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:
 
s_poramet
 
Q12 contest
-0.82
07/03/2018 10:53
Rush Moments Q
46.97%
7530
7.31%
6.20
12.21
3.07%
14
9.77%
-0.82
16.68
 Rank:
 
s_poramet
 
Q12 contest
0.65
12/07/2018 00:41
JuberJuberVit_Fullturn7
133.23%
7530
6.07%
21.06
89.99
1.01%
14
3.53%
0.65
44.60
 Rank:
 
s_poramet
 
Q12 contest
5.12
12/27/2018 00:50
LvlM Typical
54.58%
7528
8.68%
6.07
13.43
0.98%
14
2.68%
5.12
21.71
 Rank:
 
s_poramet
 
Q12 contest
-0.18
12/07/2018 00:39
JuberJuberVit_Fullturn0
128.01%
7530
6.06%
20.28
84.33
1.02%
14
3.67%
-0.18
41.38
 Rank:
 
s_poramet
 
Q12 contest
0.26
12/12/2018 00:20
JuberJuberVit_ContDrinv3
43.25%
7530
7.06%
5.92
13.88
0.59%
14
2.12%
0.26
63.82
 Rank:
 
charless
 
Q12 contest
8.57
11/03/2018 14:18
Q12-029
51.64%
7518
4.97%
10.05
26.56
1.53%
14
5.78%
8.57
27.91
 Rank:
 
s_poramet
 
Q12 contest
0.27
12/10/2018 04:34
JuberJuberVit_ContSmile3
30.07%
7530
5.08%
5.73
11.84
0.50%
14
2.66%
0.27
14.76
 Rank:
 
charless
 
Q12 contest
9.90
11/02/2018 19:17
Q12-018
45.06%
7522
4.40%
9.90
27.37
1.60%
14
5.63%
10.43
26.04
 Rank:
 
s_poramet
 
Q12 contest
0.85
12/07/2018 00:40
JuberJuberVit_Fullturn2
123.98%
7530
5.95%
20.02
82.34
0.79%
14
3.39%
0.85
23.90
 Rank:
 
s_poramet
 
Q12 contest
1.87
12/08/2018 01:55
JuberJuberVit_Smile3
43.21%
7530
5.24%
7.97
18.23
0.52%
14
2.64%
1.87
17.29
 Rank:
 
s_poramet
 
Q12 contest
2.31
12/05/2018 07:46
JuberJuberVit
145.47%
7530
6.22%
22.42
98.00
0.57%
14
2.66%
2.31
24.67
 Rank:
 
s_poramet
 
Q12 contest
2.31
12/20/2018 00:33
JBV adpt1
145.47%
7530
6.22%
22.42
98.00
0.57%
14
2.66%
2.31
24.67
 Rank:
 
s_poramet
 
Q12 contest
2.31
12/20/2018 01:11
JBV adpt4
144.66%
7530
6.21%
22.33
96.89
0.56%
14
2.66%
2.31
24.40
 Rank:
 
s_poramet
 
Q12 contest
2.31
12/20/2018 00:34
JBV adpt2
145.42%
7530
6.22%
22.41
97.70
0.57%
14
2.66%
2.31
24.67
 Rank:
 
s_poramet
 
Q12 contest
2.31
12/20/2018 00:34
JBV adpt3
145.38%
7530
6.22%
22.40
97.42
0.57%
14
2.66%
2.31
24.67
 Rank:
 
s_poramet
 
Q12 contest
-0.73
07/03/2018 10:51
Rush Moments S
42.72%
7530
7.48%
5.51
10.56
3.65%
14
10.68%
-0.73
20.22
 Rank:
 
s_poramet
 
Q12 contest
0.03
12/08/2018 01:56
JuberJuberVit_Smile6
46.09%
7530
5.27%
8.45
20.15
0.57%
14
2.77%
0.03
24.49
 Rank:
 
s_poramet
 
Q12 contest
2.66
12/06/2018 00:40
JuberJuberVit_Reinf3
135.68%
7530
6.00%
21.70
95.81
0.14%
14
1.03%
2.66
6.80
 Rank:
 
s_poramet
 
Q12 contest
16.94
12/31/2018 01:39
LvlA PVO
218.60%
7529
12.30%
16.94
53.55
2.45%
14
8.93%
27.71
11.91
 Rank:
 
s_poramet
 
Q12 contest
0.99
12/07/2018 00:41
JuberJuberVit_Fullturn6
130.63%
7530
6.01%
20.87
87.17
0.57%
14
2.39%
0.99
69.76
 Rank:
 
s_poramet
 
Q12 contest
-0.73
08/22/2018 03:09
NFAK Mini
28.39%
7530
5.25%
5.24
10.80
1.18%
14
5.30%
-0.73
17.68
 Rank:
 
s_poramet
 
Q12 contest
-0.97
12/08/2018 01:56
JuberJuberVit_Smile8
47.68%
7530
5.22%
8.83
21.38
0.53%
14
2.75%
-0.97
21.13
 Rank:
 
s_poramet
 
Q12 contest
0.17
12/08/2018 01:56
JuberJuberVit_Smile9
48.74%
7530
5.21%
9.04
22.41
0.53%
14
2.75%
0.17
21.13
 Rank:
 
s_poramet
 
Q12 contest
1.26
12/10/2018 04:35
JuberJuberVit_ContSmile7
45.29%
7530
5.13%
8.53
20.54
0.53%
14
2.75%
1.26
21.13
 Rank:
 
s_poramet
 
Q12 contest
0.79
12/06/2018 00:41
JuberJuberVit_Reinf5
127.54%
7530
5.80%
21.11
94.27
0.22%
14
1.18%
0.79
14.02