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:
 
KOBAS
 
Q12 contest
0.63
10/22/2018 05:31
1810110QKXX78
8.83%
7486
6.29%
1.36
2.22
2.54%
56
3.01%
0.63
7.41
 Rank:
 
KOBAS
 
Q12 contest
0.28
12/28/2018 15:13
181228OR0S0F20HLKJJ5
6.94%
7491
4.95%
1.36
2.32
1.57%
57
2.73%
0.28
5.14
 Rank:
 
KOBAS
 
Q12 contest
-3.23
12/29/2018 15:20
181228OR0S0F20HLKJJ11
12.15%
7484
8.74%
1.36
2.25
2.45%
56
8.11%
-3.23
2.09
 Rank:
 
KOBAS
 
Q12 contest
-0.29
10/19/2018 09:03
1810110QKXX48
9.22%
5518
8.42%
1.47
2.46
1.45%
57
6.41%
-0.29
1.85
 Rank:
 
s_poramet
 
Q12 contest
-1.14
07/01/2018 21:59
ROV6 Sword
23.49%
7530
16.71%
1.36
2.21
5.96%
57
9.54%
-1.14
6.42
 Rank:
 
s_poramet
 
Q12 contest
-0.62
07/04/2018 23:46
Rush Moments E Sword
20.56%
7523
14.59%
1.35
2.21
8.31%
56
11.43%
-0.62
8.00
 Rank:
 
mwalimudan
 
Q12 contest
1.35
10/24/2018 02:58
TableForFivePlease
29.15%
7471
20.41%
1.35
2.30
29.71%
56
22.48%
1.89
21.03
 Rank:
 
KOBAS
 
Q12 contest
0.39
10/22/2018 05:30
1810110QKXX77
8.06%
7491
5.79%
1.35
2.17
1.98%
56
2.21%
0.39
7.93
 Rank:
 
KOBAS
 
Q12 contest
1.35
12/16/2018 12:20
181213OR0S0F70KJJ6
10.92%
5505
10.70%
1.35
2.31
7.87%
56
8.22%
1.61
11.05
 Rank:
 
KOBAS
 
Q12 contest
-0.30
11/09/2018 14:40
1810230QKXX81
4.20%
2801
8.09%
1.35
2.43
4.81%
54
6.23%
-0.30
8.04
 Rank:
 
KOBAS
 
Q12 contest
-2.11
11/06/2018 15:01
1810230QKXX75
4.08%
2801
8.04%
1.35
2.75
1.55%
54
3.77%
-2.11
4.31
 Rank:
 
KOBAS
 
Q12 contest
-0.45
12/18/2018 09:10
1812180O0COMBKJJ11
7.37%
7486
5.33%
1.35
2.20
1.42%
56
3.55%
-0.45
3.50
 Rank:
 
KOBAS
 
Q12 contest
1.33
12/30/2018 11:43
181230BQBKJJ2
8.49%
7321
6.26%
1.35
2.40
2.87%
56
7.09%
1.33
4.17
 Rank:
 
s_poramet
 
Q12 contest
-0.60
12/19/2018 02:28
Lvl B cturn1
38.58%
7530
9.18%
4.09
9.13
-0.66%
56
1.91%
-0.60
-1.65
 Rank:
 
KOBAS
 
Q12 contest
-0.26
10/30/2018 03:52
1810230QKXX70
5.47%
2801
10.91%
1.34
2.58
3.12%
55
7.34%
-0.26
3.75
 Rank:
 
KOBAS
 
Q12 contest
-0.26
10/25/2018 05:16
1810230QKXX22
5.47%
2801
10.91%
1.34
2.58
3.12%
54
7.41%
-0.26
3.80
 Rank:
 
KOBAS
 
Q12 contest
-1.85
10/22/2018 05:24
1810110QKXX72
5.22%
7488
3.78%
1.34
2.33
1.19%
57
2.54%
-1.85
3.77
 Rank:
 
s_poramet
 
Q12 contest
0.43
07/14/2018 09:36
Golden Coin
9.08%
7359
6.72%
1.34
2.32
1.24%
57
1.67%
0.43
13.92
 Rank:
 
mwalimudan
 
Q12 contest
0.51
10/23/2018 10:55
TradersDozen
23.68%
7478
16.66%
1.34
2.33
27.57%
57
21.49%
0.51
19.19
 Rank:
 
KOBAS
 
Q12 contest
-1.80
11/12/2018 13:49
1810230QKXX85
9.93%
7521
7.16%
1.34
2.24
2.66%
56
3.72%
-1.80
6.78
 Rank:
 
KOBAS
 
Q12 contest
-1.89
10/20/2018 01:48
1810110QKXX59
9.41%
7493
6.81%
1.34
2.27
2.78%
57
3.51%
-1.89
6.43
 Rank:
 
Ttyo
 
Q12 contest
-0.69
07/07/2018 15:15
TtyoPyEtOhC28pcTrendFollowing20187080614
21.44%
3182
15.00%
1.34
2.50
14.72%
56
14.93%
-0.69
13.42
 Rank:
 
KOBAS
 
Q12 contest
1.34
12/31/2018 14:27
181228OR0S0F5HLKJJ12
6.44%
4431
8.04%
1.34
2.39
2.28%
56
5.12%
1.62
4.82
 Rank:
 
KOBAS
 
Q12 contest
-2.31
10/21/2018 11:43
1810110QKXX66
9.57%
7522
6.91%
1.34
2.27
3.09%
56
3.39%
-2.31
8.99
 Rank:
 
KOBAS
 
Q12 contest
0.67
10/16/2018 09:43
1810110QKXX19
6.63%
2552
14.81%
1.33
2.28
6.34%
56
19.04%
0.67
2.62