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
 
Alexandre.cese
 
Q12 contest
0.36
10/03/2018 07:39
Test
4.62%
7225
9.52%
0.45
0.80
13.18%
200
6.80%
0.36
4.53
 Rank: 427
 
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: 428
 
dc975
 
Q12 contest
0.36
12/19/2018 02:10
BlankTradingStrategy201812191110
3.47%
7220
8.66%
0.36
0.60
9.38%
150
8.18%
4.90
3.31
 Rank: 429
 
dc975
 
Q12 contest
0.36
12/14/2018 01:56
quant test
3.06%
7305
7.77%
0.36
0.63
9.16%
149
6.08%
3.54
5.27
 Rank: 430
 
dc975
 
Q12 contest
0.36
12/14/2018 02:57
quant test
3.06%
7305
7.77%
0.36
0.63
9.16%
149
6.08%
3.54
5.27
 Rank: 431
 
KOBAS
 
Q12 contest
0.36
12/30/2018 15:28
181228OR0S0F5HLKJJ2
5.74%
2854
14.08%
1.12
1.68
0.58%
143
16.55%
0.36
0.11
 Rank: 432
 
KOBAS
 
Q12 contest
0.36
12/24/2018 14:40
181222OR0S0F3LKJJ7
4.04%
7485
3.38%
1.20
2.03
-0.69%
147
3.91%
0.36
-0.50
 Rank: 433
 
KOBAS
 
Q12 contest
0.36
12/23/2018 11:28
181222OR0S0F3LKJJ2
7.83%
4428
10.09%
1.38
2.13
-4.35%
147
11.41%
0.36
-1.03
 Rank: 434
 
KOBAS
 
Q12 contest
0.35
10/24/2018 06:13
1810230QKXX11
9.77%
7340
5.59%
1.76
3.04
3.74%
190
7.11%
0.35
1.21
 Rank: 435
 
dc975
 
Q12 contest
0.35
12/19/2018 02:01
BlankTradingStrategy201812191101
3.41%
7220
8.65%
0.35
0.59
9.38%
150
8.18%
4.90
3.30
 Rank: 436
 
KOBAS
 
Q12 contest
0.34
12/26/2018 13:45
181222OR0S0F3LKJJ18
7.83%
2798
15.88%
1.38
2.19
2.84%
142
15.38%
0.34
0.55
 Rank: 437
 
yashhsm
 
Q12 contest
0.32
08/18/2018 11:43
BlankTradingStrategy20188190013
1.85%
7434
5.78%
0.32
0.47
-0.77%
237
5.14%
2.96
-0.26
 Rank: 438
 
librepy
 
Q12 contest
0.32
08/31/2018 18:10
LinearRegression
7.30%
7322
24.01%
0.32
0.47
-7.12%
228
28.27%
0.45
-0.41
 Rank: 439
 
algonell
 
Q12 contest
0.32
09/10/2018 12:31
Algonell Volatility
5.17%
3641
36.03%
0.32
0.38
-9.02%
222
33.57%
4.65
-0.42
 Rank: 440
 
KOBAS
 
Q12 contest
0.32
12/18/2018 09:02
1812180O0COMBKJJ6
8.23%
5504
7.44%
1.50
2.48
1.40%
151
5.35%
0.32
0.70
 Rank: 441
 
Eric Hamer
 
Q12 contest
0.32
08/23/2018 17:56
buy_and_hold
1.83%
7438
5.83%
0.32
0.47
-0.61%
234
5.16%
2.96
-0.21
 Rank: 442
 
mwalimudan
 
Q12 contest
0.32
12/28/2018 10:09
BananaSplit
15.63%
7481
11.87%
1.32
2.22
-4.23%
144
10.54%
0.32
-1.00
 Rank: 443
 
Eric Hamer
 
Q12 contest
0.31
12/05/2018 14:25
new_test
1.83%
7513
5.71%
0.31
0.48
0.94%
160
5.00%
2.95
0.49
 Rank: 444
 
emmarfan
 
Q12 contest
0.31
11/03/2018 07:34
TrendFollowing201811032234195
1.81%
7489
5.83%
0.31
0.46
-0.25%
182
5.31%
2.90
-0.11
 Rank: 445
 
KOBAS
 
Q12 contest
0.31
12/28/2018 14:38
181228OR0S0F20HLKJJ3
4.94%
7450
3.61%
1.34
2.17
1.60%
124
2.48%
0.31
2.52
 Rank: 446
 
dm7
 
Q12 contest
0.31
08/12/2018 07:14
adaL
40.01%
7429
15.99%
2.54
4.36
-10.51%
237
14.39%
0.31
-1.24
 Rank: 447
 
GNQuant
 
Q12 contest
0.26
07/09/2018 14:20
test1
1.75%
7283
7.24%
0.26
0.37
-2.38%
267
6.49%
2.01
-0.56
 Rank: 448
 
skybird8
 
Q12 contest
0.25
07/13/2018 17:17
newts201807132018
1.75%
7287
7.24%
0.25
0.37
-1.36%
263
6.38%
2.01
-0.33
 Rank: 449
 
gustavfjorder
 
Q12 contest
0.25
09/29/2018 16:23
GustavSystem
1.76%
7342
7.24%
0.25
0.37
-0.76%
207
6.54%
2.01
-0.23
 Rank: 450
 
KOBAS
 
Q12 contest
0.24
11/07/2018 13:57
1810230QKXX77
3.87%
2765
8.15%
1.30
2.04
1.81%
175
7.52%
0.24
0.55