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 Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 851
 
azuckut
 
Q12 contest
-2.56
08/22/2018 17:47
Test
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 852
 
Eric Hamer
 
Q12 contest
-2.56
08/28/2018 09:57
EBHTF20180828
1.87%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 853
 
enzo
 
Q12 contest
-2.56
08/30/2018 13:29
temp
1.87%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 854
 
Ehsap
 
Q12 contest
-2.56
09/02/2018 16:57
trendFollowing
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 855
 
bvlaw
 
Q12 contest
-2.56
09/04/2018 22:06
trendFollowing
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 856
 
zhan1286
 
Q12 contest
-2.56
09/05/2018 16:51
trendFollowing
1.87%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 857
 
joe1979
 
Q12 contest
-2.56
09/06/2018 04:20
test
1.87%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 858
 
akrcatovich
 
Q12 contest
-2.56
10/09/2018 18:53
trendFollowing
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 859
 
bluemoon
 
Q12 contest
-2.56
10/10/2018 22:03
temp
1.88%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 860
 
EZNeo
 
Q12 contest
-2.56
10/04/2018 14:16
trendFollowing
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 861
 
aschackm
 
Q12 contest
-2.56
10/07/2018 19:15
test
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 862
 
jumpingfella
 
Q12 contest
-2.56
10/04/2018 02:07
trendFollowing
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 863
 
selina
 
Q12 contest
-2.56
09/06/2018 12:43
trendFollowing
1.88%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 864
 
akraj
 
Q12 contest
-2.56
09/08/2018 04:09
4
1.87%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 865
 
libre
 
Q12 contest
-2.56
08/31/2018 03:02
pytrader
1.88%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 866
 
pj23
 
Q12 contest
-2.56
09/24/2018 03:30
trendFollowing
1.87%
5.83%
0.38
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 867
 
KingofPhilistines
 
Q12 contest
-2.56
10/22/2018 17:09
trendFollowing
1.87%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 868
 
benkwong
 
Q12 contest
-2.56
10/24/2018 18:03
trendFollowing
1.88%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 869
 
kc485
 
Q12 contest
-2.56
10/24/2018 11:30
trendfollowing
1.87%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 870
 
oriolmirosa
 
Q12 contest
-2.56
10/19/2018 19:05
trendFollowing
1.88%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 871
 
lixzhang
 
Q12 contest
-2.56
10/21/2018 15:25
sampele
1.87%
5.83%
0.37
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 872
 
bevan2017
 
Q12 contest
-2.56
07/07/2018 22:22
trendFollowint
1.73%
5.89%
0.35
0.47
-3.50% 4.00%
-2.56
-3.89
 Rank: 873
 
emmarfan
 
Q12 contest
-2.57
11/28/2018 03:45
b25
3.43%
7.03%
0.52
0.74
-5.49% 6.14%
-2.57
-3.67
 Rank: 874
 
emmarfan
 
Q12 contest
-2.57
11/29/2018 01:37
l25s20
3.40%
6.93%
0.51
0.74
-5.72% 6.38%
-2.57
-3.84
 Rank: 875
 
kieranh
 
Q12 contest
-2.57
12/01/2018 08:21
trendfollowing201812011721
1.89%
5.84%
0.37
0.52
-3.51% 4.00%
-2.57
-3.89