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: 526
 
hellboy
 
Q12 contest
0.00
10/25/2018 03:00
32x8_75_OK
0.00%
7484
0.00%
-
-
0.00%
229
---
---
---
 Rank: 527
 
hellboy
 
Q12 contest
0.00
10/25/2018 03:01
35x7_88_OK
0.00%
7484
0.00%
-
-
0.00%
229
---
---
---
 Rank: 528
 
hellboy
 
Q12 contest
0.00
10/25/2018 03:01
38x9_16_OK
0.00%
7484
0.00%
-
-
0.00%
229
---
---
---
 Rank: 529
 
hellboy
 
Q12 contest
0.00
10/25/2018 03:02
41x10_94_OK
0.00%
7484
0.00%
-
-
0.00%
229
---
---
---
 Rank: 530
 
hellboy
 
Q12 contest
0.00
10/25/2018 03:02
44x12_00_OK
0.00%
7484
0.00%
-
-
0.00%
229
---
---
---
 Rank: 531
 
hellboy
 
Q12 contest
0.00
10/25/2018 03:03
48x9_82_OK
0.00%
7484
0.00%
-
-
0.00%
229
---
---
---
 Rank: 532
 
vszaszkobogar
 
Q12 contest
0.00
07/10/2018 00:43
tstoSF_SzBV_02
0.00%
7406
0.00%
-
-
0.00%
307
---
---
---
 Rank: 533
 
vszaszkobogar
 
Q12 contest
0.00
07/09/2018 05:36
tstoSF_SzBV
0.00%
7175
0.00%
-
-
0.00%
300
---
---
---
 Rank: 534
 
flagship
 
Q12 contest
0.00
08/10/2018 11:39
BollingerBands20188102039
0.00%
7198
0.00%
-
-
0.00%
276
---
---
---
 Rank: 535
 
Eric Hamer
 
Q12 contest
0.00
10/10/2018 10:05
bollingerBands
0.90%
7473
3.39%
0.27
0.54
-1.03%
240
---
---
---
 Rank: 536
 
rmazeiks
 
Q12 contest
0.00
11/14/2018 14:36
Foxtrot
0.00%
7375
0.19%
0.03
0.00
-0.15%
215
---
---
---
 Rank: 537
 
ToErrIsHuman
 
Q12 contest
0.00
12/30/2018 23:17
quantiacs_q12
1.05%
7310
5.35%
0.20
0.40
0.00%
178
---
---
---
 Rank: 538
 
mwalimudan
 
Q12 contest
0.00
12/31/2018 12:46
SplitandDouble
21.63%
7481
16.17%
1.33
2.22
-1.06%
183
---
---
---
 Rank: 539
 
KOBAS
 
Q12 contest
0.00
12/28/2018 15:13
181228OR0S0F20HLKJJ5
6.72%
5221
5.22%
1.26
2.11
0.00%
0
---
---
---
 Rank: 540
 
rmazeiks
 
Q12 contest
-0.02
11/13/2018 14:08
Echo
-0.14%
7244
17.48%
-0.02
-0.01
4.67%
210
11.87%
3.24
0.81
 Rank: 541
 
KOBAS
 
Q12 contest
-0.02
12/23/2018 11:28
181222OR0S0F3LKJJ1
6.80%
2850
13.56%
1.48
2.23
-9.35%
187
15.15%
-0.02
-1.27
 Rank: 542
 
KOBAS
 
Q12 contest
-0.03
12/23/2018 13:49
181223OCOMBKJJ3
5.76%
7486
4.09%
1.40
2.27
1.63%
187
4.24%
-0.03
0.91
 Rank: 543
 
KOBAS
 
Q12 contest
-0.04
11/07/2018 13:34
1810230QKXX76
3.74%
2765
8.25%
1.30
1.92
-3.14%
214
7.74%
-0.04
-0.69
 Rank: 544
 
KOBAS
 
Q12 contest
-0.05
12/31/2018 14:22
181228OR0S0F5HLKJJ11
6.31%
2855
12.64%
1.40
2.10
-4.28%
183
10.36%
-0.05
-0.88
 Rank: 545
 
KOBAS
 
Q12 contest
-0.05
10/17/2018 14:11
1810110QKXX32
6.58%
2750
13.40%
1.47
2.16
-9.29%
229
9.81%
-0.05
-1.44
 Rank: 546
 
KOBAS
 
Q12 contest
-0.06
10/18/2018 11:14
1810110QKXX35
8.73%
4382
9.68%
1.67
2.69
-10.79%
234
9.82%
-0.06
-1.73
 Rank: 547
 
KOBAS
 
Q12 contest
-0.06
12/29/2018 15:26
181228OR0S0F20HLKJJ13
10.37%
5450
10.95%
1.32
2.15
-2.50%
183
5.80%
-0.06
-0.79
 Rank: 548
 
dc975
 
Q12 contest
-0.07
12/14/2018 07:08
quant test
-0.67%
7305
11.37%
-0.07
-0.09
4.08%
188
11.18%
0.64
0.84
 Rank: 549
 
charless
 
Q12 contest
-0.09
10/31/2018 22:05
Q12-002
33.06%
7477
4.12%
8.04
18.88
-3.16%
205
3.48%
-0.09
-1.88
 Rank: 550
 
KOBAS
 
Q12 contest
-0.09
10/30/2018 03:52
1810230QKXX70
5.62%
2759
10.96%
1.35
2.53
11.97%
220
10.66%
-0.09
2.06