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: 26
 
vsujith
 
Q12 contest
2.30
12/19/2018 23:43
1207Dilbert
4.66%
7523
1.97%
2.30
4.15
1.88%
150
1.55%
2.75
3.70
 Rank: 27
 
charless
 
Q12 contest
2.28
11/02/2018 19:17
Q12-017
41.29%
7482
4.30%
9.50
24.89
6.39%
178
4.39%
2.28
4.10
 Rank: 28
 
s_poramet
 
Q12 contest
2.28
12/06/2018 00:42
JuberJuberVit_Reinf7
136.16%
7514
6.09%
22.08
94.53
0.18%
159
2.97%
2.28
0.16
 Rank: 29
 
vsujith
 
Q12 contest
2.26
12/15/2018 01:55
1205Dilbert
4.69%
7520
2.02%
2.26
4.06
1.92%
152
1.56%
2.57
3.61
 Rank: 30
 
mwalimudan
 
Q12 contest
2.26
09/28/2018 11:32
PullThePillarsDown
42.46%
7369
19.47%
2.26
3.88
14.09%
208
36.66%
5.83
0.74
 Rank: 31
 
dm7
 
Q12 contest
2.17
09/04/2018 06:33
adaL
47.48%
7446
11.33%
4.13
7.69
14.45%
221
11.13%
2.17
2.76
 Rank: 32
 
vsujith
 
Q12 contest
2.07
12/24/2018 08:20
1208Chomsky
6.87%
7526
3.22%
2.07
3.71
3.21%
147
2.50%
2.68
4.28
 Rank: 33
 
mwalimudan
 
Q12 contest
2.06
12/02/2018 11:01
ShorterThan50
28.74%
7414
13.84%
2.06
3.77
3.29%
162
10.03%
5.88
0.86
 Rank: 34
 
vsujith
 
Q12 contest
2.03
12/02/2018 08:09
1203Wooster
3.90%
7508
1.86%
2.03
3.64
2.05%
162
1.54%
2.48
3.73
 Rank: 35
 
vsujith
 
Q12 contest
2.00
12/03/2018 05:18
Wooster1204
3.85%
7509
1.89%
2.00
3.55
1.45%
157
1.67%
2.03
2.52
 Rank: 36
 
mwalimudan
 
Q12 contest
1.98
11/22/2018 11:55
JustTesting26Q12
16.19%
7408
6.88%
2.38
4.33
-2.40%
169
5.71%
1.98
-1.00
 Rank: 37
 
Sun73
 
Q12 contest
1.96
11/14/2018 10:28
sun73_v5e_rev1
40.97%
6979
6.95%
5.84
14.32
1.72%
175
6.09%
1.96
0.82
 Rank: 38
 
mwalimudan
 
Q12 contest
1.95
12/02/2018 06:16
BetterThan50
26.98%
7414
13.78%
1.95
3.51
0.99%
162
10.73%
4.09
0.24
 Rank: 39
 
mwalimudan
 
Q12 contest
1.87
12/09/2018 09:41
SameAgainPlease
18.48%
7419
9.60%
1.93
3.33
1.23%
157
10.25%
1.87
0.32
 Rank: 40
 
charless
 
Q12 contest
1.85
11/02/2018 19:18
Q12-019
40.27%
7480
4.36%
9.14
23.37
5.52%
176
4.56%
1.85
3.52
 Rank: 41
 
s_poramet
 
Q12 contest
1.85
12/11/2018 00:46
JuberJuberVit_ContReinf7
63.30%
7517
3.59%
17.50
71.09
0.04%
156
2.72%
1.85
0.04
 Rank: 42
 
charless
 
Q12 contest
1.83
11/02/2018 19:17
Q12-016
39.12%
7482
4.34%
8.97
22.38
2.39%
173
4.62%
1.83
1.22
 Rank: 43
 
charless
 
Q12 contest
1.81
11/02/2018 19:17
Q12-018
44.20%
7482
4.40%
9.96
26.70
3.89%
183
3.85%
1.81
2.63
 Rank: 44
 
s_poramet
 
Q12 contest
1.81
12/31/2018 01:38
Full PVO
172.01%
7529
10.17%
16.63
50.10
-0.32%
143
7.41%
1.81
-0.13
 Rank: 45
 
KOBAS
 
Q12 contest
1.74
12/13/2018 00:47
181212OR0S0FKJJ15
14.58%
5466
11.35%
1.74
2.93
14.41%
154
13.39%
1.95
3.00
 Rank: 46
 
mwalimudan
 
Q12 contest
1.74
10/16/2018 10:02
ListenWhenICallYourName
21.85%
7381
12.54%
1.77
3.10
-1.94%
196
12.24%
1.74
-0.34
 Rank: 47
 
KOBAS
 
Q12 contest
1.73
12/13/2018 00:54
181212OR0S0FKJJ17
14.37%
5466
11.28%
1.73
2.91
11.74%
154
12.80%
1.92
2.63
 Rank: 48
 
s_poramet
 
Q12 contest
1.73
12/27/2018 00:51
LvlA
165.13%
7528
9.07%
17.83
59.15
3.80%
145
5.14%
1.73
2.32
 Rank: 49
 
KOBAS
 
Q12 contest
1.72
12/13/2018 00:53
181212OR0S0FKJJ16
15.02%
5452
11.82%
1.72
2.92
18.35%
154
15.04%
2.69
3.41
 Rank: 50
 
mwalimudan
 
Q12 contest
1.71
12/01/2018 04:51
IWantToBe50
21.52%
7414
12.71%
1.71
3.01
-3.46%
162
11.86%
1.74
-0.74