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
1.02
11/24/2018 15:48
1811230QKXX8
4.87%
7498
4.56%
1.02
1.59
3.58%
167
3.31%
4.19
2.55
 Rank: 302
 
KOBAS
 
Q12 contest
1.02
10/11/2018 15:03
1810110Q968953KXX3
3.77%
7464
3.50%
1.02
1.75
4.76%
199
2.77%
5.28
4.14
 Rank: 303
 
KOBAS
 
Q12 contest
1.02
11/25/2018 13:44
1811230QKXX10
4.36%
7468
4.08%
1.02
1.59
4.71%
167
3.45%
3.20
3.35
 Rank: 304
 
KOBAS
 
Q12 contest
1.02
11/25/2018 13:44
1811230QKXX10
4.37%
7468
4.08%
1.02
1.59
4.65%
147
3.50%
3.20
3.69
 Rank: 305
 
KOBAS
 
Q12 contest
1.02
11/25/2018 14:23
1811230QKXX11
4.34%
7357
4.15%
1.02
1.72
6.28%
167
6.10%
3.38
2.84
 Rank: 306
 
KOBAS
 
Q12 contest
1.02
11/27/2018 01:16
1811230QKXX27
4.34%
7359
4.15%
1.02
1.72
6.64%
166
6.10%
3.38
3.02
 Rank: 307
 
KOBAS
 
Q12 contest
1.01
12/24/2018 15:09
181222OR0S0F3LKJJ12
6.68%
5512
6.57%
1.37
2.30
3.91%
147
7.76%
1.01
1.67
 Rank: 308
 
KOBAS
 
Q12 contest
1.00
11/28/2018 01:04
1811230QKXX38
2.65%
7465
2.49%
1.00
1.75
4.43%
165
2.32%
1.39
5.36
 Rank: 309
 
KOBAS
 
Q12 contest
1.00
12/27/2018 15:47
181222OR0S0F3LKJJ29
7.72%
7449
6.24%
1.22
2.08
3.16%
145
6.90%
1.00
1.40
 Rank: 310
 
KOBAS
 
Q12 contest
1.00
11/29/2018 00:45
1811230QKXX49
2.36%
7466
2.22%
1.00
1.75
4.29%
164
2.15%
1.37
5.69
 Rank: 311
 
KOBAS
 
Q12 contest
1.00
11/28/2018 09:13
1811230QKXX42
2.36%
7465
2.22%
1.00
1.75
4.33%
165
2.14%
1.36
5.72
 Rank: 312
 
KOBAS
 
Q12 contest
1.00
10/22/2018 05:24
1810110QKXX72
5.11%
7439
3.77%
1.34
2.29
0.68%
192
2.50%
1.00
0.61
 Rank: 313
 
rawlund
 
Q12 contest
0.99
12/04/2018 08:31
q12_T_1931
16.88%
2533
16.33%
0.99
1.71
20.85%
161
23.08%
1.22
2.50
 Rank: 314
 
fujin
 
Q12 contest
0.99
11/04/2018 08:02
zirtUchQ12dc
4.56%
7450
4.43%
0.99
1.54
5.07%
182
4.67%
4.72
2.37
 Rank: 315
 
KOBAS
 
Q12 contest
0.99
11/25/2018 15:02
1811230QKXX14
2.50%
7460
2.39%
0.99
1.71
3.92%
167
1.79%
2.66
6.38
 Rank: 316
 
KOBAS
 
Q12 contest
0.98
10/11/2018 13:15
1810110Q968953KXX1
4.45%
7466
4.27%
0.98
1.68
6.59%
199
3.49%
5.47
4.49
 Rank: 317
 
Volatile
 
Q12 contest
0.98
12/31/2018 21:13
Q12 Long Short
6.27%
3621
6.22%
0.98
1.55
2.26%
143
3.57%
3.09
1.83
 Rank: 318
 
Sun73
 
Q12 contest
0.98
11/30/2018 03:56
sun73_v7b_s3v1c2a9a
54.95%
7512
4.99%
11.16
26.77
-3.63%
163
7.84%
0.98
-1.01
 Rank: 319
 
KOBAS
 
Q12 contest
0.98
11/23/2018 09:46
1811230QKXX4
3.13%
7467
3.03%
0.98
1.65
4.62%
168
3.04%
5.11
4.25
 Rank: 320
 
KOBAS
 
Q12 contest
0.98
11/23/2018 14:51
1811230QKXX4
3.13%
7467
3.03%
0.98
1.65
4.62%
168
3.04%
5.11
4.25
 Rank: 321
 
KOBAS
 
Q12 contest
0.98
12/14/2018 12:12
181212OR0S0FKJJ24
11.64%
7393
8.38%
1.34
2.31
13.16%
133
9.03%
0.98
5.30
 Rank: 322
 
KOBAS
 
Q12 contest
0.97
11/25/2018 14:38
1811230QKXX12
4.02%
7496
3.86%
0.97
1.64
6.19%
167
3.06%
5.84
6.17
 Rank: 323
 
KOBAS
 
Q12 contest
0.97
11/24/2018 12:22
1811230QKXX6
2.98%
7463
2.91%
0.97
1.64
4.04%
167
2.71%
3.09
3.97
 Rank: 324
 
KOBAS
 
Q12 contest
0.97
11/25/2018 15:04
1811230QKXX15
2.67%
7405
2.65%
0.97
1.62
3.30%
167
2.86%
2.49
2.86
 Rank: 325
 
KOBAS
 
Q12 contest
0.97
11/27/2018 01:16
1811230QKXX26
4.48%
7419
4.46%
0.97
1.65
5.72%
166
4.72%
3.18
3.39