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: 626
 
charless
 
Q12 contest
-0.42
11/14/2018 17:38
Q12-031
34.12%
7461
4.56%
7.50
17.31
-3.75%
170
3.85%
-0.42
-2.17
 Rank: 627
 
KOBAS
 
Q12 contest
-0.43
10/17/2018 09:55
1810110QKXX28
4.69%
4359
7.89%
1.06
1.70
0.05%
195
11.70%
-0.43
0.01
 Rank: 628
 
KOBAS
 
Q12 contest
-0.43
10/17/2018 10:20
1810110QKXX28
4.69%
4359
7.89%
1.06
1.70
0.05%
195
11.70%
-0.43
0.01
 Rank: 629
 
KOBAS
 
Q12 contest
-0.44
12/26/2018 13:05
181222OR0S0F3LKJJ15
2.72%
7487
2.56%
1.04
1.74
0.88%
146
2.46%
-0.44
1.07
 Rank: 630
 
KOBAS
 
Q12 contest
-0.48
11/14/2018 06:18
1810230QKXX104
10.00%
7410
7.02%
1.43
2.31
-0.88%
175
4.46%
-0.48
-0.48
 Rank: 631
 
durasm
 
Q12 contest
-0.48
12/27/2018 00:18
Limited
120.48%
7405
10.87%
11.21
25.91
-0.16%
145
11.26%
-0.48
-0.04
 Rank: 632
 
ivanllt
 
Q12 contest
-0.50
12/01/2018 07:12
myStrategySMA
1.26%
7387
5.55%
0.25
0.35
-4.04%
162
4.07%
-0.50
-2.48
 Rank: 633
 
rawlund
 
Q12 contest
-0.51
12/02/2018 07:33
c0212
-1.03%
7291
12.52%
-0.07
-0.13
-4.01%
158
13.05%
-0.51
-0.85
 Rank: 634
 
Sun73
 
Q12 contest
-0.53
11/14/2018 11:56
sun73_v6e_r0p5s5_rev2
46.74%
7500
5.84%
8.55
18.50
-8.04%
175
14.31%
-0.53
-1.09
 Rank: 635
 
amellish
 
Q12 contest
-0.53
12/14/2018 09:35
trendFollowing
-0.30%
7397
5.66%
-0.05
-0.08
-1.42%
153
4.55%
-0.53
-0.75
 Rank: 636
 
Sun73
 
Q12 contest
-0.54
11/14/2018 11:38
sun73_v6e_r0p5s5_rev1
44.37%
7500
5.55%
8.61
17.63
-7.96%
175
14.29%
-0.54
-1.08
 Rank: 637
 
charless
 
Q12 contest
-0.55
10/31/2018 22:07
Q12-008
35.70%
7480
4.27%
8.33
20.03
-2.79%
175
3.51%
-0.55
-1.91
 Rank: 638
 
KOBAS
 
Q12 contest
-0.56
12/31/2018 13:27
181228OR0S0F5HLKJJ4
4.06%
5212
4.60%
1.28
2.15
-0.74%
143
4.63%
-0.56
-0.36
 Rank: 639
 
KOBAS
 
Q12 contest
-0.57
10/18/2018 12:31
1810110QKXX40
9.21%
7382
6.48%
1.42
2.35
0.54%
194
4.08%
-0.57
0.29
 Rank: 640
 
mwalimudan
 
Q12 contest
-0.57
12/30/2018 06:39
SmellitBang
13.52%
7479
10.81%
1.25
2.09
-1.88%
143
8.84%
-0.57
-0.55
 Rank: 641
 
robin997
 
Q12 contest
-0.57
12/31/2018 04:26
Test1
-8.52%
7321
14.88%
-0.57
-0.93
-4.51%
138
10.92%
0.12
-1.13
 Rank: 642
 
hstayte
 
Q12 contest
-0.57
12/27/2018 15:10
NotsoMagicAlgorithm
5.20%
7527
5.28%
0.97
1.53
0.09%
145
3.37%
-0.57
0.08
 Rank: 643
 
KOBAS
 
Q12 contest
-0.58
10/16/2018 10:19
1810110QKXX22
8.87%
2499
15.44%
1.71
3.05
33.74%
196
22.74%
-0.58
3.42
 Rank: 644
 
KOBAS
 
Q12 contest
-0.58
12/21/2018 08:02
181220OR0S0F1KJJ4
5.66%
2547
13.06%
1.35
2.09
6.70%
148
22.01%
-0.58
0.85
 Rank: 645
 
charless
 
Q12 contest
-0.59
11/14/2018 17:40
Q12-039
42.51%
7487
4.45%
9.56
24.17
-4.39%
175
3.84%
-0.59
-2.84
 Rank: 646
 
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: 647
 
KOBAS
 
Q12 contest
-0.62
10/26/2018 02:04
1810230QKXX27
7.04%
7363
6.37%
1.20
1.90
-10.01%
183
9.58%
-0.62
-2.10
 Rank: 648
 
KOBAS
 
Q12 contest
-0.62
10/26/2018 08:56
1810230QKXX30
8.73%
7363
7.45%
1.21
2.02
-2.23%
188
10.91%
-0.62
-0.46
 Rank: 649
 
KOBAS
 
Q12 contest
-0.64
10/17/2018 14:09
1810110QKXX29
7.72%
7324
7.45%
1.12
1.69
-12.06%
175
8.30%
-0.64
-2.53
 Rank: 650
 
Sun73
 
Q12 contest
-0.64
11/16/2018 08:44
sun73_v6e_r0p5s5_rev6
59.20%
7502
10.88%
5.48
13.99
-6.94%
173
14.24%
-0.64
-0.97