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
-0.59
07/07/2018 09:25
Level 18 Select Inim7
48.36%
7529
13.49%
3.48
6.72
0.79%
56
3.92%
-0.59
1.86
 Rank:
 
s_poramet
 
Q12 contest
-0.91
07/07/2018 09:24
Level 18 Select Mini7
56.11%
7529
13.19%
4.13
8.36
0.79%
56
3.92%
-0.91
1.86
 Rank:
 
s_poramet
 
Q12 contest
-0.84
07/07/2018 09:09
Level 18 Select
53.44%
7530
12.98%
3.99
7.99
0.79%
57
3.88%
-0.84
1.84
 Rank:
 
long
 
Q12 contest
-2.44
07/05/2018 02:58
svm
2.43%
7407
5.61%
0.42
0.67
2.11%
56
3.09%
-2.44
5.94
 Rank:
 
KOBAS
 
Q12 contest
-0.35
10/20/2018 01:45
1810110QKXX53
6.88%
7310
4.67%
1.48
2.55
-0.32%
57
4.08%
-0.35
-0.62
 Rank:
 
KOBAS
 
Q12 contest
1.43
10/26/2018 08:57
1810230QKXX32
9.60%
4451
11.31%
1.43
2.41
2.19%
56
9.52%
1.44
1.86
 Rank:
 
KOBAS
 
Q12 contest
-0.17
12/21/2018 08:02
181220OR0S0F1KJJ4
5.58%
2552
12.43%
1.35
2.24
2.13%
56
16.13%
-0.17
0.94
 Rank:
 
Cosmo Connor
 
Q12 contest
-1.10
07/20/2018 06:02
CosmoCAT_150201807201503
0.00%
7530
0.01%
0.38
0.63
0.00%
57
0.00%
-1.10
8.78
 Rank:
 
s_poramet
 
Q12 contest
3.30
12/30/2018 00:30
Gold Rank 90 Reflector
74.45%
7499
15.43%
4.73
8.67
-2.65%
57
17.78%
3.30
-0.94
 Rank:
 
s_poramet
 
Q12 contest
-1.84
07/06/2018 19:19
Path Simple
41.74%
7530
7.40%
5.47
11.27
0.43%
56
2.51%
-1.84
1.46
 Rank:
 
dm7
 
Q12 contest
-0.67
09/04/2018 06:33
adaL
47.55%
7529
11.41%
4.05
7.25
0.20%
56
7.36%
-0.67
0.19
 Rank:
 
KOBAS
 
Q12 contest
0.26
12/13/2018 00:44
181212OR0S0FKJJ11
11.47%
7403
7.94%
1.43
2.41
0.44%
56
7.20%
0.26
0.49
 Rank:
 
dc975
 
Q12 contest
-0.63
12/14/2018 01:56
quant test
2.95%
7315
7.79%
0.36
0.60
4.64%
55
5.30%
-0.63
9.75
 Rank:
 
dc975
 
Q12 contest
-0.63
12/14/2018 02:57
quant test
2.94%
7315
7.79%
0.36
0.60
4.58%
54
5.35%
-0.63
9.76
 Rank:
 
dc975
 
Q12 contest
-0.11
12/19/2018 02:10
BlankTradingStrategy201812191110
3.47%
7227
8.66%
0.36
0.60
8.49%
56
8.12%
-0.11
11.46
 Rank:
 
KOBAS
 
Q12 contest
-1.13
12/17/2018 05:48
181211OR0S0FKJJ2
7.15%
4433
9.59%
1.26
2.09
0.69%
56
9.51%
-1.13
0.59
 Rank:
 
dc975
 
Q12 contest
-0.11
12/19/2018 02:01
BlankTradingStrategy201812191101
3.41%
7227
8.66%
0.35
0.59
8.50%
56
8.12%
-0.11
11.45
 Rank:
 
Crub
 
Q12 contest
-2.07
08/30/2018 22:29
crub_v0000
1.94%
7407
5.28%
0.35
0.56
2.40%
57
3.81%
-2.07
5.57
 Rank:
 
KOBAS
 
Q12 contest
-0.49
12/31/2018 13:33
181228OR0S0F5HLKJJ6
5.88%
4582
6.90%
1.38
2.51
1.08%
56
6.00%
-0.49
1.17
 Rank:
 
KOBAS
 
Q12 contest
-0.35
10/20/2018 01:45
1810110QKXX54
6.13%
5512
5.57%
1.49
2.56
-0.45%
56
4.68%
-0.35
-0.77
 Rank:
 
Sun73
 
Q12 contest
6.91
11/22/2018 11:00
sun73_v7a_cv10s3c252a9tfa_
31.41%
7532
4.45%
6.91
14.68
0.83%
57
6.93%
9.86
0.88
 Rank:
 
Sun73
 
Q12 contest
9.86
11/23/2018 04:34
sun73_v7a_s3v1c2a9a
51.17%
7532
4.60%
10.88
27.19
0.83%
57
6.93%
9.86
0.88
 Rank:
 
librepy
 
Q12 contest
0.31
08/31/2018 18:10
LinearRegression
7.69%
7407
23.98%
0.31
0.49
8.45%
57
25.86%
2.86
3.34
 Rank:
 
Eric Hamer
 
Q12 contest
-1.13
12/05/2018 14:25
new_test
2.16%
7530
6.01%
0.29
0.56
13.78%
56
21.82%
-1.13
29.16
 Rank:
 
yashhsm
 
Q12 contest
-1.13
08/18/2018 11:43
BlankTradingStrategy20188190013
2.18%
7529
6.08%
0.29
0.56
14.12%
57
21.86%
-1.13
29.37