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: 601
 
KOBAS
 
Q12 contest
-0.39
10/27/2018 00:13
1810230QKXX35
7.58%
4391
11.69%
1.13
1.78
1.75%
227
11.51%
-0.39
0.29
 Rank: 602
 
KOBAS
 
Q12 contest
-0.40
10/15/2018 09:10
1810110QKXX9
7.79%
5447
7.92%
1.30
2.25
11.00%
237
8.00%
-0.40
2.54
 Rank: 603
 
KOBAS
 
Q12 contest
-0.40
12/15/2018 13:07
181213OR0S0FKJJ1
6.06%
7482
4.36%
1.36
2.23
3.56%
192
4.51%
-0.40
1.80
 Rank: 604
 
KOBAS
 
Q12 contest
-0.42
11/16/2018 15:50
1810230QKXX117
5.44%
2825
13.41%
1.16
1.74
-1.77%
213
15.69%
-0.42
-0.22
 Rank: 605
 
charless
 
Q12 contest
-0.42
11/14/2018 17:38
Q12-031
33.78%
7461
4.56%
7.50
17.05
-6.81%
210
3.88%
-0.42
-3.11
 Rank: 606
 
KOBAS
 
Q12 contest
-0.43
10/17/2018 09:55
1810110QKXX28
4.96%
4359
7.93%
1.06
1.79
8.73%
235
11.74%
-0.43
1.40
 Rank: 607
 
KOBAS
 
Q12 contest
-0.43
10/17/2018 10:20
1810110QKXX28
4.96%
4359
7.93%
1.06
1.79
8.73%
235
11.74%
-0.43
1.40
 Rank: 608
 
KOBAS
 
Q12 contest
-0.44
12/26/2018 13:05
181222OR0S0F3LKJJ15
2.70%
7487
2.56%
1.04
1.73
0.72%
186
2.48%
-0.44
0.69
 Rank: 609
 
KOBAS
 
Q12 contest
-0.48
11/14/2018 06:18
1810230QKXX104
9.80%
7410
7.01%
1.43
2.26
-4.95%
210
4.45%
-0.48
-2.14
 Rank: 610
 
durasm
 
Q12 contest
-0.48
12/27/2018 00:18
Limited
119.37%
7405
10.90%
11.21
25.45
-4.47%
180
11.89%
-0.48
-0.85
 Rank: 611
 
ivanllt
 
Q12 contest
-0.50
12/01/2018 07:12
myStrategySMA
1.25%
7387
5.55%
0.25
0.35
-4.34%
202
4.07%
-0.50
-2.13
 Rank: 612
 
rawlund
 
Q12 contest
-0.51
12/02/2018 07:33
c0212
-1.10%
7291
12.51%
-0.07
-0.14
-5.93%
197
12.65%
-0.51
-0.96
 Rank: 613
 
amellish
 
Q12 contest
-0.53
12/14/2018 09:35
trendFollowing
-0.43%
7397
5.67%
-0.05
-0.12
-5.02%
193
5.08%
-0.53
-1.94
 Rank: 614
 
charless
 
Q12 contest
-0.55
10/31/2018 22:07
Q12-008
35.31%
7480
4.27%
8.33
19.70
-5.42%
225
3.57%
-0.55
-2.73
 Rank: 615
 
KOBAS
 
Q12 contest
-0.56
12/31/2018 13:27
181228OR0S0F5HLKJJ4
4.02%
5212
4.60%
1.28
2.12
-1.30%
183
4.56%
-0.56
-0.51
 Rank: 616
 
KOBAS
 
Q12 contest
-0.57
10/18/2018 12:31
1810110QKXX40
9.19%
7382
6.47%
1.42
2.34
1.21%
234
4.32%
-0.57
0.52
 Rank: 617
 
mwalimudan
 
Q12 contest
-0.57
12/30/2018 06:39
SmellitBang
13.43%
7479
10.80%
1.25
2.07
-2.12%
183
8.97%
-0.57
-0.49
 Rank: 618
 
robin997
 
Q12 contest
-0.57
12/31/2018 04:26
Test1
-8.61%
7321
14.88%
-0.57
-0.94
-8.62%
183
11.86%
0.12
-1.54
 Rank: 619
 
hstayte
 
Q12 contest
-0.57
12/27/2018 15:10
NotsoMagicAlgorithm
5.18%
7527
5.28%
0.97
1.52
0.21%
185
3.73%
-0.57
0.12
 Rank: 620
 
KOBAS
 
Q12 contest
-0.58
10/16/2018 10:19
1810110QKXX22
8.74%
2499
15.55%
1.71
2.93
30.68%
236
22.58%
-0.58
2.49
 Rank: 621
 
KOBAS
 
Q12 contest
-0.58
12/21/2018 08:02
181220OR0S0F1KJJ4
5.74%
2547
13.11%
1.35
2.10
10.15%
188
20.94%
-0.58
1.08
 Rank: 622
 
charless
 
Q12 contest
-0.59
11/14/2018 17:40
Q12-039
41.97%
7487
4.46%
9.56
23.61
-9.73%
215
3.94%
-0.59
-4.58
 Rank: 623
 
Sun73
 
Q12 contest
-0.60
12/01/2018 04:20
sun73_v7b_s3v1c1a5b
48.11%
7512
5.11%
9.77
19.52
2.60%
202
10.00%
-0.60
0.56
 Rank: 624
 
KOBAS
 
Q12 contest
-0.62
10/27/2018 00:20
1810230QKXX42
4.80%
2810
11.97%
1.13
1.64
-2.40%
167
13.60%
-0.62
-0.41
 Rank: 625
 
KOBAS
 
Q12 contest
-0.62
10/26/2018 02:04
1810230QKXX27
6.99%
7363
6.38%
1.20
1.88
-10.25%
228
9.27%
-0.62
-1.82