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: 101
 
stevefoeldvari
 
Q12 contest
1.50
11/20/2018 11:48
sf0012v4
30.85%
7456
13.11%
2.34
4.11
7.61%
206
12.61%
1.50
1.17
 Rank: 102
 
Sun73
 
Q12 contest
1.50
11/30/2018 03:56
sun73_v7b_s3v1c2a9a
54.74%
7512
5.17%
11.16
24.13
-1.11%
203
11.02%
1.50
-0.20
 Rank: 103
 
charless
 
Q12 contest
1.50
11/02/2018 19:19
Q12-020
43.72%
7481
4.61%
9.49
25.42
-0.32%
223
3.91%
1.50
-0.16
 Rank: 104
 
KOBAS
 
Q12 contest
1.49
10/28/2018 06:22
1810230QKXX52
8.96%
7450
5.87%
1.49
2.43
4.52%
167
3.94%
3.06
2.91
 Rank: 105
 
Sun73
 
Q12 contest
1.48
11/14/2018 10:39
sun73_v5e_rev2
37.73%
7498
6.73%
5.59
13.33
-1.02%
215
5.92%
1.48
-0.35
 Rank: 106
 
KOBAS
 
Q12 contest
1.48
12/13/2018 00:45
181212OR0S0FKJJ12
11.77%
7390
7.67%
1.48
2.52
15.34%
134
8.90%
1.79
6.25
 Rank: 107
 
KOBAS
 
Q12 contest
1.47
11/15/2018 05:48
1810230QKXX110
6.50%
5481
5.99%
1.47
2.52
3.94%
214
6.10%
2.16
1.33
 Rank: 108
 
KOBAS
 
Q12 contest
1.47
10/29/2018 13:49
1810230QKXX63
11.74%
7448
7.97%
1.47
2.41
1.93%
227
6.68%
1.80
0.50
 Rank: 109
 
KOBAS
 
Q12 contest
1.47
12/18/2018 09:01
1812180O0COMBKJJ5
9.39%
5503
8.39%
1.47
2.53
13.77%
191
7.38%
3.04
4.21
 Rank: 110
 
KOBAS
 
Q12 contest
1.46
10/23/2018 15:20
1810230QKXX4
12.81%
7445
8.75%
1.46
2.40
0.38%
231
5.73%
1.73
0.11
 Rank: 111
 
KOBAS
 
Q12 contest
1.45
12/16/2018 12:19
181213OR0S0F70KJJ4
9.82%
7426
6.54%
1.45
2.53
11.27%
192
6.29%
2.97
4.13
 Rank: 112
 
KOBAS
 
Q12 contest
1.45
10/29/2018 13:48
1810230QKXX62
10.36%
7478
7.10%
1.45
2.33
1.19%
227
6.33%
2.51
0.32
 Rank: 113
 
KOBAS
 
Q12 contest
1.45
10/22/2018 12:40
1810110QKXX80
11.24%
7443
6.92%
1.62
2.66
0.35%
232
4.74%
1.45
0.13
 Rank: 114
 
KOBAS
 
Q12 contest
1.44
12/16/2018 12:18
181213OR0S0F70KJJ3
8.87%
7426
5.95%
1.44
2.52
10.07%
192
5.31%
2.87
4.37
 Rank: 115
 
KOBAS
 
Q12 contest
1.44
10/29/2018 13:47
1810230QKXX61
10.26%
7478
7.14%
1.44
2.27
-0.89%
227
6.22%
3.05
-0.23
 Rank: 116
 
KOBAS
 
Q12 contest
1.43
12/13/2018 00:46
181212OR0S0FKJJ13
16.36%
5439
15.25%
1.43
2.43
28.10%
194
16.70%
3.76
3.99
 Rank: 117
 
mwalimudan
 
Q12 contest
1.42
12/29/2018 12:00
FiveArmies
12.07%
7528
8.33%
1.42
2.30
1.75%
183
4.91%
4.30
0.75
 Rank: 118
 
KOBAS
 
Q12 contest
1.42
10/21/2018 11:51
1810110QKXX71
10.22%
7472
7.17%
1.42
2.26
-2.47%
172
5.91%
3.33
-0.86
 Rank: 119
 
KOBAS
 
Q12 contest
1.41
12/14/2018 12:08
181212OR0S0FKJJ22
11.82%
7379
8.10%
1.41
2.46
15.06%
133
8.92%
1.48
6.20
 Rank: 120
 
mwalimudan
 
Q12 contest
1.40
12/30/2018 05:41
ISmellARat
16.88%
7480
12.01%
1.40
2.37
2.01%
183
10.79%
1.97
0.43
 Rank: 121
 
KOBAS
 
Q12 contest
1.39
12/14/2018 12:08
181212OR0S0FKJJ21
13.37%
5033
13.92%
1.39
2.37
23.51%
193
16.34%
2.45
3.22
 Rank: 122
 
KOBAS
 
Q12 contest
1.39
10/15/2018 12:51
1810110QKXX11
7.89%
5462
7.76%
1.39
2.35
1.04%
177
6.26%
1.62
0.41
 Rank: 123
 
dm7
 
Q12 contest
1.39
08/15/2018 21:55
adaLE
39.88%
7432
10.72%
3.70
7.17
8.40%
260
10.21%
1.39
1.35
 Rank: 124
 
KOBAS
 
Q12 contest
1.38
10/22/2018 05:25
1810110QKXX73
5.97%
7402
4.29%
1.38
2.36
2.14%
232
3.29%
2.56
1.23
 Rank: 125
 
KOBAS
 
Q12 contest
1.38
10/29/2018 13:46
1810230QKXX59
14.02%
7386
9.66%
1.45
2.42
4.33%
227
6.88%
1.38
1.20