%
-0.10
-0.58
 Rank: 141
 
s_poramet
 
Q11 contest
-0.11
06/17/2018 09:23
Renewed Y
18.33%
7400
9.09%
1.99
3.08
4.58%
207
8.75%
-0.11
0.94
 Rank: 142
 
s_poramet
 
Q11 contest
-0.11
06/17/2018 09:17
Renewed Y
17.09%
7400
8.90%
1.90
2.88
4.58%
207
8.75%
-0.11
0.94
 Rank: 143
 
Sun73
 
Q11 contest
-0.11
06/30/2018 13:26
sun73_v6e_r3p1s5
94.72%
7402
5.49%
17.23
43.83
1.00%
209
4.08%
-0.11
0.53
 Rank: 144
 
KOBAS
 
Q11 contest
-0.11
06/11/2018 01:42
1806105Q38KJJM
6.28%
5039
9.59%
0.97
1.46
2.80%
207
10.25%
-0.11
0.54
 Rank: 145
 
algonell
 
Q11 contest
-0.11
05/20/2018 08:09
AlgonellQ11
4.60%
7211
12.91%
0.36
0.55
-0.55%
202
11.86%
-0.11
-0.09
 Rank: 146
 
s_poramet
 
Q11 contest
-0.11
06/24/2018 01:26
SuperRenewed 4V qb3
25.50%
7400
8.68%
2.94
4.74
-0.93%
207
9.00%
-0.11
-0.18
 Rank: 147
 
s_poramet
 
Q11 contest
-0.12
05/27/2018 09:09
p_m
12.75%
7363
12.01%
1.06
1.57
4.15%
207
14.14%
-0.12
0.52
 Rank: 148
 
s_poramet
 
Q11 contest
-0.12
05/30/2018 08:13
Mount Code
20.98%
7363
15.93%
1.31
2.02
4.15%
207
14.14%
-0.12
0.52
 Rank: 149
 
charless
 
Q11 contest
-0.14
06/27/2018 17:47
WllmGntrRv
52.49%
7381
7.18%
7.31
15.91
1.03%
207
6.47%
-0.14
0.33
 Rank: 150
 
Sun73
 
Q11 contest
-0.14
04/27/2018 16:29
sun73_v6a_r3p5s5
83.80%
6883
4.90%
17.22
58.37
-1.19%
207
4.35%
-0.14
-0.54