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
 
AzureFractal
 
Q11 contest
-0.42
06/07/2018 03:04
SkyrmionPlusUltra0
24.42%
7304
6.12%
3.97
7.82
0.57%
99
5.33%
-0.42
0.52
 Rank: 202
 
KOBAS
 
Q11 contest
-0.43
06/21/2018 02:21
1806203Q28KJJ
10.69%
7364
10.53%
1.01
1.68
-1.79%
115
8.20%
-0.43
-0.81
 Rank: 203
 
s_poramet
 
Q11 contest
-0.43
05/29/2018 02:15
p_cs_sv
12.60%
7400
8.53%
1.48
2.35
-5.44%
115
9.86%
-0.43
-1.70
 Rank: 204
 
penweipenwei
 
Q11 contest
-0.44
02/22/2018 23:47
mySystemName
-17.83%
7277
41.03%
-0.44
-0.67
0.00%
115
54.40%
6.99
0.00
 Rank: 205
 
data
 
Q11 contest
-0.44
06/21/2018 06:13
meanReversion
-17.83%
7277
41.03%
-0.44
-0.67
0.00%
115
54.40%
6.99
0.00
 Rank: 206
 
data
 
Q11 contest
-0.44
06/12/2018 04:02
meanReversion
-17.83%
7277
41.03%
-0.44
-0.67
0.00%
115
54.40%
6.99
0.00
 Rank: 207
 
data
 
Q11 contest
-0.44
06/12/2018 04:02
meanReversion
-17.83%
7277
41.03%
-0.44
-0.67
0.00%
115
54.40%
6.99
0.00
 Rank: 208
 
NNTOP
 
Q11 contest
-0.44
03/30/2018 13:24
BETA_version_1
8.98%
4306
11.44%
1.42
2.11
-7.77%
115
11.91%
-0.44
-2.13
 Rank: 209
 
NNTOP
 
Q11 contest
-0.44
04/04/2018 14:18
BETA_version_2
8.98%
4306
11.44%
1.42
2.11
-7.77%
115
11.91%
-0.44
-2.13
 Rank: 210
 
charless
 
Q11 contest
-0.44
06/28/2018 20:13
JffBrdgs
50.52%
7304
5.85%
8.65
22.59
-1.80%
115
4.82%
-0.44
-1.36
 Rank: 211
 
s_poramet
 
Q11 contest
-0.44
06/18/2018 21:40
Renewed Vume
15.34%
7400
7.99%
1.92
3.15
-3.93%
115
10.06%
-0.44
-1.19
 Rank: 212
 
charless
 
Q11 contest
-0.44
06/27/2018 19:33
TrrncHwrd
22.47%
7361
5.57%
3.98
7.91
-0.01%
90
5.13%
-0.44
-0.01
 Rank: 213
 
Sun73
 
Q11 contest
-0.45
06/29/2018 11:34
sun73_v6d_r0p5s2t
113.92%
7402
4.99%
22.48
111.06
-2.24%
115
3.13%
-0.45
-2.38
 Rank: 214
 
s_poramet
 
Q11 contest
-0.47
06/09/2018 02:08
Silver Age Contrast
6.98%
7400
3.15%
2.20
3.90
-2.26%
115
2.36%
-0.47
-2.85
 Rank: 215
 
s_poramet
 
Q11 contest
-0.47
05/27/2018 09:27
p_vy
11.17%
7397
8.44%
1.32
2.05
-3.20%
115
7.16%
-0.47
-1.44
 Rank: 216
 
KOBAS
 
Q11 contest
-0.47
06/29/2018 05:41
1806277Q16KJJM3
12.38%
5320
13.72%
1.22
2.06
8.89%
115
11.15%
-0.47
3.91
 Rank: 217
 
Sun73
 
Q11 contest
-0.47
06/26/2018 04:39
sun73_v6bbb_r0p5s3t
115.61%
7402
5.02%
22.73
112.98
-2.13%
115
3.91%
-0.47
-1.86
 Rank: 218
 
s_poramet
 
Q11 contest
-0.48
06/13/2018 09:33
SX U
3.63%
7400
1.71%
2.12
3.54
-1.23%
115
1.78%
-0.48
-2.25
 Rank: 219
 
s_poramet
 
Q11 contest
-0.48
06/26/2018 03:08
SuperRenewed Vm Sembimbm3
20.36%
7400
8.04%
2.55
4.09
-6.09%
115
11.39%
-0.48
-1.64
 Rank: 220
 
s_poramet
 
Q11 contest
-0.48
06/21/2018 23:57
Midterm 12367
15.53%
7400
5.90%
2.64
4.17
-4.89%
115
7.51%
-0.48
-1.95
 Rank: 221
 
s_poramet
 
Q11 contest
-0.48
06/26/2018 03:07
SuperRenewed Vm Sembim
20.82%
7400
7.86%
2.66
4.32
-5.44%
115
11.21%
-0.48
-1.49
 Rank: 222
 
s_poramet
 
Q11 contest
-0.48
05/29/2018 02:31
p_cs_svbal
16.53%
7400
5.14%
3.18
5.75
-3.12%
115
4.23%
-0.48
-2.32
 Rank: 223
 
charless
 
Q11 contest
-0.49
06/27/2018 19:22
Cptnmrc
38.64%
7362
5.89%
6.49
14.56
0.72%
115
5.40%
-0.49
0.50
 Rank: 224
 
algonell
 
Q11 contest
-0.49
05/19/2018 17:34
AlgonellQ11
3.21%
7211
13.06%
0.26
0.37
-2.91%
112
11.33%
-0.49
-0.86
 Rank: 225
 
Cosmo Connor
 
Q11 contest
-0.50
06/14/2018 13:27
CosmoConnor
1.25%
7175
16.00%
0.09
0.12
-3.40%
112
15.86%
-0.50
-0.71