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:
 
KOBAS
 
Q12 contest
-1.98
10/15/2018 12:51
1810110QKXX11
7.73%
5516
7.78%
1.33
2.31
1.44%
56
7.17%
-1.98
1.89
 Rank:
 
KOBAS
 
Q12 contest
1.13
10/26/2018 08:57
1810230QKXX31
9.49%
7413
8.22%
1.13
1.92
2.58%
56
8.17%
1.26
2.74
 Rank:
 
charless
 
Q12 contest
8.88
11/02/2018 19:17
Q12-016
39.48%
7522
4.34%
8.88
22.68
1.05%
56
4.99%
10.69
2.16
 Rank:
 
s_poramet
 
Q12 contest
-0.99
07/07/2018 11:15
Level 18 Mc Blade
35.75%
7530
11.95%
2.90
5.37
0.87%
56
5.53%
-0.99
1.38
 Rank:
 
charless
 
Q12 contest
8.67
11/02/2018 19:17
Q12-015
39.35%
7521
4.43%
8.67
21.79
1.03%
57
4.82%
9.94
2.33
 Rank:
 
KOBAS
 
Q12 contest
-0.52
11/13/2018 12:01
1810230QKXX94
13.95%
3990
38.12%
0.69
1.00
13.96%
56
44.12%
-0.52
3.01
 Rank:
 
KOBAS
 
Q12 contest
-0.75
10/16/2018 09:39
1810110QKXX15
5.11%
5516
5.96%
1.14
1.89
1.24%
56
5.56%
-0.75
2.02
 Rank:
 
fujin
 
Q12 contest
-1.48
11/17/2018 07:35
adamBadamO
15.36%
5461
12.17%
1.26
2.09
1.72%
57
15.26%
-1.48
0.88
 Rank:
 
KOBAS
 
Q12 contest
-1.80
10/19/2018 09:31
1810110QKXX51
6.23%
7491
5.87%
1.04
1.77
-0.05%
56
5.68%
-1.80
-0.06
 Rank:
 
s_poramet
 
Q12 contest
-1.00
07/13/2018 11:12
Mc Swirl B5
15.71%
7530
7.34%
2.08
3.54
0.29%
56
2.64%
-1.00
0.88
 Rank:
 
s_poramet
 
Q12 contest
-0.74
12/17/2018 00:04
VOR6 adpt2
38.04%
7530
6.00%
6.16
12.58
0.86%
57
3.53%
-0.74
1.48
 Rank:
 
s_poramet
 
Q12 contest
-0.74
12/17/2018 00:04
VOR6 adpt1
38.28%
7530
6.03%
6.17
12.65
0.86%
57
3.53%
-0.74
1.48
 Rank:
 
charless
 
Q12 contest
9.82
11/14/2018 17:39
Q12-035
46.71%
7521
4.42%
10.25
28.29
0.43%
18
5.33%
9.82
2.33
 Rank:
 
KOBAS
 
Q12 contest
-1.15
10/23/2018 12:52
1810110QKXX86
5.70%
7484
3.61%
1.55
2.74
0.30%
56
3.56%
-1.15
0.81
 Rank:
 
durasm
 
Q12 contest
-0.93
07/12/2018 00:23
Q8_MM_Single_Dynamic_v1
124.04%
7407
12.54%
9.79
23.09
1.04%
56
7.49%
-0.93
1.37
 Rank:
 
s_poramet
 
Q12 contest
-0.10
07/14/2018 09:48
Life Crest
16.43%
7367
7.13%
2.29
4.19
0.46%
56
3.38%
-0.10
0.98
 Rank:
 
KOBAS
 
Q12 contest
-2.51
10/18/2018 11:12
1810110QKXX33
5.82%
7446
5.57%
1.03
1.69
0.70%
57
4.78%
-2.51
1.51
 Rank:
 
KOBAS
 
Q12 contest
1.06
11/07/2018 14:03
1810230QKXX78
3.20%
2855
7.92%
1.06
1.77
0.27%
57
7.52%
2.36
0.26
 Rank:
 
KOBAS
 
Q12 contest
-1.15
12/18/2018 09:02
1812180O0COMBKJJ6
8.29%
5512
7.47%
1.50
2.50
0.42%
57
4.64%
-1.15
0.81
 Rank:
 
similo
 
Q12 contest
-0.28
12/26/2018 09:09
trendfollowing V3
2.45%
7357
3.73%
0.63
1.07
2.33%
56
2.26%
-0.28
10.34
 Rank:
 
s_poramet
 
Q12 contest
-1.01
07/13/2018 11:02
Mc Swirl
14.80%
7530
6.23%
2.31
3.79
0.29%
57
2.72%
-1.01
0.86
 Rank:
 
KOBAS
 
Q12 contest
0.68
12/27/2018 15:33
181222OR0S0F3LKJJ28
9.71%
5512
7.88%
1.66
2.84
0.55%
57
4.46%
0.68
1.09
 Rank:
 
s_poramet
 
Q12 contest
-0.35
12/18/2018 01:00
VOR6 csmile1
27.84%
7530
5.57%
4.86
9.69
0.75%
56
3.52%
-0.35
1.31
 Rank:
 
KOBAS
 
Q12 contest
1.27
10/26/2018 08:59
1810230QKXX34
10.88%
4435
13.65%
1.36
2.26
2.98%
56
12.45%
1.27
2.06
 Rank:
 
KOBAS
 
Q12 contest
-2.37
10/18/2018 11:15
1810110QKXX36
5.20%
4433
7.80%
1.12
1.88
1.45%
56
8.29%
-2.37
1.46