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:
 
gkouro
 
Q12 contest
-0.21
12/07/2018 07:09
GeorgeSimpleMA
1.65%
7407
5.82%
0.31
0.45
-4.22%
56
4.01%
-0.21
-6.64
 Rank:
 
s_poramet
 
Q12 contest
6.76
12/29/2018 00:23
Mirror LvlA
118.06%
7527
14.04%
8.17
21.20
-7.28%
57
6.16%
6.76
-5.42
 Rank:
 
charless
 
Q12 contest
9.06
11/15/2018 00:43
Q12-042
48.29%
7511
5.18%
9.06
21.57
-0.90%
18
3.66%
21.88
-4.87
 Rank:
 
s_poramet
 
Q12 contest
3.27
12/26/2018 00:11
Sow Hat Mp Tr
35.56%
7317
9.35%
3.83
7.21
-2.55%
54
3.05%
3.27
-4.94
 Rank:
 
lestou
 
Q12 contest
-0.20
07/13/2018 08:40
trendFollowing
1.52%
7407
5.34%
0.31
0.46
-3.96%
57
3.64%
-0.20
-6.78
 Rank:
 
OmarEsDi
 
Q12 contest
-1.63
11/02/2018 08:45
SystemPrueba
1.75%
7407
5.71%
0.33
0.49
-4.08%
56
3.71%
-1.63
-7.62
 Rank:
 
Sun73
 
Q12 contest
10.92
12/02/2018 02:57
sun73_v7b_s2v5c2a5b
52.23%
7532
4.76%
10.92
26.78
-10.16%
57
8.07%
15.33
-6.14
 Rank:
 
KOBAS
 
Q12 contest
1.26
10/23/2018 12:28
1810110QKXX83
11.36%
5398
10.09%
1.62
2.65
-9.31%
55
7.26%
1.26
-7.03
 Rank:
 
Sun73
 
Q12 contest
10.45
11/28/2018 12:20
sun73_v7b_s2v1c2a5a
51.92%
7532
4.83%
10.75
25.60
-11.61%
57
8.80%
10.45
-6.25
 Rank:
 
Sun73
 
Q12 contest
4.02
11/30/2018 03:52
sun73_v7b_s3v5c2a9a
50.31%
7532
4.92%
10.27
22.69
-13.32%
57
9.54%
4.02
-6.13
 Rank:
 
s_poramet
 
Q12 contest
2.33
12/25/2018 00:19
Sow Hat Silver Age Disint
11.17%
7530
4.76%
2.33
3.93
-4.97%
56
3.86%
3.09
-6.53
 Rank:
 
Sun73
 
Q12 contest
7.33
11/26/2018 10:33
sun73_v7a_s2v1c2a5a
50.26%
7532
4.74%
10.49
25.27
-8.23%
57
6.11%
7.33
-7.49
 Rank:
 
Sun73
 
Q12 contest
6.38
11/23/2018 10:25
sun73_v7a_s3v5c2a9a
50.35%
7532
4.61%
10.77
26.38
-7.65%
57
5.45%
6.38
-6.89
 Rank:
 
charless
 
Q12 contest
9.69
11/15/2018 00:44
Q12-046
46.52%
7456
4.72%
9.69
26.09
-2.54%
18
4.38%
24.45
-9.40
 Rank:
 
charless
 
Q12 contest
8.88
10/31/2018 22:05
Q12-003
37.70%
7519
4.13%
8.88
23.16
-1.62%
18
2.29%
10.23
-10.95