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: 551
 
KOBAS
 
Q12 contest
-0.05
12/31/2018 14:22
181228OR0S0F5HLKJJ11
6.50%
2855
12.66%
1.40
2.21
-0.96%
99
8.70%
-0.05
-0.44
 Rank: 552
 
KOBAS
 
Q12 contest
-0.05
10/17/2018 14:11
1810110QKXX32
6.77%
2801
13.46%
1.39
2.26
-0.17%
97
9.23%
-0.05
-0.08
 Rank: 553
 
KOBAS
 
Q12 contest
-0.06
10/18/2018 11:14
1810110QKXX35
8.86%
4433
9.65%
1.58
2.77
-0.92%
99
8.48%
-0.06
-0.45
 Rank: 554
 
dc975
 
Q12 contest
-0.06
12/14/2018 07:08
quant test
-0.73%
7315
11.38%
-0.06
-0.10
-1.57%
97
8.40%
0.64
-0.79
 Rank: 555
 
KOBAS
 
Q12 contest
-0.06
12/29/2018 15:26
181228OR0S0F20HLKJJ13
10.58%
5451
11.00%
1.32
2.20
-0.08%
99
3.68%
-0.06
-0.09
 Rank: 556
 
similo
 
Q12 contest
-0.06
12/26/2018 07:13
PAIRSTRADE3
0.93%
7315
9.36%
0.10
0.16
0.99%
91
2.46%
-0.06
2.33
 Rank: 557
 
charless
 
Q12 contest
-0.09
10/31/2018 22:05
Q12-002
33.49%
7519
4.12%
7.99
19.25
-0.30%
99
3.09%
-0.09
-0.44
 Rank: 558
 
KOBAS
 
Q12 contest
-0.09
10/30/2018 03:52
1810230QKXX70
5.36%
2801
10.91%
1.34
2.48
0.83%
97
9.01%
-0.09
0.35
 Rank: 559
 
KOBAS
 
Q12 contest
-0.09
10/25/2018 05:16
1810230QKXX22
5.36%
2801
10.91%
1.34
2.48
0.83%
97
9.01%
-0.09
0.35
 Rank: 560
 
KOBAS
 
Q12 contest
-0.14
12/17/2018 05:50
181211OR0S0FKJJ3
5.83%
2855
12.78%
1.26
1.91
-2.81%
99
10.53%
-0.14
-0.99
 Rank: 561
 
KOBAS
 
Q12 contest
-0.15
12/23/2018 13:48
181223OCOMBKJJ2
5.74%
7491
4.06%
1.39
2.28
0.26%
99
4.09%
-0.15
0.30
 Rank: 562
 
KOBAS
 
Q12 contest
-0.16
11/14/2018 06:11
1810230QKXX103
8.22%
7448
6.45%
1.28
2.02
-2.08%
100
5.04%
-0.16
-1.61
 Rank: 563
 
KOBAS
 
Q12 contest
-0.16
12/21/2018 01:52
181220OR0S0F10KJJ10
2.36%
2552
7.86%
0.90
1.46
0.07%
99
9.43%
-0.16
0.03
 Rank: 564
 
bananaiogurt
 
Q12 contest
-0.17
12/11/2018 06:22
EGG
-0.64%
7401
4.02%
-0.17
-0.26
1.25%
99
2.82%
0.49
2.13
 Rank: 565
 
KOBAS
 
Q12 contest
-0.18
12/23/2018 11:30
181222OR0S0F3LKJJ4
4.59%
2855
10.73%
1.13
1.79
1.00%
100
6.89%
-0.18
0.61
 Rank: 566
 
KOBAS
 
Q12 contest
-0.19
10/15/2018 05:34
1810110QKXX5
7.40%
7448
6.56%
1.12
1.82
0.31%
100
5.90%
-0.19
0.20
 Rank: 567
 
KOBAS
 
Q12 contest
-0.19
10/19/2018 09:12
1810110QKXX49
9.98%
5517
9.33%
1.47
2.39
-2.25%
100
6.86%
-0.19
-1.37
 Rank: 568
 
KOBAS
 
Q12 contest
-0.19
11/08/2018 14:31
1810230QKXX80
3.04%
2855
7.94%
1.06
1.66
-3.36%
99
7.51%
-0.19
-1.84
 Rank: 569
 
KOBAS
 
Q12 contest
-0.19
11/09/2018 14:42
1810230QKXX80
3.04%
2855
7.94%
1.06
1.66
-3.36%
99
7.51%
-0.19
-1.84
 Rank: 570
 
Sun73
 
Q12 contest
-0.21
11/16/2018 08:47
sun73_v6e_r0p5s5_rev8
52.68%
7532
17.58%
2.92
7.95
0.10%
100
4.11%
-0.21
0.09
 Rank: 571
 
KOBAS
 
Q12 contest
-0.21
10/15/2018 06:14
1810110QKXX8
7.77%
7444
7.61%
1.02
1.70
-0.20%
100
9.46%
-0.21
-0.10
 Rank: 572
 
Sun73
 
Q12 contest
-0.21
11/16/2018 08:48
sun73_v6e_r0p5s5_rev9
50.85%
7532
19.15%
2.59
7.22
-0.08%
100
4.33%
-0.21
-0.07
 Rank: 573
 
Sirius1
 
Q12 contest
-0.22
12/20/2018 00:17
sma
-0.31%
7407
5.69%
-0.05
-0.09
-0.82%
99
4.30%
-0.22
-0.75
 Rank: 574
 
maxam
 
Q12 contest
-0.22
12/05/2018 05:34
rearMirror
-3.01%
7313
13.57%
-0.22
-0.32
0.00%
97
---
---
---
 Rank: 575
 
KOBAS
 
Q12 contest
-0.24
12/23/2018 11:30
181222OR0S0F3LKJJ5
5.71%
3183
11.83%
1.16
1.90
-0.12%
99
7.39%
-0.24
-0.07