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
 
hellboy
 
Q11 contest
0.00
05/29/2018 07:35
58x11_97
0.00%
7400
0.00%
-
-
0.00%
158
---
---
---
 Rank: 127
 
KOBAS
 
Q11 contest
-0.01
06/07/2018 03:27
180109MSE1Q208630KJJV11
7.96%
7357
5.94%
1.32
2.12
1.54%
158
4.92%
-0.01
0.82
 Rank: 128
 
AzureFractal
 
Q11 contest
-0.01
06/07/2018 10:22
SkyrmionPlusUltra00
32.01%
7304
6.41%
5.01
9.95
1.18%
158
6.20%
-0.01
0.54
 Rank: 129
 
Sun73
 
Q11 contest
-0.02
06/24/2018 08:25
sun73_v6aa_r0p1s5_test4201806241225
67.49%
7402
4.89%
13.81
40.39
-0.60%
158
6.04%
-0.02
-0.28
 Rank: 130
 
Sun73
 
Q11 contest
-0.02
06/24/2018 09:36
sun73_v6aa_r0p1s5_test5201806241336
67.49%
7402
4.89%
13.81
40.39
-0.60%
158
6.04%
-0.02
-0.28
 Rank: 131
 
Sun73
 
Q11 contest
-0.02
06/24/2018 11:14
sun73_v6aa_r0p1s5_test8201806241514
98.53%
7402
5.10%
19.35
67.41
-0.60%
158
6.04%
-0.02
-0.28
 Rank: 132
 
Sun73
 
Q11 contest
-0.02
06/24/2018 13:06
sun73_v6aa_r0p1s5_test9201806241706
108.80%
7402
5.33%
20.40
75.32
-0.75%
158
6.12%
-0.02
-0.35
 Rank: 133
 
Sun73
 
Q11 contest
-0.02
06/14/2018 04:49
sun73_v6c_r0p1s5_v2201806140848
70.60%
7402
5.11%
13.80
42.03
-0.75%
158
6.12%
-0.02
-0.35
 Rank: 134
 
Sun73
 
Q11 contest
-0.02
06/25/2018 06:35
sun73_v6aaa_r0p1s5
108.80%
7402
5.33%
20.40
75.32
-0.75%
158
6.12%
-0.02
-0.35
 Rank: 135
 
Sun73
 
Q11 contest
-0.02
06/26/2018 04:39
sun73_v6bbb_r0p1s5
108.80%
7402
5.33%
20.40
75.32
-0.75%
158
6.12%
-0.02
-0.35
 Rank: 136
 
s_poramet
 
Q11 contest
-0.06
06/29/2018 03:59
CSSC Y
18.34%
7400
7.13%
2.55
4.06
0.50%
158
7.20%
-0.06
0.17
 Rank: 137
 
s_poramet
 
Q11 contest
-0.07
06/23/2018 09:06
SuperRenewed Y
19.79%
7400
8.58%
2.31
3.57
-0.15%
158
11.67%
-0.07
-0.03
 Rank: 138
 
KOBAS
 
Q11 contest
-0.08
06/11/2018 01:44
1806105Q38KJJM2
5.79%
5039
9.35%
0.94
1.39
-2.77%
138
10.88%
-0.08
-0.71
 Rank: 139
 
KOBAS
 
Q11 contest
-0.08
06/13/2018 00:37
180612XQXKJJ2
5.84%
3010
13.05%
1.22
1.86
-10.27%
158
14.45%
-0.08
-1.54
 Rank: 140
 
s_poramet
 
Q11 contest
-0.09
06/17/2018 09:44
Renewed V
16.23%
7398
8.58%
1.89
3.03
-2.65%
158
8.88%
-0.09
-0.69
 Rank: 141
 
charless
 
Q11 contest
-0.10
06/28/2018 20:14
ClrkGrgg
89.52%
7391
6.92%
12.82
43.35
-3.22%
129
6.13%
-0.10
-1.48
 Rank: 142
 
Sun73
 
Q11 contest
-0.10
06/26/2018 04:42
sun73_v6bbb_r5p5s5
114.77%
7402
5.15%
22.34
95.61
-2.17%
158
5.84%
-0.10
-1.00
 Rank: 143
 
Evolution71
 
Q11 contest
-0.10
06/26/2018 01:29
Forward2
7.52%
7396
6.49%
1.15
1.91
-0.62%
158
5.67%
-0.10
-0.28
 Rank: 144
 
Sun73
 
Q11 contest
-0.10
06/29/2018 10:14
sun73_v6d_r3p1s5
94.66%
7402
5.65%
16.73
40.44
-4.82%
158
5.27%
-0.10
-2.32
 Rank: 145
 
s_poramet
 
Q11 contest
-0.11
06/17/2018 09:23
Renewed Y
18.25%
7400
9.11%
1.99
3.06
-0.60%
158
9.67%
-0.11
-0.14
 Rank: 146
 
s_poramet
 
Q11 contest
-0.11
06/17/2018 09:17
Renewed Y
17.01%
7400
8.93%
1.90
2.85
-0.60%
158
9.68%
-0.11
-0.14
 Rank: 147
 
s_poramet
 
Q11 contest
-0.11
05/22/2018 10:22
5 Hearts
10.77%
7400
3.71%
2.86
5.13
0.59%
158
3.05%
-0.11
0.52
 Rank: 148
 
Sun73
 
Q11 contest
-0.11
06/30/2018 13:26
sun73_v6e_r3p1s5
95.51%
7402
5.49%
17.23
44.13
0.23%
161
4.38%
-0.11
0.15
 Rank: 149
 
KOBAS
 
Q11 contest
-0.11
06/11/2018 01:42
1806105Q38KJJM
6.18%
5039
9.60%
0.97
1.44
-1.07%
158
10.74%
-0.11
-0.25
 Rank: 150
 
algonell
 
Q11 contest
-0.11
05/20/2018 08:09
AlgonellQ11
4.45%
7211
12.93%
0.36
0.53
-5.42%
154
12.74%
-0.11
-1.03