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: 126
 
KOBAS
 
Q12 contest
1.36
10/30/2018 06:32
1810230QKXX72
6.99%
2509
15.26%
1.36
2.27
20.82%
186
22.29%
1.66
2.18
 Rank: 127
 
KOBAS
 
Q12 contest
1.36
11/06/2018 15:01
1810230QKXX75
4.02%
2764
7.93%
1.36
2.70
1.35%
176
2.11%
1.38
1.92
 Rank: 128
 
KOBAS
 
Q12 contest
1.36
12/29/2018 15:20
181228OR0S0F20HLKJJ11
12.03%
7483
8.71%
1.36
2.23
3.00%
143
7.27%
1.49
1.13
 Rank: 129
 
KOBAS
 
Q12 contest
1.35
10/22/2018 12:59
1810110QKXX81
12.04%
7443
7.42%
1.62
2.67
-0.93%
192
5.86%
1.35
-0.34
 Rank: 130
 
Ttyo
 
Q12 contest
1.35
07/07/2018 15:15
TtyoPyEtOhC28pcTrendFollowing20187080614
20.84%
3057
15.09%
1.35
2.39
19.63%
267
14.84%
4.10
2.14
 Rank: 131
 
KOBAS
 
Q12 contest
1.35
12/16/2018 12:20
181213OR0S0F70KJJ6
11.22%
5495
10.73%
1.35
2.36
21.57%
152
11.07%
4.87
6.49
 Rank: 132
 
KOBAS
 
Q12 contest
1.35
10/21/2018 11:21
1810110QKXX62
6.69%
5462
6.72%
1.35
2.25
1.39%
192
5.24%
1.60
0.59
 Rank: 133
 
KOBAS
 
Q12 contest
1.35
12/30/2018 11:43
181230BQBKJJ2
8.57%
7320
6.30%
1.35
2.40
8.17%
143
8.29%
1.58
3.11
 Rank: 134
 
KOBAS
 
Q12 contest
1.35
10/20/2018 01:48
1810110QKXX59
9.34%
7443
6.78%
1.35
2.26
2.97%
192
3.34%
3.12
1.80
 Rank: 135
 
KOBAS
 
Q12 contest
1.35
10/21/2018 11:32
1810110QKXX64
8.60%
7472
6.34%
1.35
2.21
-0.80%
192
4.35%
3.86
-0.35
 Rank: 136
 
alango
 
Q12 contest
1.34
12/09/2018 07:18
q12comp4
10.27%
7470
7.62%
1.34
2.17
-0.08%
157
7.77%
2.39
-0.03
 Rank: 137
 
KOBAS
 
Q12 contest
1.34
11/15/2018 05:46
1810230QKXX109
8.93%
5481
9.13%
1.34
2.31
1.25%
169
9.19%
1.78
0.33
 Rank: 138
 
mwalimudan
 
Q12 contest
1.34
10/23/2018 10:55
TradersDozen
22.92%
7430
16.63%
1.34
2.26
20.50%
191
18.89%
3.89
2.61
 Rank: 139
 
KOBAS
 
Q12 contest
1.34
11/12/2018 13:49
1810230QKXX85
9.89%
7487
7.14%
1.34
2.24
5.78%
157
3.45%
3.17
5.24
 Rank: 140
 
KOBAS
 
Q12 contest
1.33
11/26/2018 05:56
1811230QKXX24
10.47%
7499
7.52%
1.33
2.20
9.87%
167
5.46%
5.19
4.77
 Rank: 141
 
KOBAS
 
Q12 contest
1.33
07/01/2018 10:49
1806277Q16KJJM12
5.52%
7363
4.19%
1.33
2.16
-0.18%
272
3.65%
3.13
-0.07
 Rank: 142
 
KOBAS
 
Q12 contest
1.33
12/16/2018 12:15
181213OR0S0FKJJ11
15.69%
5441
14.07%
1.50
2.54
18.03%
132
13.97%
1.33
5.36
 Rank: 143
 
KOBAS
 
Q12 contest
1.32
10/20/2018 01:47
1810110QKXX58
9.75%
7442
7.21%
1.32
2.24
3.44%
192
3.71%
2.73
1.87
 Rank: 144
 
fujin
 
Q12 contest
1.32
11/16/2018 13:33
ShaxDashO
12.95%
7479
9.39%
1.32
2.23
11.12%
173
6.08%
4.07
5.46
 Rank: 145
 
KOBAS
 
Q12 contest
1.32
12/31/2018 14:27
181228OR0S0F5HLKJJ12
6.30%
4431
8.01%
1.34
2.32
0.48%
143
5.73%
1.32
0.22
 Rank: 146
 
KOBAS
 
Q12 contest
1.32
10/11/2018 15:43
1810110Q968953KXX5
8.60%
7439
6.46%
1.32
2.09
0.69%
199
4.52%
3.59
0.30
 Rank: 147
 
KOBAS
 
Q12 contest
1.32
12/29/2018 15:03
181228OR0S0F20HLKJJ10
11.90%
7484
8.83%
1.32
2.12
2.97%
123
6.58%
1.87
1.40
 Rank: 148
 
KOBAS
 
Q12 contest
1.32
10/14/2018 12:14
1810110QKXX1
7.18%
7435
4.69%
1.47
2.55
6.65%
177
3.73%
1.32
4.89
 Rank: 149
 
KOBAS
 
Q12 contest
1.32
10/28/2018 06:16
1810230QKXX49
8.39%
7450
6.16%
1.32
2.17
6.12%
187
3.44%
2.98
4.10
 Rank: 150
 
KOBAS
 
Q12 contest
1.32
12/18/2018 09:10
1812180O0COMBKJJ11
7.36%
7478
5.35%
1.35
2.19
3.48%
151
5.61%
1.32
1.80