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 Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 151
 
s_poramet
 
Q11 contest
-0.11
06/17/2018 09:17
Renewed Y
16.73%
8.90%
1.92
2.81
-0.42% 11.39%
-0.11
-0.15
 Rank: 152
 
KOBAS
 
Q11 contest
-0.11
06/11/2018 01:42
1806105Q38KJJM
5.95%
9.58%
0.97
1.37
-0.36% 9.58%
-0.11
-0.16
 Rank: 153
 
algonell
 
Q11 contest
-0.11
05/20/2018 08:09
AlgonellQ11
4.49%
12.87%
0.37
0.54
-0.38% 10.23%
-0.11
-0.15
 Rank: 154
 
s_poramet
 
Q11 contest
-0.11
06/24/2018 01:26
SuperRenewed 4V qb3
25.04%
8.78%
2.95
4.57
-0.29% 7.29%
-0.11
-0.17
 Rank: 155
 
s_poramet
 
Q11 contest
-0.12
05/27/2018 09:09
p_m
11.33%
12.35%
1.08
1.34
-0.65% 16.16%
-0.12
-0.16
 Rank: 156
 
s_poramet
 
Q11 contest
-0.12
05/30/2018 08:13
Mount Code
19.31%
16.14%
1.31
1.82
-0.65% 16.16%
-0.12
-0.16
 Rank: 157
 
charless
 
Q11 contest
-0.14
06/27/2018 17:47
WllmGntrRv
51.37%
7.20%
7.31
15.35
-0.24% 4.96%
-0.14
-0.21
 Rank: 158
 
s_poramet
 
Q11 contest
-0.15
05/29/2018 08:50
p_mvt_svbal
12.37%
7.23%
1.68
2.67
-0.20% 4.04%
-0.15
-0.23
 Rank: 159
 
Sun73
 
Q11 contest
-0.16
04/27/2018 16:29
sun73_v6a_r3p5s5
81.93%
4.92%
17.39
55.58
-0.14% 2.66%
-0.16
-0.25
 Rank: 160
 
s_poramet
 
Q11 contest
-0.16
05/22/2018 10:22
5 Hearts
10.59%
3.70%
2.87
5.04
-0.13% 2.40%
-0.16
-0.26
 Rank: 161
 
s_poramet
 
Q11 contest
-0.16
06/13/2018 09:16
SA ivq
11.34%
5.11%
2.23
3.73
-0.26% 4.61%
-0.16
-0.24
 Rank: 162
 
fujin
 
Q11 contest
-0.16
06/17/2018 06:07
okQAQA
7.34%
5.87%
1.28
2.01
-0.43% 7.55%
-0.16
-0.23
 Rank: 163
 
Evolution71
 
Q11 contest
-0.17
06/27/2018 02:50
Forward9
8.19%
3.83%
2.18
3.71
-0.17% 2.84%
-0.17
-0.28
 Rank: 164
 
Sun73
 
Q11 contest
-0.17
04/27/2018 16:16
sun73_v6a_r0p5s5
81.82%
4.90%
17.41
55.81
-0.15% 2.55%
-0.17
-0.27
 Rank: 164
 
Sun73
 
Q11 contest
-0.17
04/28/2018 05:10
sun73_v6b_r0p5s5
81.82%
4.90%
17.41
55.81
-0.15% 2.55%
-0.17
-0.27
 Rank: 165
 
4602841690
 
Q11 contest
-0.18
03/20/2018 00:19
test1
1.91%
8.80%
0.24
0.34
-0.38% 6.36%
-0.18
-0.25
 Rank: 166
 
s_poramet
 
Q11 contest
-0.18
06/13/2018 09:17
SA mvrq
14.96%
6.15%
2.42
4.16
-0.29% 4.69%
-0.18
-0.25
 Rank: 167
 
KOBAS
 
Q11 contest
-0.19
06/13/2018 00:32
180612XQXKJJ3
5.99%
11.68%
1.01
1.35
-0.78% 11.54%
-0.19
-0.32
 Rank: 168
 
s_poramet
 
Q11 contest
-0.20
06/02/2018 10:19
8ofHearts Sassing
10.40%
2.97%
3.48
6.51
-0.23% 3.31%
-0.20
-0.31
 Rank: 169
 
Cosmo Connor
 
Q11 contest
-0.20
06/14/2018 10:41
NuCom
5.75%
17.30%
0.33
0.52
-0.88% 12.73%
-0.20
-0.29
 Rank: 170
 
Eric Hamer
 
Q11 contest
-0.20
06/28/2018 09:37
simpleTS
5.72%
17.36%
0.33
0.52
-0.88% 12.73%
-0.20
-0.29
 Rank: 171
 
andys
 
Q11 contest
-0.20
06/30/2018 13:06
svm
5.63%
17.59%
0.32
0.50
-0.88% 12.73%
-0.20
-0.29
 Rank: 172
 
KOBAS
 
Q11 contest
-0.21
06/27/2018 00:46
1806251Q3667KJJ3
8.83%
12.40%
0.77
1.17
-0.62% 8.92%
-0.21
-0.36
 Rank: 173
 
s_poramet
 
Q11 contest
-0.21
06/12/2018 06:05
D 403
6.53%
2.85%
2.28
3.98
-0.11% 1.50%
-0.21
-0.34
 Rank: 174
 
KOBAS
 
Q11 contest
-0.23
06/08/2018 04:41
1806086Q49KJJ2
1.61%
3.52%
0.78
1.25
-0.24% 3.00%
-0.23
-0.37