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
0.71
12/19/2018 05:37
1812180O0COMBKJJ12
10.07%
7317
6.71%
1.51
2.46
2.20%
150
6.08%
0.71
1.06
 Rank: 377
 
KOBAS
 
Q12 contest
0.70
12/26/2018 13:33
181222OR0S0F3LKJJ16
3.42%
7487
2.91%
1.16
1.92
1.15%
146
3.22%
0.70
1.07
 Rank: 378
 
mwalimudan
 
Q12 contest
0.69
12/20/2018 05:24
SlowOnTheDriveway
23.45%
7476
15.00%
1.57
2.69
-6.18%
149
8.59%
0.69
-1.71
 Rank: 379
 
KOBAS
 
Q12 contest
0.69
12/13/2018 00:44
181212OR0S0FKJJ10
12.45%
7393
8.84%
1.39
2.36
6.71%
154
8.86%
0.69
2.08
 Rank: 380
 
KOBAS
 
Q12 contest
0.69
10/24/2018 05:55
1810230QKXX5
7.92%
7405
5.35%
1.45
2.49
4.27%
190
4.52%
0.69
2.29
 Rank: 381
 
KOBAS
 
Q12 contest
0.68
12/12/2018 14:26
181212OR0S0FKJJ9
11.02%
7473
7.85%
1.37
2.33
6.98%
155
8.44%
0.68
2.30
 Rank: 382
 
KOBAS
 
Q12 contest
0.68
12/12/2018 14:26
181212OR0S0FKJJ9
11.02%
7473
7.85%
1.37
2.33
6.98%
155
8.44%
0.68
2.30
 Rank: 383
 
KOBAS
 
Q12 contest
0.65
10/20/2018 01:45
1810110QKXX53
6.84%
7260
4.67%
1.48
2.54
2.66%
192
4.14%
0.65
1.44
 Rank: 384
 
KOBAS
 
Q12 contest
0.65
12/17/2018 01:28
181213OR0S0F50KJJ1
9.34%
7482
8.96%
1.03
1.60
0.74%
152
7.26%
0.65
0.28
 Rank: 385
 
s_poramet
 
Q12 contest
0.63
12/27/2018 00:51
LvlA
179.80%
7528
10.08%
17.47
54.46
2.25%
145
5.75%
0.63
1.19
 Rank: 386
 
similo
 
Q12 contest
0.63
12/26/2018 09:09
trendfollowing V3
2.50%
7354
3.72%
0.63
1.09
4.79%
146
2.18%
5.28
7.55
 Rank: 387
 
mwalimudan
 
Q12 contest
0.63
12/22/2018 10:14
CongenitalLoonie
22.37%
7477
14.18%
1.58
2.70
-4.01%
147
8.30%
0.63
-1.19
 Rank: 388
 
dm7
 
Q12 contest
0.62
09/28/2018 10:08
tsq1223f41dac5c1f4458a0059afcdf62964e
99.80%
7464
22.25%
4.55
7.69
-21.00%
208
21.79%
0.62
-1.69
 Rank: 389
 
dm7
 
Q12 contest
0.62
10/04/2018 03:12
tsq1223f41dac5c1f4458a0059afcdf62964e
99.35%
7468
22.25%
4.52
7.66
-20.00%
204
21.81%
0.62
-1.64
 Rank: 390
 
dm7
 
Q12 contest
0.62
10/01/2018 05:56
tsq1223f41dac5c1f4458a0059afcdf62964e
99.61%
7465
22.24%
4.53
7.68
-19.12%
207
21.70%
0.62
-1.56
 Rank: 391
 
gkouro
 
Q12 contest
0.61
12/07/2018 08:05
trading_with_svm
3.22%
7515
5.13%
0.61
0.95
2.06%
153
4.54%
3.77
1.17
 Rank: 392
 
KOBAS
 
Q12 contest
0.60
12/21/2018 04:07
181220OR0S0F10KJJ12
4.03%
2547
11.43%
1.02
1.66
11.67%
148
19.14%
0.60
1.74
 Rank: 393
 
durasm
 
Q12 contest
0.59
07/12/2018 00:23
Q8_MM_Single_Dynamic_v1
122.40%
7286
12.51%
10.24
22.82
-1.63%
264
15.28%
0.59
-0.15
 Rank: 394
 
mwalimudan
 
Q12 contest
0.57
10/24/2018 02:58
TableForFivePlease
27.93%
7424
20.41%
1.35
2.20
13.87%
190
21.79%
0.57
1.40
 Rank: 395
 
similo
 
Q12 contest
0.57
12/26/2018 08:42
trendfollowing V3
2.93%
7315
4.91%
0.57
0.96
5.45%
142
3.19%
4.74
5.76
 Rank: 396
 
KOBAS
 
Q12 contest
0.57
10/17/2018 09:31
1810110QKXX26
9.05%
4381
9.75%
1.73
2.79
-13.27%
195
10.35%
0.57
-2.42
 Rank: 397
 
KOBAS
 
Q12 contest
0.56
12/19/2018 15:27
1812200O0COMBKJJ2
8.31%
7480
5.46%
1.51
2.44
1.50%
150
6.39%
0.56
0.68
 Rank: 398
 
KOBAS
 
Q12 contest
0.56
12/18/2018 09:07
1812180O0COMBKJJ9
9.21%
7479
6.01%
1.52
2.46
1.25%
151
6.61%
0.56
0.53
 Rank: 399
 
mwalimudan
 
Q12 contest
0.54
10/31/2018 07:37
YouWinAgain
23.61%
7355
17.19%
1.37
2.32
6.21%
185
13.59%
0.54
0.92
 Rank: 400
 
mwalimudan
 
Q12 contest
0.53
12/30/2018 10:47
VolatileBird
18.21%
7481
18.57%
1.01
1.67
-15.07%
143
16.12%
0.53
-2.21