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: 28
 
s_poramet
 
Q12 contest
3.19
12/12/2018 00:20
JuberJuberVit_ContDrinv4
47.23%
7530
7.38%
6.21
14.29
0.37%
57
0.62%
3.19
12.93
 Rank: 30
 
s_poramet
 
Q12 contest
3.13
12/26/2018 00:11
Student Mp All
28.22%
7530
8.71%
3.13
5.28
5.33%
57
7.49%
3.28
6.87
 Rank: 31
 
s_poramet
 
Q12 contest
3.08
07/04/2018 11:38
Coming Back McKnight Q5
33.29%
7530
10.46%
3.08
5.42
4.41%
57
6.18%
3.29
6.70
 Rank: 33
 
s_poramet
 
Q12 contest
2.97
07/03/2018 10:42
Rush Moments
28.60%
7530
7.47%
3.71
6.52
3.91%
57
5.76%
2.97
6.50
 Rank: 36
 
s_poramet
 
Q12 contest
2.90
07/04/2018 11:36
Coming Back McKnight Q
34.55%
7530
9.81%
3.41
5.99
3.92%
57
6.11%
2.90
5.74
 Rank: 37
 
s_poramet
 
Q12 contest
2.88
12/24/2018 00:28
Universe Temple cturn1
24.76%
7530
4.89%
5.46
11.65
13.62%
57
27.08%
2.88
23.50
 Rank: 38
 
s_poramet
 
Q12 contest
2.84
12/12/2018 00:20
JuberJuberVit_ContDrinv3
42.96%
7530
7.04%
5.92
13.82
0.59%
57
1.04%
2.84
29.07
 Rank: 39
 
s_poramet
 
Q12 contest
2.82
12/05/2018 07:52
JuberJuberVit_Drinv3
18.12%
7530
2.10%
8.38
31.12
0.53%
57
0.89%
2.82
48.51
 Rank: 42
 
s_poramet
 
Q12 contest
2.64
07/14/2018 09:21
Chronos Modified 2
23.74%
7529
8.73%
2.64
4.39
1.95%
57
3.32%
2.67
6.88
 Rank: 43
 
vsujith
 
Q12 contest
2.64
12/31/2018 06:34
1212Bethe
6.02%
7530
2.82%
2.64
5.26
16.49%
58
22.54%
4.30
161.12
 Rank: 44
 
s_poramet
 
Q12 contest
2.63
12/31/2018 01:40
LvlA PVO Leaf
182.28%
7324
16.63%
11.01
28.37
4.38%
55
8.53%
2.63
7.47
 Rank: 46
 
dm7
 
Q12 contest
2.55
09/29/2018 10:56
tsq123c4b882ffd58463caf060f38056d872f
77.34%
7529
16.79%
4.45
7.77
5.71%
57
12.85%
2.55
3.84
 Rank: 47
 
s_poramet
 
Q12 contest
2.55
12/24/2018 00:29
Universe Temple cturn2
22.91%
7530
4.84%
5.14
10.65
12.10%
57
27.14%
2.55
20.26
 Rank: 48
 
mwalimudan
 
Q12 contest
2.54
11/26/2018 10:25
CallingForMyMother
36.56%
7434
14.04%
2.54
4.87
9.56%
57
9.66%
5.42
8.73
 Rank: 49
 
Sun73
 
Q12 contest
2.49
11/30/2018 03:50
sun73_v7b_s3v5c2a9b
48.64%
7532
5.21%
9.20
18.43
7.10%
57
12.76%
2.49
5.70
 Rank: 51
 
s_poramet
 
Q12 contest
2.46
12/08/2018 01:55
JuberJuberVit_Smile4
21.11%
7530
5.20%
3.95
7.66
0.52%
57
1.22%
2.46
8.51
 Rank: 56
 
stevefoeldvari
 
Q12 contest
2.40
12/09/2018 12:41
sf0014
27.50%
7484
11.16%
2.40
4.35
7.35%
57
13.43%
3.05
5.12
 Rank: 59
 
stevefoeldvari
 
Q12 contest
2.38
12/09/2018 12:41
sf0015
31.18%
7484
12.72%
2.38
4.33
9.79%
57
14.86%
3.75
6.73
 Rank: 60
 
s_poramet
 
Q12 contest
2.36
07/01/2018 04:22
Working Memento
32.35%
7530
13.23%
2.36
3.77
8.11%
57
11.51%
3.22
6.90
 Rank: 62
 
mwalimudan
 
Q12 contest
2.35
11/22/2018 11:55
JustTesting26Q12
16.48%
7434
6.89%
2.35
4.40
3.13%
57
4.83%
2.86
5.38
 Rank: 63
 
stevefoeldvari
 
Q12 contest
2.33
12/09/2018 12:40
sf0013
26.25%
7485
11.00%
2.33
4.15
6.79%
57
14.26%
2.65
4.11
 Rank: 64
 
Sun73
 
Q12 contest
2.31
11/16/2018 08:48
sun73_v6e_r0p5s5_rev9
51.33%
7532
19.20%
2.59
7.28
1.97%
57
4.45%
2.31
4.74
 Rank: 65
 
mwalimudan
 
Q12 contest
2.30
09/28/2018 11:27
ADifferentKindOfDanger
38.59%
7434
16.37%
2.30
4.27
8.85%
58
9.27%
5.13
10.41
 Rank: 66
 
stevefoeldvari
 
Q12 contest
2.30
11/20/2018 11:48
sf0012v4
31.23%
7484
13.18%
2.30
4.14
10.07%
57
17.21%
3.37
5.40
 Rank: 67
 
vsujith
 
Q12 contest
2.30
12/19/2018 23:43
1207Dilbert
4.83%
7530
2.12%
2.30
4.29
5.09%
58
8.92%
2.66
25.15