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
 
yapierre
 
Q12 contest
0.43
08/26/2018 13:55
svm
2.49%
7407
5.47%
0.43
0.71
3.41%
100
3.37%
3.37
4.75
 Rank: 402
 
KOBAS
 
Q12 contest
0.42
10/24/2018 06:07
1810230QKXX7
6.03%
7451
3.40%
1.75
3.09
1.89%
100
4.40%
0.42
2.02
 Rank: 403
 
KOBAS
 
Q12 contest
0.42
10/26/2018 08:57
1810230QKXX31
9.45%
7413
8.23%
1.13
1.91
2.97%
99
8.49%
0.42
1.56
 Rank: 404
 
KOBAS
 
Q12 contest
0.42
12/27/2018 15:55
181222OR0S0F3LKJJ31
6.80%
5512
5.67%
1.63
2.77
-0.28%
100
4.53%
0.42
-0.25
 Rank: 405
 
KOBAS
 
Q12 contest
0.42
10/24/2018 06:05
1810230QKXX6
6.94%
7450
3.89%
1.76
3.11
2.41%
99
4.83%
0.42
2.39
 Rank: 406
 
KOBAS
 
Q12 contest
0.42
12/22/2018 12:14
181220OR0S0F1KJJ12
5.91%
2855
14.23%
1.09
1.75
6.56%
99
15.28%
0.42
1.99
 Rank: 407
 
KOBAS
 
Q12 contest
0.42
12/27/2018 15:50
181222OR0S0F3LKJJ30
5.04%
5527
4.25%
1.60
2.72
0.18%
99
3.61%
0.42
0.21
 Rank: 408
 
long
 
Q12 contest
0.42
07/05/2018 02:58
svm
2.44%
7407
5.60%
0.42
0.68
3.07%
99
3.41%
3.37
4.20
 Rank: 409
 
stevefoeldvari
 
Q12 contest
0.42
11/13/2018 02:23
sf0012v3
24.17%
7483
12.14%
1.97
3.38
1.25%
100
11.69%
0.42
0.42
 Rank: 410
 
KOBAS
 
Q12 contest
0.41
11/09/2018 14:40
1810230QKXX81
4.13%
2801
8.06%
1.35
2.37
3.31%
97
6.31%
0.41
2.37
 Rank: 411
 
KOBAS
 
Q12 contest
0.41
10/24/2018 06:20
1810230QKXX13
8.67%
7435
4.87%
1.76
3.09
2.98%
99
6.04%
0.41
2.37
 Rank: 412
 
KOBAS
 
Q12 contest
0.39
10/20/2018 01:44
1810110QKXX52
4.11%
7452
2.80%
1.46
2.50
-0.03%
99
2.59%
0.39
-0.05
 Rank: 413
 
Cosmo Connor
 
Q12 contest
0.38
07/20/2018 06:02
CosmoCAT_150201807201503
0.00%
7530
0.01%
0.38
0.63
0.00%
100
0.00%
2.96
3.54
 Rank: 414
 
Alexandre.cese
 
Q12 contest
0.36
10/03/2018 07:39
Test
4.50%
7286
9.53%
0.47
0.78
2.50%
98
6.79%
0.36
1.76
 Rank: 415
 
KOBAS
 
Q12 contest
0.36
10/24/2018 06:15
1810230QKXX12
8.15%
7388
4.68%
1.74
3.03
2.39%
100
6.01%
0.36
1.86
 Rank: 416
 
dc975
 
Q12 contest
0.36
12/14/2018 01:56
quant test
2.90%
7315
7.77%
0.36
0.59
3.77%
97
4.92%
3.54
3.96
 Rank: 417
 
dc975
 
Q12 contest
0.36
12/14/2018 02:57
quant test
2.90%
7315
7.77%
0.36
0.59
3.77%
97
4.92%
3.54
3.96
 Rank: 418
 
dc975
 
Q12 contest
0.36
12/19/2018 02:10
BlankTradingStrategy201812191110
3.44%
7227
8.66%
0.36
0.59
8.43%
100
8.40%
4.90
4.43
 Rank: 419
 
KOBAS
 
Q12 contest
0.36
12/30/2018 15:28
181228OR0S0F5HLKJJ2
5.86%
2855
13.97%
1.12
1.75
3.06%
99
14.82%
0.36
0.90
 Rank: 420
 
KOBAS
 
Q12 contest
0.36
12/24/2018 14:40
181222OR0S0F3LKJJ7
4.11%
7489
3.38%
1.20
2.07
0.59%
100
3.55%
0.36
0.65
 Rank: 421
 
KOBAS
 
Q12 contest
0.36
12/23/2018 11:28
181222OR0S0F3LKJJ2
8.13%
4433
10.01%
1.37
2.25
2.91%
100
8.63%
0.36
1.65
 Rank: 422
 
andrijagajic
 
Q12 contest
0.36
07/15/2018 04:01
linearRegression201807151301
4.68%
4772
12.13%
0.36
0.64
8.54%
98
7.39%
3.83
5.98
 Rank: 423
 
KOBAS
 
Q12 contest
0.35
10/24/2018 06:13
1810230QKXX11
9.81%
7387
5.57%
1.75
3.07
3.21%
99
6.86%
0.35
2.23
 Rank: 424
 
dc975
 
Q12 contest
0.35
12/19/2018 02:01
BlankTradingStrategy201812191101
3.36%
7227
8.66%
0.35
0.58
7.76%
99
8.40%
4.90
4.08
 Rank: 425
 
Crub
 
Q12 contest
0.35
08/30/2018 22:29
crub_v0000
1.90%
7407
5.29%
0.35
0.55
1.41%
99
5.00%
2.27
1.13