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
-0.28
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: 577
 
KOBAS
 
Q12 contest
-0.29
10/25/2018 05:14
1810230QKXX18
5.08%
4365
7.92%
1.09
1.85
8.99%
229
11.73%
-0.29
1.49
 Rank: 578
 
KOBAS
 
Q12 contest
-0.29
12/27/2018 15:29
181222OR0S0F3LKJJ27
8.14%
7445
5.67%
1.43
2.30
1.14%
185
3.94%
-0.29
0.70
 Rank: 579
 
mwalimudan
 
Q12 contest
-0.29
11/10/2018 08:50
JustReadTheInstructionsFirst
15.15%
7447
11.08%
1.40
2.27
-2.20%
217
14.60%
-0.29
-0.26
 Rank: 580
 
AnnabelleFord
 
Q12 contest
-0.30
10/24/2018 02:55
hello
0.65%
7251
5.77%
0.11
0.18
1.31%
224
3.82%
-0.30
0.66
 Rank: 581
 
KOBAS
 
Q12 contest
-0.30
11/15/2018 05:58
1810230QKXX112
7.32%
5481
6.53%
1.51
2.60
2.27%
154
5.24%
-0.30
1.24
 Rank: 582
 
wangzhongruo
 
Q12 contest
-0.30
07/21/2018 20:34
trendFollowing
-0.19%
7163
8.13%
-0.09
-0.04
16.55%
290
12.16%
-0.30
2.60
 Rank: 583
 
wangzhongruo
 
Q12 contest
-0.30
07/21/2018 20:34
trendFollowing
-0.19%
7163
8.13%
-0.09
-0.04
16.55%
290
12.16%
-0.30
2.60
 Rank: 584
 
KOBAS
 
Q12 contest
-0.31
11/15/2018 05:49
1810230QKXX111
6.15%
5481
5.53%
1.52
2.57
0.87%
214
4.82%
-0.31
0.37
 Rank: 585
 
charless
 
Q12 contest
-0.31
11/14/2018 17:40
Q12-040
42.88%
7487
4.28%
10.17
25.83
-8.79%
215
3.75%
-0.31
-4.42
 Rank: 586
 
andrijagajic
 
Q12 contest
-0.31
07/15/2018 04:01
linearRegression201807151301
-3.34%
7178
10.98%
-0.31
-0.49
-1.80%
295
7.37%
2.69
-0.34
 Rank: 587
 
rawlund
 
Q12 contest
-0.31
12/03/2018 21:12
c0212
-2.06%
7511
7.92%
-0.31
-0.36
12.12%
202
9.62%
2.43
3.97
 Rank: 588
 
KOBAS
 
Q12 contest
-0.31
11/15/2018 06:00
1810230QKXX113
7.09%
5481
6.50%
1.50
2.52
0.54%
214
5.58%
-0.31
0.20
 Rank: 589
 
rawlund
 
Q12 contest
-0.32
11/21/2018 05:47
trendFollowing
4.71%
7356
9.63%
0.51
0.81
-2.31%
210
10.65%
-0.32
-0.44
 Rank: 590
 
rawlund
 
Q12 contest
-0.32
11/29/2018 12:50
trendFollowing
4.71%
7362
9.63%
0.51
0.81
-2.10%
204
10.59%
-0.32
-0.41
 Rank: 591
 
KOBAS
 
Q12 contest
-0.32
10/26/2018 08:59
1810230QKXX34
10.37%
4390
13.75%
1.38
2.10
-7.35%
228
15.44%
-0.32
-0.84
 Rank: 592
 
mbaker21231
 
Q12 contest
-0.32
09/28/2018 13:02
foo
-0.90%
7465
3.17%
-0.32
-0.38
3.77%
248
2.15%
1.32
5.03
 Rank: 593
 
KOBAS
 
Q12 contest
-0.34
12/26/2018 14:18
181222OR0S0F3LKJJ22
6.25%
3180
11.63%
1.39
2.14
-6.18%
186
14.21%
-0.34
-1.04
 Rank: 594
 
KOBAS
 
Q12 contest
-0.34
12/26/2018 14:18
181222OR0S0F3LKJJ22
6.25%
3180
11.63%
1.39
2.14
-6.18%
186
14.21%
-0.34
-1.04
 Rank: 595
 
Sun73
 
Q12 contest
-0.35
11/30/2018 03:56
sun73_v7b_s3v1c2a9b
50.93%
7512
5.38%
10.40
19.24
-15.85%
203
13.23%
-0.35
-2.30
 Rank: 596
 
mwalimudan
 
Q12 contest
-0.36
11/18/2018 10:29
JustReadTheInstructionsTwice
18.79%
7451
13.33%
1.44
2.41
-7.84%
212
15.41%
-0.36
-0.89
 Rank: 597
 
KOBAS
 
Q12 contest
-0.37
12/30/2018 11:49
181230BQBKJJ3
6.13%
4410
7.97%
1.30
2.23
9.54%
183
12.35%
-0.37
1.95
 Rank: 598
 
KOBAS
 
Q12 contest
-0.39
10/15/2018 05:30
1810110QKXX4
4.68%
7467
4.30%
1.07
1.69
0.98%
237
2.98%
-0.39
0.55
 Rank: 599
 
KOBAS
 
Q12 contest
-0.39
11/15/2018 06:02
1810230QKXX114
5.78%
5480
5.78%
1.37
2.29
1.44%
214
5.56%
-0.39
0.53
 Rank: 600
 
KOBAS
 
Q12 contest
-0.39
12/29/2018 15:45
181228OR0S0F20HLKJJ14
13.23%
7382
10.90%
1.22
1.97
8.52%
183
14.59%
-0.39
1.47