Quantitative trading competition Q12, Guaranteed investments of $2,250,000

JOIN Q12
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 January 1 2019
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:   12/31/2018 (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:   01/01/2019 – 4/30/2019 (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 June 2019. 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 January 2019 to April 30 2019

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank:
 
hellboy
 
Q12 contest
-4.36
10/25/2018 03:02
41x10_94_OK
45.87%
7530
4.40%
10.06
26.87
1.48%
14
3.79%
-4.36
20.56
 Rank:
 
s_poramet
 
Q12 contest
2.03
12/06/2018 00:42
JuberJuberVit_Reinf7
139.57%
7530
6.09%
21.97
97.35
0.79%
14
1.90%
2.03
93.11
 Rank:
 
s_poramet
 
Q12 contest
2.25
12/06/2018 00:40
JuberJuberVit_Reinf2
135.31%
7530
5.99%
21.67
96.04
0.72%
14
1.90%
2.25
44.71
 Rank:
 
s_poramet
 
Q12 contest
1.67
12/06/2018 00:39
JuberJuberVit_Reinf0
137.40%
7530
6.06%
21.74
96.00
0.79%
14
1.93%
1.67
102.26
 Rank:
 
s_poramet
 
Q12 contest
2.62
12/06/2018 00:42
JuberJuberVit_Reinf8
139.25%
7530
6.07%
22.01
97.51
0.80%
14
1.99%
2.62
92.17
 Rank:
 
s_poramet
 
Q12 contest
2.43
12/11/2018 00:47
JuberJuberVit_ContReinf8
64.86%
7530
3.58%
17.47
76.12
0.70%
14
1.59%
2.43
-
 Rank:
 
s_poramet
 
Q12 contest
2.43
12/07/2018 00:42
JuberJuberVit_Fullturn9
131.17%
7530
6.00%
20.96
90.03
0.95%
14
2.24%
2.43
3,106.03
 Rank:
 
s_poramet
 
Q12 contest
2.39
12/11/2018 00:46
JuberJuberVit_ContReinf7
64.63%
7530
3.58%
17.42
74.96
0.49%
14
1.23%
2.39
80.28
 Rank:
 
charless
 
Q12 contest
8.25
11/02/2018 19:18
Q12-019
40.99%
7520
4.37%
9.08
23.94
3.13%
14
8.37%
8.25
46.93
 Rank:
 
s_poramet
 
Q12 contest
2.32
12/11/2018 00:48
JuberJuberVit_ContReinf9
65.25%
7530
3.61%
17.43
75.69
0.47%
14
1.34%
2.32
42.12
 Rank:
 
s_poramet
 
Q12 contest
2.02
12/06/2018 00:41
JuberJuberVit_Reinf6
138.31%
7530
6.06%
21.90
95.91
0.63%
14
1.80%
2.02
47.39
 Rank:
 
s_poramet
 
Q12 contest
0.09
12/11/2018 00:44
JuberJuberVit_ContReinf5
66.39%
7530
3.65%
17.56
71.32
0.48%
14
1.26%
0.09
281.24
 Rank:
 
s_poramet
 
Q12 contest
7.04
12/28/2018 00:03
LvlA Equity
121.26%
7527
14.11%
8.24
21.67
4.42%
14
10.70%
7.04
26.71
 Rank:
 
s_poramet
 
Q12 contest
2.86
12/06/2018 00:39
JuberJuberVit_Reinf1
135.81%
7530
5.98%
21.79
96.01
0.60%
14
1.71%
2.86
46.09
 Rank:
 
s_poramet
 
Q12 contest
2.14
12/11/2018 00:42
JuberJuberVit_ContReinf2
65.08%
7530
3.58%
17.53
74.64
0.66%
14
1.93%
2.14
231.38
 Rank:
 
s_poramet
 
Q12 contest
2.50
12/07/2018 00:42
JuberJuberVit_Fullturn8
133.43%
7530
6.01%
21.29
92.51
0.94%
14
2.73%
2.50
297.89
 Rank:
 
s_poramet
 
Q12 contest
7.45
12/31/2018 01:41
LvlA PVO Heat Reflector
189.48%
7470
24.58%
7.45
17.07
4.91%
14
14.55%
11.73
38.06
 Rank:
 
s_poramet
 
Q12 contest
7.38
12/31/2018 01:41
LvlA PVO Equity
112.60%
7526
14.61%
7.38
18.70
6.63%
14
12.35%
8.41
47.85
 Rank:
 
s_poramet
 
Q12 contest
16.74
12/28/2018 00:02
LvlA Ascence
172.22%
7530
9.84%
16.74
53.20
2.51%
14
7.68%
20.24
15.18
 Rank:
 
s_poramet
 
Q12 contest
2.05
12/05/2018 07:52
JuberJuberVit_Drinv4
20.10%
7530
2.17%
8.99
28.35
0.41%
14
1.56%
2.05
22.64
 Rank:
 
Sun73
 
Q12 contest
10.06
11/27/2018 03:38
sun73_v7a_s3v5c2a5a
51.55%
7532
4.65%
10.70
26.32
2.26%
14
7.16%
10.06
22.71
 Rank:
 
s_poramet
 
Q12 contest
13.16
12/29/2018 00:21
Mirror LvlA Leaf
213.00%
7317
15.88%
13.42
36.20
2.81%
14
11.05%
13.16
16.78
 Rank:
 
s_poramet
 
Q12 contest
1.28
12/05/2018 07:52
JuberJuberVit_Drinv3
18.23%
7530
2.11%
8.38
31.23
0.53%
14
1.82%
1.28
110.45
 Rank:
 
s_poramet
 
Q12 contest
2.35
12/11/2018 00:46
JuberJuberVit_ContReinf6
65.50%
7530
3.62%
17.48
75.44
0.33%
14
1.34%
2.35
22.77
 Rank:
 
s_poramet
 
Q12 contest
0.19
12/12/2018 00:20
JuberJuberVit_ContDrinv4
47.56%
7530
7.40%
6.21
14.36
0.37%
14
1.27%
0.19
28.11