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: 663
 
KOBAS
 
Q12 contest
-0.60
12/27/2018 15:55
181222OR0S0F3LKJJ31
6.81%
5512
5.68%
1.63
2.78
-1.14%
57
4.45%
-0.60
-1.77
 Rank: 664
 
KOBAS
 
Q12 contest
-0.61
12/18/2018 09:07
1812180O0COMBKJJ9
9.24%
7487
5.99%
1.52
2.48
-0.79%
57
4.29%
-0.61
-1.37
 Rank: 665
 
s_poramet
 
Q12 contest
-0.61
12/16/2018 01:58
Lvl KM B ContDrinv2
15.41%
7530
5.09%
2.95
5.47
0.04%
57
1.18%
-0.61
0.22
 Rank: 666
 
KOBAS
 
Q12 contest
-0.61
10/15/2018 05:49
1810110QKXX6
6.55%
7486
4.79%
1.35
2.28
-0.45%
58
4.23%
-0.61
-0.67
 Rank: 667
 
maxam
 
Q12 contest
-0.61
12/05/2018 03:38
rearMirror
1.38%
4952
6.91%
0.21
0.34
-0.36%
56
4.12%
-0.61
-0.61
 Rank: 668
 
charless
 
Q12 contest
-0.62
11/02/2018 19:16
Q12-014
36.55%
7520
4.45%
8.04
18.35
-0.54%
58
4.17%
-0.62
-1.09
 Rank: 669
 
KOBAS
 
Q12 contest
-0.63
10/16/2018 10:19
1810110QKXX22
8.06%
2552
14.89%
1.71
2.93
-1.97%
57
18.72%
-0.63
-0.71
 Rank: 670
 
KOBAS
 
Q12 contest
-0.64
10/18/2018 11:14
1810110QKXX35
8.89%
4433
9.67%
1.58
2.78
-1.41%
58
9.45%
-0.64
-1.03
 Rank: 672
 
KOBAS
 
Q12 contest
-0.65
12/22/2018 12:14
181220OR0S0F1KJJ12
5.67%
2855
14.18%
1.09
1.69
-1.20%
57
13.49%
-0.65
-0.58
 Rank: 673
 
KOBAS
 
Q12 contest
-0.65
10/17/2018 14:11
1810110QKXX31
5.95%
2855
13.27%
1.22
1.97
-1.77%
58
11.74%
-0.65
-0.97
 Rank: 674
 
charless
 
Q12 contest
-0.67
11/15/2018 00:44
Q12-047
40.30%
7509
4.97%
7.88
18.56
-0.08%
18
5.04%
-0.67
-0.55
 Rank: 675
 
KOBAS
 
Q12 contest
-0.68
10/30/2018 03:50
1810230QKXX65
8.64%
7490
6.18%
1.38
2.29
-0.86%
57
4.38%
-0.68
-1.41
 Rank: 676
 
KOBAS
 
Q12 contest
-0.69
10/15/2018 09:10
1810110QKXX9
7.53%
5501
7.90%
1.30
2.19
-1.25%
58
7.41%
-0.69
-1.25
 Rank: 677
 
KOBAS
 
Q12 contest
-0.70
10/17/2018 09:31
1810110QKXX25
7.72%
5197
7.46%
1.49
2.64
-0.62%
57
6.91%
-0.70
-0.76
 Rank: 678
 
KOBAS
 
Q12 contest
-0.71
12/31/2018 13:21
181228OR0S0F5HLKJJ3
3.36%
7444
3.15%
1.07
1.78
-0.39%
57
4.59%
-0.71
-0.44
 Rank: 679
 
KOBAS
 
Q12 contest
-0.71
12/27/2018 15:50
181222OR0S0F3LKJJ30
5.03%
5527
4.25%
1.60
2.71
-0.97%
57
3.59%
-0.71
-1.88
 Rank: 680
 
KOBAS
 
Q12 contest
-0.72
12/17/2018 05:58
181211OR0S0FKJJ6
6.01%
4583
8.40%
1.18
1.86
-1.43%
58
8.65%
-0.72
-0.97
 Rank: 681
 
KOBAS
 
Q12 contest
-0.72
10/16/2018 09:41
1810110QKXX17
4.02%
2552
10.66%
1.15
1.92
-1.94%
58
11.58%
-0.72
-0.92
 Rank: 682
 
KOBAS
 
Q12 contest
-0.73
12/22/2018 12:14
181220OR0S0F1KJJ13
8.25%
7449
6.93%
1.18
1.96
-0.97%
58
7.28%
-0.73
-0.80
 Rank: 683
 
KOBAS
 
Q12 contest
-0.73
10/26/2018 02:04
1810230QKXX26
6.40%
4411
7.68%
1.44
2.49
-1.14%
58
9.17%
-0.73
-0.87
 Rank: 684
 
KOBAS
 
Q12 contest
-0.75
10/17/2018 09:31
1810110QKXX26
9.38%
4433
9.70%
1.66
2.96
-0.86%
57
9.24%
-0.75
-0.71
 Rank: 685
 
dm7
 
Q12 contest
-0.76
10/04/2018 04:20
tsq1215cb8920b22c4871aa338ef66f7dec24
22.55%
7529
5.66%
3.90
7.81
-1.37%
58
6.36%
-0.76
-1.38
 Rank: 686
 
KOBAS
 
Q12 contest
-0.76
12/18/2018 09:05
1812180O0COMBKJJ7
10.70%
7324
7.10%
1.52
2.47
-1.03%
58
4.66%
-0.76
-1.60
 Rank: 687
 
KOBAS
 
Q12 contest
-0.77
10/16/2018 13:44
1810110QKXX23
6.16%
4411
7.72%
1.37
2.33
-1.21%
58
9.15%
-0.77
-0.90
 Rank: 689
 
charless
 
Q12 contest
-0.77
11/14/2018 17:38
Q12-031
34.75%
7493
4.57%
7.41
17.66
-0.03%
18
2.97%
-0.77
-0.19