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:
 
s_poramet
 
Q12 contest
4.60
12/30/2018 00:28
Diamond Rank 80
54.65%
7526
11.41%
4.60
8.85
8.13%
14
19.12%
6.15
46.08
 Rank:
 
s_poramet
 
Q12 contest
-0.69
07/03/2018 10:32
Slow Moments Q
41.95%
7530
8.83%
4.58
8.28
3.75%
14
10.76%
-0.69
22.52
 Rank:
 
s_poramet
 
Q12 contest
1.77
12/19/2018 02:29
Lvl B csmile3
43.25%
7530
9.23%
4.53
10.16
-0.58%
14
4.61%
1.77
-2.57
 Rank:
 
s_poramet
 
Q12 contest
0.72
12/19/2018 02:26
Lvl IB
42.62%
7530
9.11%
4.53
10.39
-0.59%
14
5.03%
0.72
-2.41
 Rank:
 
s_poramet
 
Q12 contest
1.28
12/08/2018 01:55
JuberJuberVit_Smile5
24.05%
7530
5.16%
4.51
9.20
0.45%
14
2.68%
1.28
12.45
 Rank:
 
charless
 
Q12 contest
9.40
11/14/2018 17:39
Q12-034
41.43%
7524
4.27%
9.40
25.26
1.06%
14
5.23%
11.20
9.75
 Rank:
 
s_poramet
 
Q12 contest
3.04
12/11/2018 00:41
JuberJuberVit_ContReinf1
65.44%
7530
3.60%
17.53
74.91
0.29%
14
1.74%
3.04
14.10
 Rank:
 
charless
 
Q12 contest
6.40
11/03/2018 14:16
Q12-026
44.59%
7519
4.45%
9.70
25.49
0.96%
14
4.54%
6.40
12.62
 Rank:
 
s_poramet
 
Q12 contest
1.77
12/20/2018 00:29
Lvl B adpt3
40.62%
7530
9.16%
4.30
9.34
-0.58%
14
4.61%
1.77
-2.57
 Rank:
 
s_poramet
 
Q12 contest
7.35
12/30/2018 00:32
Gold Rank 80
57.23%
7529
6.41%
8.62
20.91
1.81%
14
7.26%
7.35
17.31
 Rank:
 
s_poramet
 
Q12 contest
-0.11
12/18/2018 01:02
VOR6 cinv2
26.15%
7530
6.19%
4.08
8.33
2.57%
14
6.90%
-0.11
19.82
 Rank:
 
s_poramet
 
Q12 contest
3.79
12/26/2018 00:10
Sow What Mp2 Tr
38.53%
7317
9.51%
4.05
7.76
1.64%
14
5.52%
3.79
12.75
 Rank:
 
s_poramet
 
Q12 contest
-0.34
12/18/2018 01:02
VOR6 cinv3
30.20%
7530
7.25%
4.02
7.95
3.43%
14
5.65%
-0.34
69.39
 Rank:
 
s_poramet
 
Q12 contest
-0.84
07/10/2018 11:04
Triple Selection
41.03%
7529
9.93%
3.98
7.78
6.10%
14
17.10%
-0.84
33.40
 Rank:
 
s_poramet
 
Q12 contest
-0.15
12/08/2018 01:55
JuberJuberVit_Smile4
21.25%
7530
5.21%
3.95
7.69
0.52%
14
2.56%
-0.15
18.81
 Rank:
 
s_poramet
 
Q12 contest
0.10
12/08/2018 01:13
JuberJuberVit_Smile0
20.78%
7530
5.12%
3.93
7.74
0.50%
14
2.77%
0.10
16.00
 Rank:
 
hellboy
 
Q12 contest
-0.78
10/24/2018 07:03
15x5_18_OK
38.16%
7530
7.69%
4.81
10.09
2.74%
14
18.44%
-0.78
8.81
 Rank:
 
charless
 
Q12 contest
10.54
11/02/2018 19:16
Q12-012
50.77%
7522
4.66%
10.54
30.56
0.93%
14
3.57%
12.38
18.57
 Rank:
 
charless
 
Q12 contest
7.82
11/14/2018 17:38
Q12-032
34.27%
7519
4.25%
7.82
18.50
0.75%
14
4.77%
8.57
7.80
 Rank:
 
s_poramet
 
Q12 contest
3.15
12/26/2018 00:09
Sow Hat Mp Tr
36.68%
7473
9.28%
3.85
7.32
1.81%
14
5.90%
3.15
13.38
 Rank:
 
s_poramet
 
Q12 contest
-1.73
08/23/2018 00:52
ROV Star Blazer mini
36.14%
7530
9.10%
3.82
7.41
5.70%
14
10.01%
-1.73
55.20
 Rank:
 
s_poramet
 
Q12 contest
-0.68
12/17/2018 00:04
VOR6 adpt3
37.20%
7530
6.02%
5.97
12.12
1.28%
14
5.47%
-0.68
9.69
 Rank:
 
s_poramet
 
Q12 contest
-1.08
12/18/2018 01:01
VOR6 cinv1
21.85%
7530
5.68%
3.72
7.19
2.40%
14
7.71%
-1.08
13.12
 Rank:
 
s_poramet
 
Q12 contest
-0.57
12/18/2018 01:00
VOR6 csmile3
21.02%
7530
5.46%
3.71
7.10
3.07%
14
7.65%
-0.57
23.29
 Rank:
 
s_poramet
 
Q12 contest
-0.67
07/03/2018 10:42
Rush Moments
28.76%
7530
7.49%
3.71
6.55
3.45%
14
10.99%
-0.67
17.90