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: 376
 
KOBAS
 
Q12 contest
0.76
12/29/2018 15:49
181228OR0S0F20HLKJJ15
13.83%
5450
13.45%
1.40
2.36
14.06%
183
16.19%
0.76
2.35
 Rank: 377
 
fujin
 
Q12 contest
0.76
11/17/2018 07:52
okqaqa22018
4.05%
7459
2.33%
1.70
2.97
3.70%
212
3.20%
0.76
2.48
 Rank: 378
 
KOBAS
 
Q12 contest
0.75
12/19/2018 15:29
1812200O0COMBKJJ3
6.55%
7479
4.43%
1.46
2.34
3.10%
190
4.51%
0.75
1.60
 Rank: 379
 
KOBAS
 
Q12 contest
0.74
10/20/2018 01:46
1810110QKXX55
7.21%
5462
6.57%
1.47
2.54
4.49%
172
5.30%
0.74
2.21
 Rank: 380
 
KOBAS
 
Q12 contest
0.74
10/20/2018 01:45
1810110QKXX54
6.09%
5462
5.56%
1.48
2.53
3.62%
232
4.85%
0.74
1.44
 Rank: 381
 
KOBAS
 
Q12 contest
0.74
10/26/2018 08:58
1810230QKXX33
7.43%
4403
11.15%
1.14
1.79
1.26%
168
9.53%
0.74
0.33
 Rank: 382
 
KOBAS
 
Q12 contest
0.73
12/12/2018 14:23
181212OR0S0FKJJ8
10.36%
7474
7.38%
1.36
2.33
8.00%
195
6.74%
0.73
2.64
 Rank: 383
 
KOBAS
 
Q12 contest
0.73
10/19/2018 09:03
1810110QKXX48
8.96%
5468
8.37%
1.51
2.39
-5.59%
233
5.53%
0.73
-1.75
 Rank: 384
 
kmschu026
 
Q12 contest
0.73
07/09/2018 12:34
MashedPotatoes
5.98%
3596
23.11%
0.73
0.71
-36.95%
305
26.17%
2.25
-1.45
 Rank: 385
 
KOBAS
 
Q12 contest
0.72
12/14/2018 12:12
181212OR0S0FKJJ23
11.00%
7393
7.80%
1.41
2.34
4.22%
193
7.49%
0.72
1.25
 Rank: 386
 
KOBAS
 
Q12 contest
0.72
11/13/2018 12:01
1810230QKXX94
13.71%
3957
38.10%
0.72
0.96
2.72%
216
38.07%
1.50
0.12
 Rank: 387
 
KOBAS
 
Q12 contest
0.71
12/19/2018 05:37
1812180O0COMBKJJ12
10.05%
7317
6.70%
1.51
2.46
3.17%
190
5.77%
0.71
1.25
 Rank: 388
 
KOBAS
 
Q12 contest
0.70
12/26/2018 13:33
181222OR0S0F3LKJJ16
3.37%
7487
2.91%
1.16
1.89
0.26%
186
3.30%
0.70
0.18
 Rank: 389
 
mwalimudan
 
Q12 contest
0.69
12/20/2018 05:24
SlowOnTheDriveway
23.24%
7476
14.97%
1.57
2.67
-8.03%
189
8.11%
0.69
-1.85
 Rank: 390
 
KOBAS
 
Q12 contest
0.69
12/13/2018 00:44
181212OR0S0FKJJ10
12.46%
7393
8.83%
1.39
2.37
9.06%
194
8.49%
0.69
2.33
 Rank: 391
 
KOBAS
 
Q12 contest
0.69
10/24/2018 05:55
1810230QKXX5
7.95%
7405
5.35%
1.45
2.51
6.42%
225
4.54%
0.69
2.94
 Rank: 392
 
KOBAS
 
Q12 contest
0.68
12/12/2018 14:26
181212OR0S0FKJJ9
11.03%
7473
7.84%
1.37
2.33
8.99%
195
7.99%
0.68
2.47
 Rank: 393
 
KOBAS
 
Q12 contest
0.68
12/12/2018 14:26
181212OR0S0FKJJ9
11.03%
7473
7.84%
1.37
2.33
8.99%
195
7.99%
0.68
2.47
 Rank: 394
 
KOBAS
 
Q12 contest
0.65
10/20/2018 01:45
1810110QKXX53
6.82%
7260
4.67%
1.48
2.53
3.01%
232
4.26%
0.65
1.36
 Rank: 395
 
KOBAS
 
Q12 contest
0.65
12/17/2018 01:28
181213OR0S0F50KJJ1
9.16%
7482
8.95%
1.03
1.57
-2.72%
192
6.88%
0.65
-0.84
 Rank: 396
 
s_poramet
 
Q12 contest
0.63
12/27/2018 00:51
LvlA
178.33%
7528
10.08%
17.47
53.98
2.35%
185
5.97%
0.63
0.99
 Rank: 397
 
similo
 
Q12 contest
0.63
12/26/2018 09:09
trendfollowing V3
2.52%
7354
3.71%
0.63
1.10
5.72%
181
2.29%
5.28
6.46
 Rank: 398
 
mwalimudan
 
Q12 contest
0.63
12/22/2018 10:14
CongenitalLoonie
22.17%
7477
14.15%
1.58
2.68
-5.73%
187
7.79%
0.63
-1.42
 Rank: 399
 
gkouro
 
Q12 contest
0.61
12/07/2018 08:05
trading_with_svm
3.14%
7515
5.13%
0.61
0.93
0.00%
169
4.69%
3.77
0.00
 Rank: 400
 
KOBAS
 
Q12 contest
0.60
12/21/2018 04:07
181220OR0S0F10KJJ12
4.07%
2547
11.45%
1.02
1.66
13.36%
188
17.91%
0.60
1.66