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: 576
 
KOBAS
 
Q12 contest
-0.16
12/21/2018 01:52
181220OR0S0F10KJJ10
2.27%
2547
8.18%
0.90
1.31
-2.16%
148
13.17%
-0.16
-0.40
 Rank: 577
 
KOBAS
 
Q12 contest
-0.18
12/23/2018 11:30
181222OR0S0F3LKJJ4
4.42%
2850
10.70%
1.14
1.71
-4.10%
127
6.87%
-0.18
-1.70
 Rank: 578
 
KOBAS
 
Q12 contest
-0.19
10/15/2018 05:34
1810110QKXX5
7.48%
7394
6.56%
1.15
1.84
-1.14%
197
5.91%
-0.19
-0.39
 Rank: 579
 
KOBAS
 
Q12 contest
-0.19
10/19/2018 09:12
1810110QKXX49
10.01%
5467
9.32%
1.49
2.40
-1.66%
193
6.69%
-0.19
-0.53
 Rank: 580
 
KOBAS
 
Q12 contest
-0.19
11/08/2018 14:31
1810230QKXX80
3.01%
2819
8.01%
1.10
1.61
-6.35%
179
8.64%
-0.19
-1.72
 Rank: 581
 
KOBAS
 
Q12 contest
-0.19
11/09/2018 14:42
1810230QKXX80
3.01%
2820
8.01%
1.11
1.61
-6.88%
178
8.64%
-0.19
-1.87
 Rank: 582
 
KOBAS
 
Q12 contest
-0.21
10/15/2018 06:14
1810110QKXX8
7.95%
7390
7.61%
1.02
1.74
7.14%
177
9.14%
-0.21
2.00
 Rank: 583
 
Sirius1
 
Q12 contest
-0.22
12/20/2018 00:17
sma
-0.43%
7401
5.69%
-0.05
-0.12
-4.38%
149
4.73%
-0.22
-2.20
 Rank: 584
 
Sun73
 
Q12 contest
-0.22
11/16/2018 08:47
sun73_v6e_r0p5s5_rev8
52.25%
7502
17.61%
2.94
7.74
-3.96%
173
13.60%
-0.22
-0.61
 Rank: 585
 
maxam
 
Q12 contest
-0.22
12/05/2018 05:34
rearMirror
-3.00%
7296
13.53%
-0.22
-0.32
0.00%
156
---
---
---
 Rank: 586
 
Sun73
 
Q12 contest
-0.23
11/16/2018 08:48
sun73_v6e_r0p5s5_rev9
50.39%
7502
19.17%
2.60
7.04
-4.01%
173
13.64%
-0.23
-0.61
 Rank: 587
 
KOBAS
 
Q12 contest
-0.24
12/23/2018 11:30
181222OR0S0F3LKJJ5
5.50%
3178
11.83%
1.16
1.80
-5.67%
147
8.75%
-0.24
-1.47
 Rank: 588
 
KOBAS
 
Q12 contest
-0.25
10/10/2018 02:50
1810040Q2460452KXX0
4.11%
7085
6.62%
0.63
1.00
5.63%
200
9.94%
-0.25
1.27
 Rank: 589
 
KOBAS
 
Q12 contest
-0.25
12/31/2018 13:33
181228OR0S0F5HLKJJ6
5.77%
4582
6.89%
1.38
2.44
-0.03%
143
6.03%
-0.25
-0.01
 Rank: 590
 
KOBAS
 
Q12 contest
-0.25
12/30/2018 11:29
181230BQBKJJ
7.68%
2551
15.49%
1.54
2.49
10.01%
143
24.34%
-0.25
1.26
 Rank: 591
 
KOBAS
 
Q12 contest
-0.25
12/31/2018 14:20
181228OR0S0F5HLKJJ10
7.84%
4433
9.86%
1.41
2.27
-5.88%
143
8.56%
-0.25
-1.71
 Rank: 592
 
KOBAS
 
Q12 contest
-0.27
12/15/2018 13:08
181213OR0S0FKJJ2
5.92%
7481
4.25%
1.37
2.23
2.11%
152
4.65%
-0.27
1.30
 Rank: 593
 
Sun73
 
Q12 contest
-0.27
12/04/2018 04:21
sun73_v7b_s3v1c2a5am
50.59%
7514
4.54%
11.34
29.04
-5.76%
161
7.11%
-0.27
-1.64
 Rank: 594
 
KOBAS
 
Q12 contest
-0.27
12/22/2018 12:13
181220OR0S0F1KJJ11
6.08%
5192
8.81%
1.00
1.64
4.27%
147
13.72%
-0.27
0.90
 Rank: 595
 
charless
 
Q12 contest
-0.28
11/03/2018 14:15
Q12-025
42.55%
7479
4.40%
9.67
24.27
-2.82%
182
3.96%
-0.28
-1.60
 Rank: 596
 
KOBAS
 
Q12 contest
-0.28
12/26/2018 14:16
181222OR0S0F3LKJJ21
7.77%
4435
8.92%
1.50
2.52
1.61%
146
10.81%
-0.28
0.48
 Rank: 597
 
KOBAS
 
Q12 contest
-0.28
12/26/2018 14:13
181222OR0S0F3LKJJ20
4.04%
7444
3.38%
1.20
1.98
0.03%
126
4.95%
-0.28
0.02
 Rank: 598
 
KOBAS
 
Q12 contest
-0.29
10/25/2018 05:14
1810230QKXX18
4.82%
4365
7.87%
1.09
1.76
0.46%
189
11.67%
-0.29
0.09
 Rank: 599
 
KOBAS
 
Q12 contest
-0.29
12/27/2018 15:29
181222OR0S0F3LKJJ27
8.22%
7445
5.67%
1.43
2.32
2.29%
145
3.74%
-0.29
2.10
 Rank: 600
 
mwalimudan
 
Q12 contest
-0.29
11/10/2018 08:50
JustReadTheInstructionsFirst
15.17%
7447
11.07%
1.40
2.28
-3.98%
177
15.15%
-0.29
-0.54