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: 175
 
s_poramet
 
Q11 contest
-0.23
06/17/2018 10:08
Degraded CS
18.53%
5.24%
3.55
6.15
-0.25% 3.15%
-0.23
-0.36
 Rank: 176
 
Sun73
 
Q11 contest
-0.24
06/30/2018 13:25
sun73_v6e_r0p5s5t
120.88%
5.19%
24.39
100.74
-0.34% 4.09%
-0.24
-0.42
 Rank: 177
 
charless
 
Q11 contest
-0.25
06/30/2018 23:49
JmsMntgmryFlswrth
48.46%
6.39%
7.80
17.68
-0.45% 5.13%
-0.25
-0.41
 Rank: 178
 
s_poramet
 
Q11 contest
-0.26
06/14/2018 21:44
Angem
31.35%
4.64%
7.02
13.92
-0.35% 3.92%
-0.26
-0.42
 Rank: 179
 
s_poramet
 
Q11 contest
-0.26
06/11/2018 23:30
Cosmic Gold D
7.28%
3.38%
2.16
3.75
-0.16% 1.73%
-0.26
-0.44
 Rank: 180
 
dessert_sky
 
Q11 contest
-0.27
02/10/2018 07:24
untitled0
-0.93%
5.58%
-0.16
-0.26
-0.38% 4.01%
-0.27
-0.46
 Rank: 181
 
Marcus
 
Q11 contest
-0.28
04/11/2018 16:01
Index Trend Following
-2.58%
10.33%
-0.28
-0.40
-0.79% 9.70%
-0.23
-0.39
 Rank: 182
 
s_poramet
 
Q11 contest
-0.28
06/17/2018 10:20
Bundle123
18.49%
8.02%
2.36
3.55
-0.85% 8.63%
-0.28
-0.40
 Rank: 183
 
szucszsolt
 
Q11 contest
-0.29
03/10/2018 04:55
temp
-1.72%
5.60%
-0.29
-0.48
-0.37% 3.95%
-0.27
-0.44
 Rank: 184
 
s_poramet
 
Q11 contest
-0.31
06/12/2018 06:06
UBall 405
10.83%
4.98%
2.18
3.66
-0.43% 4.02%
-0.31
-0.53
 Rank: 185
 
KOBAS
 
Q11 contest
-0.31
06/10/2018 12:05
180610XQXKJJM2
4.30%
5.24%
1.13
1.81
-0.45% 4.18%
-0.31
-0.57
 Rank: 186
 
ineeking
 
Q11 contest
-0.33
02/18/2018 01:19
meanreversion201802181820
-8.12%
26.60%
-0.33
-0.49
11.27% 14.32%
2.53
5.01
 Rank: 187
 
ineeking
 
Q11 contest
-0.33
02/18/2018 01:20
meanreversion201802181820
-8.12%
26.60%
-0.33
-0.49
11.27% 14.32%
2.53
5.01
 Rank: 188
 
KOBAS
 
Q11 contest
-0.35
06/08/2018 01:09
180109MSE1Q208630KJJ3V11
8.22%
6.20%
1.37
2.09
-0.77% 6.40%
-0.35
-0.50
 Rank: 189
 
s_poramet
 
Q11 contest
-0.36
06/20/2018 11:16
Bundle 123456
18.48%
7.31%
2.63
3.91
-1.17% 9.32%
-0.36
-0.51
 Rank: 190
 
KOBAS
 
Q11 contest
-0.37
06/21/2018 02:33
1806203Q28KJJ2
11.19%
11.19%
1.05
1.66
-1.08% 8.39%
-0.37
-0.66
 Rank: 191
 
charless
 
Q11 contest
-0.37
06/30/2018 23:56
Chrsvns
61.14%
6.37%
9.92
25.91
-0.72% 5.58%
-0.37
-0.63
 Rank: 192
 
KOBAS
 
Q11 contest
-0.37
06/07/2018 03:22
180128MSE1Q68KJJ2V11
7.74%
5.14%
1.52
2.48
-0.49% 3.77%
-0.37
-0.59
 Rank: 193
 
s_poramet
 
Q11 contest
-0.38
05/27/2018 07:15
MLLB07
14.75%
6.21%
2.37
4.09
-0.46% 3.54%
-0.38
-0.61
 Rank: 194
 
s_poramet
 
Q11 contest
-0.40
06/20/2018 11:30
Floater 123456
19.19%
7.55%
2.65
3.92
-1.35% 9.61%
-0.40
-0.56
 Rank: 195
 
charless
 
Q11 contest
-0.41
06/26/2018 23:15
ObdhStn
59.62%
6.10%
10.03
27.76
-0.64% 4.55%
-0.41
-0.66
 Rank: 196
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:25
trendReversion1LongOnly
2.61%
10.96%
0.28
0.36
-1.22% 8.55%
-0.42
-0.57
 Rank: 197
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:28
trendReversionESLongOnly
2.68%
6.35%
0.42
0.71
-1.22% 8.56%
-0.42
-0.57
 Rank: 198
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:17
trendReversion
2.85%
6.85%
0.42
0.69
-1.22% 8.55%
-0.42
-0.57
 Rank: 199
 
aaronkirsh
 
Q11 contest
-0.42
05/16/2018 19:21
trendReversion
2.85%
6.85%
0.42
0.69
-1.22% 8.55%
-0.42
-0.57