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
0.34
12/26/2018 13:45
181222OR0S0F3LKJJ18
7.93%
2801
15.79%
1.38
2.25
4.47%
97
12.07%
0.34
1.66
 Rank: 427
 
KOBAS
 
Q12 contest
0.32
12/18/2018 09:02
1812180O0COMBKJJ6
8.31%
5512
7.45%
1.50
2.51
2.24%
99
5.02%
0.32
2.03
 Rank: 428
 
mwalimudan
 
Q12 contest
0.32
12/28/2018 10:09
BananaSplit
15.93%
7482
11.88%
1.32
2.26
0.82%
99
10.98%
0.32
0.29
 Rank: 429
 
KOBAS
 
Q12 contest
0.31
12/28/2018 14:38
181228OR0S0F20HLKJJ3
4.91%
7451
3.62%
1.34
2.15
0.51%
100
2.47%
0.31
0.95
 Rank: 430
 
librepy
 
Q12 contest
0.31
08/31/2018 18:10
LinearRegression
7.47%
7407
23.99%
0.31
0.48
3.43%
99
26.04%
0.45
0.62
 Rank: 431
 
Eric Hamer
 
Q12 contest
0.29
12/05/2018 14:25
new_test
1.81%
7530
5.72%
0.29
0.47
3.10%
99
4.59%
2.95
3.08
 Rank: 432
 
yashhsm
 
Q12 contest
0.29
08/18/2018 11:43
BlankTradingStrategy20188190013
1.82%
7529
5.79%
0.29
0.47
3.14%
99
4.64%
2.96
3.10
 Rank: 433
 
Eric Hamer
 
Q12 contest
0.29
08/23/2018 17:56
buy_and_hold
1.81%
7529
5.83%
0.29
0.46
3.13%
99
4.64%
2.96
3.09
 Rank: 434
 
emmarfan
 
Q12 contest
0.28
11/03/2018 07:34
TrendFollowing201811032234195
1.79%
7529
5.84%
0.28
0.45
3.08%
99
4.70%
2.90
3.00
 Rank: 435
 
algonell
 
Q12 contest
0.25
09/10/2018 12:31
Algonell Volatility
4.98%
3720
36.17%
0.25
0.37
17.55%
100
35.89%
4.65
1.93
 Rank: 436
 
KOBAS
 
Q12 contest
0.24
11/07/2018 13:57
1810230QKXX77
3.85%
2801
8.11%
1.27
2.06
1.51%
97
6.32%
0.24
1.03
 Rank: 437
 
KOBAS
 
Q12 contest
0.24
12/17/2018 05:47
181211OR0S0FKJJ1
7.18%
7435
6.83%
1.04
1.67
1.59%
99
7.09%
0.24
0.84
 Rank: 438
 
Sun73
 
Q12 contest
0.24
11/22/2018 11:00
sun73_v7a_cv10s3c252a9tfa_
31.19%
7532
4.46%
6.91
14.48
0.88%
100
6.38%
0.24
0.56
 Rank: 439
 
Sun73
 
Q12 contest
0.24
11/23/2018 04:34
sun73_v7a_s3v1c2a9a
50.79%
7532
4.61%
10.88
26.73
0.88%
100
6.38%
0.24
0.56
 Rank: 440
 
gustavfjorder
 
Q12 contest
0.22
09/29/2018 16:23
GustavSystem
1.70%
7407
7.25%
0.22
0.36
2.21%
99
5.76%
2.01
1.71
 Rank: 441
 
dc975
 
Q12 contest
0.22
12/16/2018 04:10
simpleTS
1.70%
7407
7.25%
0.22
0.36
2.21%
99
5.76%
2.01
1.71
 Rank: 442
 
skybird8
 
Q12 contest
0.22
07/13/2018 17:17
newts201807132018
1.70%
7407
7.25%
0.22
0.36
2.39%
100
5.74%
2.01
1.84
 Rank: 443
 
GNQuant
 
Q12 contest
0.22
07/09/2018 14:20
test1
1.70%
7407
7.25%
0.22
0.36
2.39%
100
5.74%
2.01
1.84
 Rank: 444
 
KOBAS
 
Q12 contest
0.22
11/09/2018 14:49
1810230QKXX82
4.05%
2801
8.50%
1.25
2.23
4.08%
98
6.87%
0.22
2.72
 Rank: 445
 
andrijagajic
 
Q12 contest
0.21
07/09/2018 13:19
linearRegression201807092219
1.98%
4772
9.25%
0.21
0.33
1.06%
98
2.83%
1.95
2.54
 Rank: 446
 
dc975
 
Q12 contest
0.21
12/19/2018 02:24
SVM201812191124
2.28%
7227
9.46%
0.21
0.36
7.76%
99
8.41%
4.90
4.08
 Rank: 447
 
charless
 
Q12 contest
0.21
11/14/2018 17:38
Q12-032
33.75%
7519
4.24%
7.82
18.24
-0.67%
100
2.98%
0.21
-1.02
 Rank: 448
 
emmarfan
 
Q12 contest
0.20
11/29/2018 01:37
l15s15
1.91%
7526
8.44%
0.20
0.34
4.69%
100
6.81%
3.00
3.15
 Rank: 449
 
kufashi
 
Q12 contest
0.20
08/16/2018 14:39
trendFollowing
1.17%
7407
5.76%
0.20
0.31
0.77%
100
4.69%
1.70
0.71
 Rank: 450
 
dc975
 
Q12 contest
0.20
12/16/2018 04:15
simpleTS
1.51%
7407
7.33%
0.20
0.32
2.22%
99
5.76%
2.01
1.71