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: 301
 
KOBAS
 
Q12 contest
1.01
10/11/2018 15:03
1810110Q968953KXX3
3.73%
7520
3.51%
1.01
1.73
3.68%
99
2.20%
5.28
9.12
 Rank: 302
 
KOBAS
 
Q12 contest
1.01
11/28/2018 01:04
1811230QKXX38
2.60%
7487
2.49%
1.01
1.72
2.08%
99
2.31%
1.39
4.11
 Rank: 303
 
KOBAS
 
Q12 contest
1.00
11/29/2018 00:45
1811230QKXX49
2.32%
7487
2.22%
1.00
1.71
1.89%
99
2.12%
1.37
4.08
 Rank: 304
 
KOBAS
 
Q12 contest
1.00
11/28/2018 09:13
1811230QKXX42
2.32%
7487
2.22%
1.00
1.71
1.89%
99
2.13%
1.36
4.06
 Rank: 305
 
KOBAS
 
Q12 contest
1.00
12/27/2018 15:47
181222OR0S0F3LKJJ29
7.66%
7451
6.25%
1.22
2.07
0.92%
99
7.38%
1.00
0.56
 Rank: 306
 
KOBAS
 
Q12 contest
1.00
10/22/2018 05:24
1810110QKXX72
5.18%
7488
3.78%
1.34
2.32
0.97%
100
2.57%
1.00
1.64
 Rank: 307
 
Volatile
 
Q12 contest
0.99
12/31/2018 20:58
SeeSaw
7.05%
7491
6.90%
0.99
1.59
2.31%
99
3.37%
2.99
2.82
 Rank: 308
 
Volatile
 
Q12 contest
0.99
12/31/2018 21:00
Q12 Long
7.05%
7491
6.90%
0.99
1.59
2.31%
99
3.37%
2.99
2.82
 Rank: 309
 
charless
 
Q12 contest
0.99
11/14/2018 17:39
Q12-036
52.06%
7522
4.73%
10.76
30.94
1.29%
81
3.41%
0.99
2.19
 Rank: 310
 
KOBAS
 
Q12 contest
0.99
11/25/2018 15:02
1811230QKXX14
2.48%
7485
2.39%
0.99
1.70
2.42%
100
1.80%
2.66
7.27
 Rank: 311
 
Sun73
 
Q12 contest
0.98
11/30/2018 03:56
sun73_v7b_s3v1c2a9a
55.32%
7532
5.00%
10.98
26.89
3.35%
100
8.94%
0.98
1.50
 Rank: 312
 
rawlund
 
Q12 contest
0.98
12/04/2018 08:31
q12_T_1931
16.50%
2551
15.99%
0.98
1.72
15.59%
99
20.95%
1.22
3.92
 Rank: 313
 
KOBAS
 
Q12 contest
0.98
12/14/2018 12:12
181212OR0S0FKJJ24
11.47%
7403
8.37%
1.35
2.28
4.63%
100
9.05%
0.98
2.23
 Rank: 314
 
KOBAS
 
Q12 contest
0.97
11/24/2018 12:22
1811230QKXX6
2.97%
7488
2.91%
0.97
1.64
3.10%
100
2.45%
3.09
5.73
 Rank: 315
 
KOBAS
 
Q12 contest
0.97
11/23/2018 14:51
1811230QKXX4
3.10%
7492
3.03%
0.97
1.63
3.70%
100
2.79%
5.11
6.57
 Rank: 316
 
KOBAS
 
Q12 contest
0.97
11/23/2018 09:46
1811230QKXX4
3.10%
7492
3.03%
0.97
1.63
3.50%
99
2.79%
5.11
6.26
 Rank: 317
 
KOBAS
 
Q12 contest
0.97
11/27/2018 01:16
1811230QKXX26
4.51%
7442
4.46%
0.97
1.66
5.06%
99
5.04%
3.18
5.10
 Rank: 318
 
fujin
 
Q12 contest
0.97
11/04/2018 08:02
zirtUchQ12dc
4.49%
7490
4.43%
0.97
1.51
4.36%
99
4.67%
4.72
3.89
 Rank: 319
 
KOBAS
 
Q12 contest
0.97
10/11/2018 13:15
1810110Q968953KXX1
4.39%
7522
4.28%
0.97
1.65
4.84%
99
3.28%
5.47
7.46
 Rank: 320
 
KOBAS
 
Q12 contest
0.97
11/25/2018 15:04
1811230QKXX15
2.67%
7430
2.65%
0.97
1.64
2.92%
99
2.35%
2.49
6.69
 Rank: 321
 
KOBAS
 
Q12 contest
0.96
11/25/2018 14:38
1811230QKXX12
3.97%
7521
3.87%
0.96
1.62
5.06%
99
2.82%
5.84
11.31
 Rank: 322
 
Sun73
 
Q12 contest
0.96
11/29/2018 11:49
sun73_v7b_s3v5c2a5a
54.66%
7532
5.32%
10.25
23.50
3.56%
100
10.61%
0.96
1.42
 Rank: 323
 
KOBAS
 
Q12 contest
0.96
11/24/2018 12:21
1811230QKXX5
3.25%
7489
3.28%
0.96
1.62
1.95%
99
2.53%
1.95
4.11
 Rank: 324
 
KOBAS
 
Q12 contest
0.95
11/24/2018 13:55
1811230QKXX7
2.98%
7492
3.00%
0.95
1.59
2.86%
99
2.71%
4.38
5.14
 Rank: 325
 
s_poramet
 
Q12 contest
0.95
12/06/2018 00:40
JuberJuberVit_Reinf2
133.03%
7530
5.99%
21.67
94.28
0.89%
100
2.56%
0.95
1.68