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: 426
 
KOBAS
 
Q12 contest
0.42
12/27/2018 15:55
181222OR0S0F3LKJJ31
6.84%
5510
5.67%
1.63
2.78
2.82%
185
5.20%
0.42
1.30
 Rank: 427
 
KOBAS
 
Q12 contest
0.42
10/24/2018 06:05
1810230QKXX6
6.94%
7403
3.91%
1.77
3.09
4.96%
230
4.99%
0.42
1.91
 Rank: 428
 
KOBAS
 
Q12 contest
0.42
12/22/2018 12:14
181220OR0S0F1KJJ12
6.28%
2850
14.37%
1.08
1.82
20.72%
187
16.69%
0.42
3.09
 Rank: 429
 
KOBAS
 
Q12 contest
0.42
12/27/2018 15:50
181222OR0S0F3LKJJ30
5.06%
5525
4.26%
1.60
2.72
2.28%
185
4.11%
0.42
1.34
 Rank: 430
 
Sun73
 
Q12 contest
0.42
11/16/2018 08:42
sun73_v6e_r0p5s5_rev5
57.48%
7502
7.84%
7.23
23.79
2.78%
208
4.21%
0.42
1.32
 Rank: 431
 
stevefoeldvari
 
Q12 contest
0.42
11/13/2018 02:23
sf0012v3
24.30%
7450
12.18%
2.01
3.39
2.04%
216
14.70%
0.42
0.26
 Rank: 432
 
KOBAS
 
Q12 contest
0.41
11/09/2018 14:40
1810230QKXX81
4.03%
2767
8.13%
1.37
2.23
1.31%
212
8.04%
0.41
0.29
 Rank: 433
 
KOBAS
 
Q12 contest
0.41
10/24/2018 06:20
1810230QKXX13
8.67%
7388
4.90%
1.77
3.07
6.05%
230
6.23%
0.41
1.86
 Rank: 434
 
Sun73
 
Q12 contest
0.41
12/01/2018 04:17
sun73_v7b_s3v1c2a5a
52.17%
7512
5.04%
10.94
23.10
-6.08%
202
10.51%
0.41
-1.13
 Rank: 435
 
Crub
 
Q12 contest
0.40
08/30/2018 22:29
crub_v0000
1.86%
7321
5.29%
0.40
0.54
-5.30%
269
5.45%
2.27
-1.35
 Rank: 436
 
Cosmo Connor
 
Q12 contest
0.40
07/20/2018 06:02
CosmoCAT_150201807201503
0.00%
7415
0.01%
0.40
0.62
0.00%
298
0.00%
2.96
-0.33
 Rank: 437
 
KOBAS
 
Q12 contest
0.39
10/20/2018 01:44
1810110QKXX52
4.09%
7402
2.80%
1.45
2.48
1.83%
232
2.88%
0.39
1.22
 Rank: 438
 
Alexandre.cese
 
Q12 contest
0.36
10/03/2018 07:39
Test
4.68%
7225
9.53%
0.45
0.81
15.77%
239
7.69%
0.36
3.95
 Rank: 439
 
KOBAS
 
Q12 contest
0.36
10/24/2018 06:15
1810230QKXX12
8.26%
7341
4.69%
1.75
3.07
6.31%
170
5.98%
0.36
2.96
 Rank: 440
 
dc975
 
Q12 contest
0.36
12/19/2018 02:10
BlankTradingStrategy201812191110
3.43%
7220
8.67%
0.36
0.59
8.84%
190
8.87%
4.90
2.08
 Rank: 441
 
dc975
 
Q12 contest
0.36
12/14/2018 01:56
quant test
3.10%
7305
7.76%
0.36
0.64
11.07%
188
6.08%
3.54
4.85
 Rank: 442
 
dc975
 
Q12 contest
0.36
12/14/2018 02:57
quant test
3.10%
7305
7.76%
0.36
0.64
11.07%
188
6.08%
3.54
4.85
 Rank: 443
 
KOBAS
 
Q12 contest
0.36
12/30/2018 15:28
181228OR0S0F5HLKJJ2
6.10%
2854
14.07%
1.12
1.79
12.16%
183
15.94%
0.36
1.91
 Rank: 444
 
KOBAS
 
Q12 contest
0.36
12/24/2018 14:40
181222OR0S0F3LKJJ7
3.96%
7485
3.39%
1.20
1.98
-2.40%
187
3.95%
0.36
-1.31
 Rank: 445
 
KOBAS
 
Q12 contest
0.36
12/23/2018 11:28
181222OR0S0F3LKJJ2
7.84%
4428
10.08%
1.38
2.12
-2.98%
187
10.95%
0.36
-0.57
 Rank: 446
 
KOBAS
 
Q12 contest
0.35
10/24/2018 06:13
1810230QKXX11
9.81%
7340
5.60%
1.76
3.04
6.33%
230
7.09%
0.35
1.71
 Rank: 447
 
dc975
 
Q12 contest
0.35
12/19/2018 02:01
BlankTradingStrategy201812191101
3.37%
7220
8.66%
0.35
0.58
8.84%
190
8.87%
4.90
2.08
 Rank: 448
 
KOBAS
 
Q12 contest
0.34
12/26/2018 13:45
181222OR0S0F3LKJJ18
7.46%
2798
15.92%
1.38
2.04
-5.95%
181
16.13%
0.34
-0.74
 Rank: 449
 
yashhsm
 
Q12 contest
0.32
08/18/2018 11:43
BlankTradingStrategy20188190013
1.83%
7434
5.78%
0.32
0.47
-0.98%
277
5.17%
2.96
-0.28
 Rank: 450
 
librepy
 
Q12 contest
0.32
08/31/2018 18:10
LinearRegression
7.26%
7322
23.95%
0.32
0.46
-7.12%
268
26.06%
0.45
-0.37