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: 201
 
data
 
Q11 contest
-0.44
06/12/2018 04:02
meanReversion
-17.00%
7264
41.06%
-0.44
-0.64
17.65%
306
46.76%
6.99
0.48
 Rank: 202
 
data
 
Q11 contest
-0.44
06/12/2018 04:02
meanReversion
-17.00%
7264
41.06%
-0.44
-0.64
17.65%
306
46.76%
6.99
0.48
 Rank: 203
 
NNTOP
 
Q11 contest
-0.44
03/30/2018 13:24
BETA_version_1
8.74%
4241
11.52%
1.40
1.99
-0.65%
357
12.60%
-0.44
-0.05
 Rank: 204
 
NNTOP
 
Q11 contest
-0.44
04/04/2018 14:18
BETA_version_2
8.74%
4244
11.52%
1.39
1.99
0.85%
355
12.61%
-0.44
0.07
 Rank: 205
 
charless
 
Q11 contest
-0.44
06/28/2018 20:13
JffBrdgs
49.21%
7303
5.85%
8.65
21.62
-0.13%
294
5.40%
-0.44
-0.03
 Rank: 206
 
s_poramet
 
Q11 contest
-0.44
06/18/2018 21:40
Renewed Vume
15.25%
7391
8.04%
1.93
3.11
2.13%
302
9.90%
-0.44
0.28
 Rank: 207
 
charless
 
Q11 contest
-0.44
06/27/2018 19:33
TrrncHwrd
21.76%
7359
5.59%
3.98
7.59
-1.21%
295
5.92%
-0.44
-0.32
 Rank: 208
 
Sun73
 
Q11 contest
-0.47
06/26/2018 04:39
sun73_v6bbb_r0p5s3t
111.87%
7399
5.05%
22.75
100.33
-1.63%
296
4.27%
-0.47
-0.53
 Rank: 209
 
s_poramet
 
Q11 contest
-0.47
06/09/2018 02:08
Silver Age Contrast
6.88%
7385
3.15%
2.21
3.84
-0.13%
307
2.77%
-0.47
-0.06
 Rank: 210
 
s_poramet
 
Q11 contest
-0.47
05/27/2018 09:27
p_vy
10.99%
7372
8.39%
1.33
2.03
-3.61%
322
6.54%
-0.47
-0.67
 Rank: 211
 
KOBAS
 
Q11 contest
-0.47
06/29/2018 05:41
1806277Q16KJJM3
13.07%
5320
13.75%
1.22
2.16
41.85%
293
13.21%
-0.47
5.21
 Rank: 212
 
s_poramet
 
Q11 contest
-0.48
06/26/2018 03:08
SuperRenewed Vm Sembimbm3
20.11%
7397
8.10%
2.55
3.99
-0.28%
296
10.71%
-0.48
-0.03
 Rank: 213
 
s_poramet
 
Q11 contest
-0.48
06/21/2018 23:57
Midterm 12367
15.33%
7394
5.94%
2.64
4.08
-0.69%
299
7.30%
-0.48
-0.11
 Rank: 214
 
s_poramet
 
Q11 contest
-0.48
06/26/2018 03:07
SuperRenewed Vm Sembim
20.48%
7397
7.93%
2.66
4.18
-0.85%
301
10.76%
-0.48
-0.10
 Rank: 215
 
s_poramet
 
Q11 contest
-0.48
05/29/2018 02:31
p_cs_svbal
16.33%
7377
5.12%
3.19
5.71
2.90%
316
4.44%
-0.48
0.87
 Rank: 216
 
charless
 
Q11 contest
-0.49
06/27/2018 19:22
Cptnmrc
37.59%
7360
5.89%
6.50
14.03
-0.69%
290
5.61%
-0.49
-0.18
 Rank: 217
 
algonell
 
Q11 contest
-0.49
05/19/2018 17:34
AlgonellQ11
2.89%
7181
13.07%
0.26
0.33
-9.56%
315
12.23%
-0.49
-0.91
 Rank: 218
 
Cosmo Connor
 
Q11 contest
-0.50
06/14/2018 13:27
CosmoConnor
1.07%
7164
16.09%
0.08
0.10
-4.96%
297
18.12%
-0.50
-0.35
 Rank: 219
 
Cosmo Connor
 
Q11 contest
-0.50
05/21/2018 03:59
CosmoConnor
2.21%
7147
16.82%
0.16
0.21
-8.27%
314
17.79%
-0.50
-0.56
 Rank: 220
 
Evolution71
 
Q11 contest
-0.50
06/27/2018 02:19
Forward8
8.18%
7394
3.88%
2.12
3.64
0.28%
295
3.37%
-0.50
0.11
 Rank: 221
 
s_poramet
 
Q11 contest
-0.51
06/20/2018 23:58
Floater 1234567
20.13%
7393
7.76%
2.69
4.02
-3.15%
305
10.46%
-0.51
-0.36
 Rank: 222
 
s_poramet
 
Q11 contest
-0.52
06/29/2018 03:37
CSSC
25.69%
7400
7.54%
3.42
5.60
4.28%
293
7.55%
-0.52
0.73
 Rank: 223
 
s_poramet
 
Q11 contest
-0.53
06/17/2018 09:55
Renewed CS
18.58%
7390
9.37%
2.04
2.98
-1.06%
302
12.31%
-0.53
-0.10
 Rank: 224
 
charless
 
Q11 contest
-0.53
06/28/2018 20:13
GwynthPltrw
40.44%
7300
6.28%
6.58
15.05
3.92%
284
5.94%
-0.53
1.06
 Rank: 225
 
KOBAS
 
Q11 contest
-0.54
06/29/2018 05:40
1806277Q16KJJM2
6.70%
7300
5.00%
1.27
2.21
15.36%
298
5.31%
-0.54
4.77