Quantitative trading competition Q12, Guaranteed investments of $2,250,000

CLOSED
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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 851
 
darkhorse010204
 
Q12 contest
-2.56
12/03/2018 14:34
temp
1.73%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 852
 
razak2000
 
Q12 contest
-2.56
12/05/2018 11:33
test
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 853
 
thecmd999
 
Q12 contest
-2.56
12/11/2018 07:04
trendfollowing
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 854
 
o2524010
 
Q12 contest
-2.56
12/08/2018 08:59
temp
1.73%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 855
 
tdomhan
 
Q12 contest
-2.56
12/07/2018 09:18
trendFollowing
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 856
 
Komiya
 
Q12 contest
-2.56
12/06/2018 02:30
test 01
1.73%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 857
 
kryomancer
 
Q12 contest
-2.56
12/21/2018 17:57
trendFollowing
1.72%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 858
 
tim_thomas
 
Q12 contest
-2.56
12/23/2018 02:33
Quantiacs
1.73%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 859
 
ohfred
 
Q12 contest
-2.56
12/16/2018 02:43
ts
1.73%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 860
 
15cfee
 
Q12 contest
-2.56
12/14/2018 16:09
carlitos
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 861
 
trymelz
 
Q12 contest
-2.56
12/25/2018 08:32
trendFollowing
1.72%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 862
 
15cfee
 
Q12 contest
-2.56
12/23/2018 21:14
carlitos
1.73%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 863
 
Technokid
 
Q12 contest
-2.56
11/13/2018 03:31
Quantiacs Code
1.72%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 864
 
Technokid
 
Q12 contest
-2.56
11/13/2018 03:32
Quantiacs Code
1.72%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 865
 
nathanlim45
 
Q12 contest
-2.56
11/14/2018 10:11
trendFollowing
1.72%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 866
 
qmty
 
Q12 contest
-2.56
11/04/2018 17:41
quant
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 867
 
banusco
 
Q12 contest
-2.56
11/05/2018 08:55
Test
1.73%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 868
 
gsnaveen
 
Q12 contest
-2.56
11/03/2018 14:32
quant
1.87%
5.83%
0.36
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 869
 
awhedon
 
Q12 contest
-2.56
11/08/2018 13:06
trendfollowing
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 870
 
cheesepicklematt
 
Q12 contest
-2.56
10/29/2018 21:02
untitled0
1.72%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 871
 
Geri
 
Q12 contest
-2.56
10/30/2018 13:53
temp
1.73%
5.83%
0.37
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 872
 
jamesbrooks22
 
Q12 contest
-2.56
11/20/2018 10:01
TrendFollowing
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 873
 
winwithme
 
Q12 contest
-2.56
11/22/2018 09:53
trendFollowing
1.87%
5.83%
0.36
0.51
-3.51% 4.00%
-2.56
-3.88
 Rank: 874
 
brendanliu
 
Q12 contest
-2.56
11/19/2018 10:42
trendfollowing
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88
 Rank: 875
 
albertfang
 
Q12 contest
-2.56
11/16/2018 12:16
temp
1.72%
5.83%
0.36
0.47
-3.51% 4.00%
-2.56
-3.88