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: 251
 
KOBAS
 
Q12 contest
1.11
11/14/2018 05:59
1810230QKXX102
8.33%
7491
6.85%
1.19
1.97
0.44%
99
3.24%
1.11
0.58
 Rank: 252
 
Volatile
 
Q12 contest
1.11
12/31/2018 21:13
Q12 Long Short
7.75%
7493
6.79%
1.11
1.79
3.16%
99
3.51%
3.09
4.24
 Rank: 253
 
KOBAS
 
Q12 contest
1.10
10/23/2018 13:20
1810230QKXX1
7.14%
7523
6.27%
1.10
1.76
2.03%
100
3.71%
3.25
2.15
 Rank: 254
 
KOBAS
 
Q12 contest
1.10
12/27/2018 15:14
181222OR0S0F3LKJJ25
8.37%
7521
7.36%
1.10
1.84
2.85%
99
3.80%
3.57
3.28
 Rank: 255
 
KOBAS
 
Q12 contest
1.10
12/27/2018 15:14
181222OR0S0F3LKJJ25
8.37%
7521
7.36%
1.10
1.84
2.77%
100
3.78%
3.57
3.17
 Rank: 256
 
KOBAS
 
Q12 contest
1.10
12/27/2018 15:21
181222OR0S0F3LKJJ26
9.22%
7491
8.22%
1.10
1.78
1.27%
99
3.58%
1.49
1.63
 Rank: 257
 
KOBAS
 
Q12 contest
1.10
11/25/2018 14:58
1811230QKXX13
3.71%
7520
3.20%
1.10
1.88
3.74%
100
2.15%
4.68
9.51
 Rank: 258
 
KOBAS
 
Q12 contest
1.10
11/27/2018 13:29
1811230QKXX32
4.05%
7492
3.55%
1.10
1.86
3.07%
99
2.82%
3.93
5.38
 Rank: 259
 
KOBAS
 
Q12 contest
1.10
10/18/2018 11:23
1810110QKXX38
7.76%
7494
6.89%
1.10
1.81
2.37%
99
3.74%
2.82
2.70
 Rank: 260
 
KOBAS
 
Q12 contest
1.09
11/27/2018 01:15
1811230QKXX25
8.03%
7489
7.15%
1.09
1.76
2.72%
99
4.06%
3.35
2.78
 Rank: 261
 
KOBAS
 
Q12 contest
1.09
10/21/2018 11:36
1810110QKXX65
5.58%
7486
4.99%
1.09
1.78
1.75%
99
2.06%
1.67
3.98
 Rank: 262
 
KOBAS
 
Q12 contest
1.08
11/19/2018 11:06
1810230QKXX118
4.86%
2801
11.78%
1.08
1.75
4.73%
98
6.91%
1.72
3.48
 Rank: 263
 
KOBAS
 
Q12 contest
1.08
10/11/2018 14:27
1810110Q968953KXX2b
4.39%
7521
3.84%
1.08
1.90
4.39%
99
2.92%
4.39
7.45
 Rank: 264
 
KOBAS
 
Q12 contest
1.08
10/20/2018 01:46
1810110QKXX56
7.55%
7494
6.79%
1.08
1.78
2.20%
99
4.20%
3.36
2.01
 Rank: 265
 
charless
 
Q12 contest
1.08
11/02/2018 19:16
Q12-012
50.09%
7522
4.65%
10.54
30.08
1.47%
100
3.17%
1.08
2.13
 Rank: 266
 
KOBAS
 
Q12 contest
1.08
11/13/2018 01:42
1810230QKXX90
9.86%
7492
8.93%
1.08
1.79
1.72%
99
5.05%
1.61
1.42
 Rank: 267
 
KOBAS
 
Q12 contest
1.08
11/26/2018 05:21
1811230QKXX22
7.42%
7523
6.66%
1.08
1.70
2.23%
99
3.56%
4.09
2.49
 Rank: 268
 
KOBAS
 
Q12 contest
1.08
11/28/2018 01:00
1811230QKXX37
4.32%
7492
3.84%
1.08
1.82
3.28%
99
2.94%
4.28
5.22
 Rank: 269
 
KOBAS
 
Q12 contest
1.08
12/24/2018 15:11
181222OR0S0F3LKJJ14
5.76%
7443
4.46%
1.27
2.12
3.09%
99
5.67%
1.08
2.60
 Rank: 270
 
stevefoeldvari
 
Q12 contest
1.07
12/09/2018 12:41
sf0014
27.16%
7484
11.15%
2.40
4.30
3.32%
99
11.18%
1.07
1.38
 Rank: 271
 
KOBAS
 
Q12 contest
1.07
11/29/2018 00:50
1811230QKXX53
4.69%
7521
4.19%
1.07
1.79
3.95%
99
3.20%
4.71
6.05
 Rank: 272
 
KOBAS
 
Q12 contest
1.07
11/29/2018 00:42
1811230QKXX46
4.69%
7521
4.19%
1.07
1.80
4.14%
100
3.19%
4.71
6.29
 Rank: 273
 
vsujith
 
Q12 contest
1.07
12/01/2018 03:24
1202Scout
6.28%
7530
2.96%
2.07
3.63
0.70%
100
2.39%
1.07
1.18
 Rank: 274
 
KOBAS
 
Q12 contest
1.06
11/07/2018 14:03
1810230QKXX78
3.41%
2855
7.96%
1.06
1.88
7.06%
100
8.69%
3.93
4.46
 Rank: 275
 
KOBAS
 
Q12 contest
1.06
10/11/2018 15:19
1810110Q968953KXX4
4.18%
7520
3.74%
1.06
1.83
3.71%
100
2.46%
4.08
8.42