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: 401
 
caner132
 
Q12 contest
0.53
11/21/2018 06:55
efso_model
2.97%
7291
5.28%
0.53
0.94
6.93%
165
3.20%
2.64
6.40
 Rank: 402
 
KOBAS
 
Q12 contest
0.53
10/27/2018 00:19
1810230QKXX40
7.19%
3138
14.39%
1.22
1.98
5.60%
187
17.02%
0.53
0.70
 Rank: 403
 
KOBAS
 
Q12 contest
0.52
10/19/2018 07:22
1810110QKXX47
10.00%
7386
6.99%
1.44
2.31
-1.06%
193
4.75%
0.52
-0.50
 Rank: 404
 
KOBAS
 
Q12 contest
0.51
12/26/2018 13:43
181222OR0S0F3LKJJ17
7.30%
4428
8.67%
1.42
2.47
3.81%
146
7.71%
0.51
1.43
 Rank: 405
 
KOBAS
 
Q12 contest
0.50
12/24/2018 14:50
181222OR0S0F3LKJJ10
7.51%
2797
15.31%
1.33
2.17
8.11%
138
15.21%
0.50
1.66
 Rank: 406
 
KOBAS
 
Q12 contest
0.47
12/18/2018 09:05
1812180O0COMBKJJ7
10.66%
7316
7.13%
1.52
2.46
1.20%
151
7.38%
0.47
0.46
 Rank: 407
 
yapierre
 
Q12 contest
0.46
08/26/2018 13:55
svm
2.44%
7317
5.46%
0.46
0.69
-2.27%
232
4.05%
3.37
-0.95
 Rank: 408
 
KOBAS
 
Q12 contest
0.46
12/31/2018 13:36
181228OR0S0F5HLKJJ7
7.82%
2801
15.14%
1.44
2.31
3.24%
139
13.67%
0.46
0.75
 Rank: 409
 
long
 
Q12 contest
0.46
07/05/2018 02:58
svm
2.42%
7281
5.59%
0.46
0.67
-3.33%
264
4.19%
3.37
-1.18
 Rank: 410
 
KOBAS
 
Q12 contest
0.46
12/27/2018 15:33
181222OR0S0F3LKJJ28
9.68%
5510
7.85%
1.66
2.84
2.86%
145
4.71%
0.46
2.05
 Rank: 411
 
KOBAS
 
Q12 contest
0.45
10/29/2018 13:44
1810230QKXX57
11.48%
5461
9.36%
1.71
2.84
-1.56%
187
7.92%
0.45
-0.44
 Rank: 412
 
fujin
 
Q12 contest
0.45
11/17/2018 15:13
ShaxDash2
4.18%
7459
2.41%
1.71
3.00
2.13%
172
3.04%
0.45
1.74
 Rank: 413
 
KOBAS
 
Q12 contest
0.42
10/24/2018 06:07
1810230QKXX7
6.02%
7404
3.41%
1.77
3.07
2.85%
190
4.54%
0.42
1.45
 Rank: 414
 
KOBAS
 
Q12 contest
0.42
10/26/2018 08:57
1810230QKXX31
9.41%
7368
8.28%
1.15
1.89
2.71%
188
10.14%
0.42
0.64
 Rank: 415
 
KOBAS
 
Q12 contest
0.42
12/27/2018 15:55
181222OR0S0F3LKJJ31
6.85%
5510
5.67%
1.63
2.78
1.96%
145
5.04%
0.42
1.15
 Rank: 416
 
KOBAS
 
Q12 contest
0.42
10/24/2018 06:05
1810230QKXX6
6.92%
7403
3.90%
1.77
3.08
3.12%
190
4.99%
0.42
1.44
 Rank: 417
 
KOBAS
 
Q12 contest
0.42
12/22/2018 12:14
181220OR0S0F1KJJ12
6.00%
2850
14.33%
1.08
1.75
10.67%
147
16.68%
0.42
2.00
 Rank: 418
 
KOBAS
 
Q12 contest
0.42
12/27/2018 15:50
181222OR0S0F3LKJJ30
5.07%
5525
4.25%
1.60
2.72
1.57%
145
4.00%
0.42
1.17
 Rank: 419
 
stevefoeldvari
 
Q12 contest
0.42
11/13/2018 02:23
sf0012v3
24.15%
7450
12.11%
2.01
3.38
-4.86%
176
12.64%
0.42
-0.79
 Rank: 420
 
KOBAS
 
Q12 contest
0.41
11/09/2018 14:40
1810230QKXX81
4.17%
2767
8.11%
1.37
2.35
4.71%
173
7.72%
0.41
1.47
 Rank: 421
 
KOBAS
 
Q12 contest
0.41
10/24/2018 06:20
1810230QKXX13
8.64%
7388
4.89%
1.77
3.06
3.76%
190
6.24%
0.41
1.39
 Rank: 422
 
Crub
 
Q12 contest
0.40
08/30/2018 22:29
crub_v0000
1.91%
7321
5.29%
0.40
0.55
-4.24%
229
5.55%
2.27
-1.25
 Rank: 423
 
KOBAS
 
Q12 contest
0.39
10/20/2018 01:44
1810110QKXX52
4.11%
7402
2.80%
1.45
2.49
1.68%
192
2.79%
0.39
1.35
 Rank: 424
 
Cosmo Connor
 
Q12 contest
0.39
07/20/2018 06:02
CosmoCAT_150201807201503
3.93%
2471
11.47%
0.39
0.52
-2.84%
258
10.09%
3.35
-0.44
 Rank: 425
 
andrijagajic
 
Q12 contest
0.37
07/15/2018 04:01
linearRegression201807151301
4.70%
4654
12.09%
0.37
0.65
7.89%
256
7.64%
3.83
1.76