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: 51
 
stevefoeldvari
 
Q12 contest
1.71
12/09/2018 12:40
sf0013
26.02%
7470
10.95%
2.35
4.13
3.21%
157
10.79%
1.71
0.77
 Rank: 52
 
vsujith
 
Q12 contest
1.70
12/16/2018 23:47
1206Dilbert
4.21%
7520
1.86%
2.22
3.94
0.97%
152
1.49%
1.70
1.89
 Rank: 53
 
KOBAS
 
Q12 contest
1.70
10/18/2018 11:13
1810110QKXX34
7.97%
2751
13.47%
1.70
2.71
-1.31%
189
9.93%
1.86
-0.28
 Rank: 54
 
alango
 
Q12 contest
1.70
08/05/2018 04:40
q12comp2
4.63%
7380
2.75%
1.70
2.83
0.30%
247
2.86%
3.40
0.15
 Rank: 55
 
KOBAS
 
Q12 contest
1.69
10/13/2018 13:36
1810110Q968953KXX10
15.36%
5396
12.33%
1.69
2.88
14.10%
177
10.15%
2.07
3.81
 Rank: 56
 
KOBAS
 
Q12 contest
1.68
12/17/2018 01:30
181213OR0S0F50KJJ3
10.79%
5503
8.55%
1.68
2.90
9.86%
152
7.90%
2.86
3.46
 Rank: 57
 
alango
 
Q12 contest
1.67
08/05/2018 04:24
q12comp1
4.56%
7380
2.75%
1.67
2.78
0.35%
247
2.85%
3.39
0.18
 Rank: 58
 
KOBAS
 
Q12 contest
1.66
12/14/2018 12:05
181212OR0S0FKJJ18bis
15.94%
5456
12.96%
1.66
2.79
16.88%
153
14.06%
2.18
3.46
 Rank: 59
 
KOBAS
 
Q12 contest
1.66
12/13/2018 00:56
181212OR0S0FKJJ18
16.24%
5455
12.94%
1.66
2.85
24.79%
134
13.28%
2.18
7.12
 Rank: 60
 
KOBAS
 
Q12 contest
1.66
12/13/2018 00:57
181212OR0S0FKJJ19
15.94%
5455
12.96%
1.66
2.79
17.02%
154
14.02%
2.18
3.48
 Rank: 61
 
alango
 
Q12 contest
1.66
12/09/2018 07:10
q12comp3
4.63%
7470
2.75%
1.66
2.82
1.20%
157
2.73%
2.93
1.17
 Rank: 62
 
Sun73
 
Q12 contest
1.65
12/01/2018 04:10
sun73_v7b_s3v5c2a5b
49.41%
7512
5.02%
9.94
21.19
2.58%
157
8.70%
1.65
0.83
 Rank: 63
 
KOBAS
 
Q12 contest
1.65
12/17/2018 14:53
1812180O0COMBKJJ1
11.89%
5503
9.64%
1.65
2.82
11.10%
152
9.72%
2.82
3.11
 Rank: 64
 
KOBAS
 
Q12 contest
1.63
12/18/2018 08:56
1812180O0COMBKJJ2
11.71%
5504
9.56%
1.63
2.79
10.99%
151
9.71%
2.91
3.12
 Rank: 65
 
KOBAS
 
Q12 contest
1.63
12/18/2018 08:58
1812180O0COMBKJJ3
11.20%
5498
9.11%
1.63
2.87
11.70%
151
8.49%
3.31
3.95
 Rank: 66
 
KOBAS
 
Q12 contest
1.62
10/28/2018 06:24
1810230QKXX54
10.24%
7446
6.11%
1.62
2.73
8.34%
187
4.48%
2.34
4.73
 Rank: 67
 
stevefoeldvari
 
Q12 contest
1.62
12/09/2018 12:41
sf0015
30.83%
7469
12.67%
2.40
4.29
5.95%
157
11.34%
1.62
1.53
 Rank: 68
 
KOBAS
 
Q12 contest
1.62
12/17/2018 01:29
181213OR0S0F50KJJ2
9.85%
5503
8.08%
1.62
2.77
8.65%
152
7.58%
2.52
3.13
 Rank: 69
 
mwalimudan
 
Q12 contest
1.62
12/01/2018 04:53
IThinkIAM50
23.57%
7414
14.57%
1.62
2.87
-1.33%
162
8.27%
2.31
-0.41
 Rank: 70
 
dm7
 
Q12 contest
1.61
08/15/2018 21:55
adaLE
39.28%
7432
11.08%
3.52
6.34
8.42%
235
11.15%
1.61
1.36
 Rank: 71
 
KOBAS
 
Q12 contest
1.61
10/28/2018 06:23
1810230QKXX53
10.73%
7450
6.53%
1.61
2.68
5.70%
187
4.86%
2.62
2.73
 Rank: 72
 
KOBAS
 
Q12 contest
1.60
10/13/2018 12:18
1810110Q968953KXX6
13.17%
7438
8.19%
1.60
2.66
0.96%
197
6.48%
2.38
0.31
 Rank: 73
 
KOBAS
 
Q12 contest
1.60
12/18/2018 08:59
1812180O0COMBKJJ4
10.18%
5504
8.43%
1.60
2.72
9.61%
151
6.24%
3.89
4.65
 Rank: 74
 
mwalimudan
 
Q12 contest
1.59
10/25/2018 11:14
VamosALaPlaya
17.78%
7434
11.02%
1.59
2.68
5.83%
189
9.93%
2.01
1.33
 Rank: 75
 
alango
 
Q12 contest
1.58
12/09/2018 07:23
q12comp5
4.40%
7471
2.73%
1.58
2.68
1.76%
157
2.06%
3.47
2.42