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:
 
Sun73
 
Q12 contest
-1.08
11/23/2018 07:46
sun73_v7a_s5v1c2a9a
49.41%
7532
4.50%
10.60
26.92
1.42%
14
5.75%
-1.08
11.61
 Rank:
 
hellboy
 
Q12 contest
-2.75
10/25/2018 02:59
27x8_12_OK
35.11%
7530
4.50%
7.54
18.65
0.97%
14
6.19%
-2.75
7.36
 Rank:
 
s_poramet
 
Q12 contest
1.71
12/12/2018 00:20
JuberJuberVit_ContDrinv5
50.96%
7530
7.36%
6.69
15.66
0.20%
14
1.70%
1.71
8.54
 Rank:
 
s_poramet
 
Q12 contest
-1.75
07/08/2018 08:06
Double Selection Mini10
40.17%
7529
10.81%
3.58
6.79
4.23%
14
13.93%
-1.75
23.21
 Rank:
 
s_poramet
 
Q12 contest
-0.81
07/03/2018 10:23
Slow Moments S
37.24%
7530
10.02%
3.58
5.85
5.27%
14
13.47%
-0.81
31.49
 Rank:
 
s_poramet
 
Q12 contest
-2.47
07/07/2018 05:43
Level 18
82.69%
7530
7.04%
11.32
30.90
1.06%
14
4.20%
-2.47
18.72
 Rank:
 
s_poramet
 
Q12 contest
0.12
07/10/2018 10:46
Ratio 18 Select
54.56%
7523
14.89%
3.54
7.06
2.33%
14
17.65%
0.12
7.81
 Rank:
 
s_poramet
 
Q12 contest
-0.74
12/17/2018 00:04
VOR6 adpt1
38.56%
7530
6.04%
6.17
12.73
1.17%
14
5.38%
-0.74
8.82
 Rank:
 
s_poramet
 
Q12 contest
-0.74
12/17/2018 00:04
VOR6 adpt2
38.31%
7530
6.01%
6.16
12.66
1.17%
14
5.38%
-0.74
8.82
 Rank:
 
s_poramet
 
Q12 contest
-1.63
07/04/2018 11:36
Coming Back McKnight Q
34.75%
7530
9.84%
3.41
6.01
3.10%
14
12.16%
-1.63
12.66
 Rank:
 
charless
 
Q12 contest
7.96
10/31/2018 22:05
Q12-002
33.98%
7519
4.13%
7.99
19.54
0.85%
14
4.87%
7.96
8.06
 Rank:
 
s_poramet
 
Q12 contest
-0.58
07/22/2018 08:37
Central Moments
31.61%
7528
9.34%
3.27
6.03
1.06%
14
2.51%
-0.58
98.86
 Rank:
 
s_poramet
 
Q12 contest
-0.35
12/18/2018 01:00
VOR6 csmile1
28.03%
7530
5.58%
4.86
9.75
1.06%
14
5.25%
-0.35
7.89
 Rank:
 
mwalimudan
 
Q12 contest
-1.25
11/06/2018 15:03
FarmersMarket
19.72%
7483
6.03%
3.18
6.52
2.13%
14
6.12%
-1.25
20.34
 Rank:
 
s_poramet
 
Q12 contest
-1.44
08/22/2018 03:07
NFAK
25.89%
7530
7.86%
3.18
5.69
2.61%
14
10.33%
-1.44
12.81
 Rank:
 
s_poramet
 
Q12 contest
2.71
12/26/2018 00:11
Student Mp Co
23.98%
7366
7.55%
3.14
5.71
2.01%
14
6.33%
2.71
19.47
 Rank:
 
s_poramet
 
Q12 contest
0.28
12/26/2018 00:11
Student Mp All
28.39%
7530
8.73%
3.13
5.30
5.03%
14
13.49%
0.28
26.19
 Rank:
 
charless
 
Q12 contest
7.43
11/03/2018 14:14
Q12-023
41.01%
7519
4.20%
9.45
24.76
1.01%
14
5.23%
7.43
10.57
 Rank:
 
s_poramet
 
Q12 contest
-1.45
07/04/2018 11:33
Coming Back McKnight S
30.94%
7530
9.62%
3.10
5.31
3.92%
14
12.73%
-1.45
18.13
 Rank:
 
s_poramet
 
Q12 contest
-1.67
07/04/2018 11:38
Coming Back McKnight Q5
33.46%
7530
10.49%
3.08
5.44
3.44%
14
12.31%
-1.67
14.90
 Rank:
 
s_poramet
 
Q12 contest
-1.61
07/08/2018 07:47
Double Selection
34.06%
7530
10.79%
3.04
5.60
5.65%
14
16.71%
-1.61
30.11
 Rank:
 
s_poramet
 
Q12 contest
-0.95
07/03/2018 10:27
Slow Moments S4
37.24%
7530
11.81%
3.04
4.82
4.93%
14
13.42%
-0.95
29.10
 Rank:
 
s_poramet
 
Q12 contest
-0.66
07/06/2018 10:00
Moment of Truth
28.81%
7530
9.16%
3.03
5.40
3.31%
14
11.28%
-0.66
15.22
 Rank:
 
s_poramet
 
Q12 contest
-0.86
08/23/2018 00:54
CS Star Blazer mini
31.37%
7530
8.97%
3.38
6.35
1.65%
14
11.16%
-0.86
5.75
 Rank:
 
s_poramet
 
Q12 contest
-1.19
12/22/2018 09:42
Solaris BBCB
20.70%
7528
6.64%
3.02
5.64
1.02%
14
4.12%
-1.19
11.66