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 Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 376
 
KOBAS
 
Q12 contest
0.74
10/20/2018 01:46
1810110QKXX55
7.21%
6.57%
1.47
2.54
1.24% 5.13%
0.74
1.29
 Rank: 377
 
KOBAS
 
Q12 contest
0.74
10/20/2018 01:45
1810110QKXX54
6.02%
5.56%
1.48
2.50
1.06% 4.40%
0.74
1.28
 Rank: 378
 
KOBAS
 
Q12 contest
0.74
10/26/2018 08:58
1810230QKXX33
7.43%
11.15%
1.14
1.79
2.24% 9.47%
0.74
1.31
 Rank: 379
 
KOBAS
 
Q12 contest
0.73
12/12/2018 14:23
181212OR0S0FKJJ8
10.29%
7.38%
1.36
2.31
1.73% 7.33%
0.73
1.20
 Rank: 380
 
KOBAS
 
Q12 contest
0.73
10/19/2018 09:03
1810110QKXX48
8.92%
8.39%
1.51
2.37
1.40% 5.93%
0.73
1.25
 Rank: 381
 
kmschu026
 
Q12 contest
0.73
07/09/2018 12:34
MashedPotatoes
5.74%
23.14%
0.73
0.67
14.77% 23.08%
2.25
3.48
 Rank: 382
 
KOBAS
 
Q12 contest
0.72
12/14/2018 12:12
181212OR0S0FKJJ23
10.82%
7.80%
1.41
2.30
1.86% 7.95%
0.72
1.20
 Rank: 383
 
KOBAS
 
Q12 contest
0.72
11/13/2018 12:01
1810230QKXX94
12.89%
38.22%
0.72
0.90
18.10% 43.87%
1.50
2.25
 Rank: 384
 
KOBAS
 
Q12 contest
0.71
12/19/2018 05:37
1812180O0COMBKJJ12
10.01%
6.69%
1.51
2.45
1.26% 5.50%
0.71
1.28
 Rank: 385
 
KOBAS
 
Q12 contest
0.70
12/26/2018 13:33
181222OR0S0F3LKJJ16
3.34%
2.92%
1.16
1.87
0.68% 2.96%
0.70
1.14
 Rank: 386
 
mwalimudan
 
Q12 contest
0.69
12/20/2018 05:24
SlowOnTheDriveway
23.03%
14.96%
1.57
2.65
1.99% 8.90%
0.69
1.10
 Rank: 387
 
KOBAS
 
Q12 contest
0.69
12/13/2018 00:44
181212OR0S0FKJJ10
12.35%
8.83%
1.39
2.35
1.98% 8.85%
0.69
1.13
 Rank: 388
 
KOBAS
 
Q12 contest
0.69
10/24/2018 05:55
1810230QKXX5
7.87%
5.34%
1.45
2.48
1.05% 4.68%
0.69
1.23
 Rank: 389
 
KOBAS
 
Q12 contest
0.68
12/12/2018 14:26
181212OR0S0FKJJ9
10.92%
7.84%
1.37
2.31
1.88% 8.59%
0.68
1.11
 Rank: 390
 
KOBAS
 
Q12 contest
0.68
12/12/2018 14:26
181212OR0S0FKJJ9
10.92%
7.84%
1.37
2.31
1.88% 8.59%
0.68
1.11
 Rank: 391
 
KOBAS
 
Q12 contest
0.65
10/20/2018 01:45
1810110QKXX53
6.74%
4.67%
1.48
2.50
0.83% 3.86%
0.65
1.14
 Rank: 392
 
KOBAS
 
Q12 contest
0.65
12/17/2018 01:28
181213OR0S0F50KJJ1
8.96%
8.95%
1.03
1.53
1.43% 6.72%
0.65
1.09
 Rank: 393
 
s_poramet
 
Q12 contest
0.63
12/27/2018 00:51
LvlA
177.59%
10.07%
17.47
53.72
1.24% 6.02%
0.63
1.12
 Rank: 394
 
similo
 
Q12 contest
0.63
12/26/2018 09:09
trendfollowing V3
2.50%
3.71%
0.63
1.09
3.45% 2.05%
5.28
11.63
 Rank: 395
 
mwalimudan
 
Q12 contest
0.63
12/22/2018 10:14
CongenitalLoonie
21.97%
14.14%
1.58
2.66
1.80% 8.82%
0.63
0.99
 Rank: 396
 
dm7
 
Q12 contest
0.61
10/04/2018 04:20
tsq1215cb8920b22c4871aa338ef66f7dec24
22.70%
5.64%
4.15
7.77
1.10% 5.53%
0.61
0.93
 Rank: 397
 
gkouro
 
Q12 contest
0.61
12/07/2018 08:05
trading_with_svm
3.14%
5.13%
0.61
0.93
4.61% 3.89%
3.77
6.39
 Rank: 398
 
KOBAS
 
Q12 contest
0.60
12/21/2018 04:07
181220OR0S0F10KJJ12
3.76%
11.50%
1.02
1.50
3.39% 17.73%
0.60
0.94
 Rank: 399
 
durasm
 
Q12 contest
0.59
07/12/2018 00:23
Q8_MM_Single_Dynamic_v1
120.98%
12.49%
10.24
22.53
1.19% 6.17%
0.59
1.22
 Rank: 400
 
Sun73
 
Q12 contest
0.58
11/16/2018 08:44
sun73_v6e_r0p5s5_rev6
62.03%
11.15%
5.50
15.72
0.67% 3.54%
0.58
0.93