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
 
AnnabelleFord
 
Q12 contest
-0.30
10/24/2018 02:55
hello
0.61%
7251
5.78%
0.11
0.17
0.13%
185
4.00%
-0.30
0.07
 Rank: 602
 
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: 603
 
wangzhongruo
 
Q12 contest
-0.30
07/21/2018 20:34
trendFollowing
-0.03%
7163
8.13%
-0.09
0.00
22.43%
251
12.74%
-0.30
4.26
 Rank: 604
 
wangzhongruo
 
Q12 contest
-0.30
07/21/2018 20:34
trendFollowing
-0.03%
7163
8.13%
-0.09
0.00
22.43%
251
12.74%
-0.30
4.26
 Rank: 605
 
KOBAS
 
Q12 contest
-0.31
11/15/2018 05:49
1810230QKXX111
6.19%
5481
5.53%
1.52
2.59
1.18%
174
4.70%
-0.31
0.61
 Rank: 606
 
charless
 
Q12 contest
-0.31
11/14/2018 17:40
Q12-040
43.35%
7487
4.27%
10.17
26.26
-4.88%
175
3.82%
-0.31
-3.03
 Rank: 607
 
rawlund
 
Q12 contest
-0.31
12/03/2018 21:12
c0212
-2.07%
7511
7.89%
-0.31
-0.36
12.16%
162
8.52%
2.43
9.74
 Rank: 608
 
KOBAS
 
Q12 contest
-0.31
11/15/2018 06:00
1810230QKXX113
7.15%
5481
6.50%
1.50
2.54
0.95%
174
5.46%
-0.31
0.42
 Rank: 609
 
rawlund
 
Q12 contest
-0.32
11/21/2018 05:47
trendFollowing
4.78%
7356
9.63%
0.51
0.82
-0.82%
170
11.09%
-0.32
-0.19
 Rank: 610
 
rawlund
 
Q12 contest
-0.32
11/29/2018 12:50
trendFollowing
4.78%
7362
9.63%
0.51
0.82
-0.61%
164
11.04%
-0.32
-0.15
 Rank: 611
 
KOBAS
 
Q12 contest
-0.32
12/28/2018 15:13
181228OR0S0F20HLKJJ5
6.89%
7490
4.94%
1.36
2.31
2.35%
144
3.22%
-0.32
2.19
 Rank: 612
 
KOBAS
 
Q12 contest
-0.32
10/26/2018 08:59
1810230QKXX34
10.63%
4390
13.75%
1.38
2.17
-2.06%
188
15.77%
-0.32
-0.29
 Rank: 613
 
mbaker21231
 
Q12 contest
-0.32
09/28/2018 13:02
foo
-0.94%
7465
3.17%
-0.32
-0.39
2.80%
208
2.23%
1.32
4.12
 Rank: 614
 
KOBAS
 
Q12 contest
-0.34
12/26/2018 14:18
181222OR0S0F3LKJJ22
6.53%
3180
11.60%
1.39
2.27
0.75%
146
14.34%
-0.34
0.17
 Rank: 615
 
KOBAS
 
Q12 contest
-0.34
12/26/2018 14:18
181222OR0S0F3LKJJ22
6.53%
3180
11.60%
1.39
2.27
0.75%
146
14.34%
-0.34
0.17
 Rank: 616
 
mwalimudan
 
Q12 contest
-0.36
11/18/2018 10:29
JustReadTheInstructionsTwice
18.80%
7451
13.34%
1.44
2.41
-10.08%
172
16.20%
-0.36
-1.32
 Rank: 617
 
Sun73
 
Q12 contest
-0.37
11/30/2018 03:56
sun73_v7b_s3v1c2a9b
51.80%
7512
5.09%
10.40
22.55
-6.23%
163
8.53%
-0.37
-1.56
 Rank: 618
 
KOBAS
 
Q12 contest
-0.37
12/30/2018 11:49
181230BQBKJJ3
6.09%
4410
7.93%
1.30
2.23
7.30%
143
12.51%
-0.37
1.86
 Rank: 619
 
KOBAS
 
Q12 contest
-0.39
10/15/2018 05:30
1810110QKXX4
4.64%
7467
4.31%
1.07
1.68
-0.79%
197
2.87%
-0.39
-0.50
 Rank: 620
 
KOBAS
 
Q12 contest
-0.39
11/15/2018 06:02
1810230QKXX114
5.83%
5480
5.78%
1.37
2.31
1.83%
174
5.55%
-0.39
0.81
 Rank: 621
 
KOBAS
 
Q12 contest
-0.39
12/29/2018 15:45
181228OR0S0F20HLKJJ14
13.52%
7382
10.89%
1.22
2.02
14.73%
143
15.00%
-0.39
3.57
 Rank: 622
 
KOBAS
 
Q12 contest
-0.39
10/27/2018 00:13
1810230QKXX35
7.55%
4391
11.70%
1.13
1.77
-0.29%
187
11.55%
-0.39
-0.06
 Rank: 623
 
Sun73
 
Q12 contest
-0.40
11/16/2018 08:45
sun73_v6e_r0p5s5_rev7
57.52%
7502
11.91%
4.85
12.05
-6.89%
173
14.27%
-0.40
-0.96
 Rank: 624
 
KOBAS
 
Q12 contest
-0.40
10/15/2018 09:10
1810110QKXX9
7.69%
5447
7.92%
1.30
2.22
6.79%
197
8.04%
-0.40
1.86
 Rank: 625
 
KOBAS
 
Q12 contest
-0.40
12/15/2018 13:07
181213OR0S0FKJJ1
6.04%
7482
4.36%
1.36
2.22
1.86%
152
4.65%
-0.40
1.15