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
0.65
12/17/2018 01:28
181213OR0S0F50KJJ1
9.44%
7491
8.98%
1.04
1.61
-0.06%
100
6.69%
0.65
-0.04
 Rank: 377
 
similo
 
Q12 contest
0.63
12/26/2018 09:09
trendfollowing V3
2.46%
7357
3.73%
0.63
1.07
3.07%
99
2.27%
5.28
6.85
 Rank: 378
 
s_poramet
 
Q12 contest
0.63
12/27/2018 00:51
LvlA
181.51%
7530
10.09%
17.47
55.06
3.12%
99
5.81%
0.63
2.55
 Rank: 379
 
mwalimudan
 
Q12 contest
0.63
12/22/2018 10:14
CongenitalLoonie
22.64%
7482
14.22%
1.56
2.73
1.40%
100
8.27%
0.63
0.69
 Rank: 380
 
KOBAS
 
Q12 contest
0.60
12/21/2018 04:07
181220OR0S0F10KJJ12
3.99%
2552
11.11%
1.02
1.72
9.31%
100
17.12%
0.60
2.38
 Rank: 381
 
durasm
 
Q12 contest
0.59
07/12/2018 00:23
Q8_MM_Single_Dynamic_v1
123.33%
7407
12.54%
9.79
22.94
5.53%
99
10.58%
0.59
3.06
 Rank: 382
 
gkouro
 
Q12 contest
0.59
12/07/2018 08:05
trading_with_svm
3.21%
7530
5.14%
0.59
0.95
3.64%
99
4.18%
3.77
3.67
 Rank: 383
 
kmschu026
 
Q12 contest
0.58
07/09/2018 12:34
MashedPotatoes
6.48%
3720
23.05%
0.58
0.78
0.75%
99
27.63%
2.25
0.09
 Rank: 384
 
mwalimudan
 
Q12 contest
0.57
10/24/2018 02:58
TableForFivePlease
28.13%
7471
20.42%
1.35
2.21
7.34%
100
23.00%
0.57
1.33
 Rank: 385
 
similo
 
Q12 contest
0.57
12/26/2018 08:42
trendfollowing V3
2.90%
7318
4.92%
0.57
0.95
3.58%
98
3.29%
4.74
5.24
 Rank: 386
 
KOBAS
 
Q12 contest
0.57
10/17/2018 09:31
1810110QKXX26
9.47%
4433
9.68%
1.66
2.99
2.92%
99
8.49%
0.57
1.63
 Rank: 387
 
KOBAS
 
Q12 contest
0.56
12/19/2018 15:27
1812200O0COMBKJJ2
8.36%
7487
5.44%
1.51
2.47
1.71%
99
5.96%
0.56
1.36
 Rank: 388
 
KOBAS
 
Q12 contest
0.56
12/18/2018 09:07
1812180O0COMBKJJ9
9.27%
7487
6.00%
1.52
2.49
1.49%
100
6.10%
0.56
1.14
 Rank: 389
 
mwalimudan
 
Q12 contest
0.54
10/31/2018 07:37
YouWinAgain
23.74%
7397
17.24%
1.37
2.32
3.43%
100
16.18%
0.54
0.78
 Rank: 390
 
caner132
 
Q12 contest
0.54
11/21/2018 06:55
efso_model
2.91%
7317
5.29%
0.54
0.92
2.88%
98
2.97%
2.64
4.99
 Rank: 391
 
mwalimudan
 
Q12 contest
0.53
12/30/2018 10:47
VolatileBird
19.05%
7482
18.57%
1.01
1.75
1.61%
99
14.40%
0.53
0.46
 Rank: 392
 
KOBAS
 
Q12 contest
0.53
10/27/2018 00:19
1810230QKXX40
7.06%
3183
14.20%
1.20
1.99
1.67%
99
14.07%
0.53
0.43
 Rank: 393
 
KOBAS
 
Q12 contest
0.52
10/19/2018 07:22
1810110QKXX47
10.00%
7436
7.00%
1.42
2.30
-0.30%
99
5.06%
0.52
-0.27
 Rank: 394
 
KOBAS
 
Q12 contest
0.51
12/26/2018 13:43
181222OR0S0F3LKJJ17
7.32%
4431
8.66%
1.42
2.49
3.08%
99
6.23%
0.51
2.24
 Rank: 395
 
KOBAS
 
Q12 contest
0.50
12/24/2018 14:50
181222OR0S0F3LKJJ10
7.43%
2801
15.21%
1.33
2.18
5.06%
97
12.05%
0.50
1.89
 Rank: 396
 
KOBAS
 
Q12 contest
0.47
12/18/2018 09:05
1812180O0COMBKJJ7
10.73%
7324
7.11%
1.52
2.48
1.57%
100
6.76%
0.47
1.08
 Rank: 397
 
KOBAS
 
Q12 contest
0.46
12/31/2018 13:36
181228OR0S0F5HLKJJ7
7.90%
2801
15.08%
1.44
2.36
4.16%
98
10.95%
0.46
1.77
 Rank: 398
 
KOBAS
 
Q12 contest
0.46
12/27/2018 15:33
181222OR0S0F3LKJJ28
9.63%
5512
7.86%
1.66
2.82
0.15%
99
4.39%
0.46
0.16
 Rank: 399
 
KOBAS
 
Q12 contest
0.45
10/29/2018 13:44
1810230QKXX57
11.65%
5505
9.37%
1.69
2.89
1.63%
99
7.85%
0.45
0.93
 Rank: 400
 
fujin
 
Q12 contest
0.45
11/17/2018 15:13
ShaxDash2
4.18%
7489
2.40%
1.71
3.02
1.33%
100
3.09%
0.45
1.93