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
-1.49
08/23/2018 00:52
ROV Star Blazer
29.77%
7530
11.37%
2.52
4.29
6.59%
14
17.28%
-1.49
34.01
 Rank:
 
s_poramet
 
Q12 contest
-0.44
07/01/2018 21:58
ROV6 Fire
63.89%
7530
24.53%
2.50
4.36
6.33%
14
22.89%
-0.44
15.96
 Rank:
 
s_poramet
 
Q12 contest
-0.29
12/22/2018 09:54
Solaris BT2
16.28%
7530
6.37%
2.48
4.51
0.35%
14
2.26%
-0.29
6.65
 Rank:
 
s_poramet
 
Q12 contest
5.49
12/28/2018 00:05
Mirror LvlM Price Curve Leaf
99.43%
7317
18.13%
5.49
11.95
0.30%
14
7.08%
6.92
1.55
 Rank:
 
s_poramet
 
Q12 contest
-0.84
07/04/2018 23:50
Rush Moments B Sword
36.63%
7523
14.35%
2.45
4.27
7.50%
14
18.89%
-0.84
37.03
 Rank:
 
s_poramet
 
Q12 contest
0.21
12/22/2018 09:40
Solaris B
20.53%
7526
8.17%
2.43
4.43
2.19%
14
5.42%
0.21
53.85
 Rank:
 
stevefoeldvari
 
Q12 contest
2.40
12/09/2018 12:41
sf0014
27.45%
7484
11.16%
2.40
4.35
1.98%
14
16.18%
3.75
6.44
 Rank:
 
s_poramet
 
Q12 contest
-0.77
07/08/2018 03:51
Level 18 MPlass B5
33.46%
7530
10.20%
3.17
5.25
1.64%
14
11.48%
-0.77
7.32
 Rank:
 
charless
 
Q12 contest
9.44
11/02/2018 19:17
Q12-017
41.93%
7522
4.31%
9.44
25.40
1.18%
14
8.53%
9.48
10.12
 Rank:
 
s_poramet
 
Q12 contest
-1.27
07/08/2018 08:07
Double Selection Inim10
36.02%
7529
14.55%
2.38
4.17
5.89%
14
17.78%
-1.27
29.03
 Rank:
 
stevefoeldvari
 
Q12 contest
2.38
12/09/2018 12:41
sf0015
31.13%
7484
12.71%
2.38
4.32
3.82%
14
18.38%
3.67
14.96
 Rank:
 
s_poramet
 
Q12 contest
2.64
12/05/2018 07:53
JuberJuberVit_Drinv5
20.95%
7530
2.24%
9.08
29.28
0.16%
14
1.90%
2.64
5.39
 Rank:
 
s_poramet
 
Q12 contest
1.59
07/04/2018 11:26
Coming back McKnight
21.95%
7530
8.98%
2.36
4.15
3.23%
14
11.02%
1.59
17.50
 Rank:
 
s_poramet
 
Q12 contest
-1.67
07/01/2018 04:22
Working Memento
32.54%
7530
13.26%
2.36
3.79
7.55%
14
19.21%
-1.67
41.63
 Rank:
 
charless
 
Q12 contest
8.67
11/02/2018 19:17
Q12-015
39.63%
7521
4.43%
8.67
21.96
1.16%
14
7.98%
9.94
9.74
 Rank:
 
stevefoeldvari
 
Q12 contest
2.33
12/09/2018 12:40
sf0013
26.23%
7485
10.98%
2.33
4.16
2.15%
14
16.09%
3.74
7.10
 Rank:
 
charless
 
Q12 contest
9.68
11/03/2018 14:18
Q12-030
43.49%
7522
4.35%
9.68
27.11
0.66%
14
5.19%
10.59
5.29
 Rank:
 
hellboy
 
Q12 contest
-2.51
10/24/2018 07:02
12x4_20_OK
29.75%
7530
7.85%
3.66
7.07
1.40%
14
8.08%
-2.51
5.69
 Rank:
 
mwalimudan
 
Q12 contest
-2.09
09/28/2018 11:27
ADifferentKindOfDanger
38.58%
7434
16.40%
2.30
4.26
2.70%
12
11.91%
-2.09
17.20
 Rank:
 
stevefoeldvari
 
Q12 contest
2.30
11/20/2018 11:48
sf0012v4
31.19%
7484
13.15%
2.30
4.15
4.21%
14
18.66%
3.05
17.12
 Rank:
 
s_poramet
 
Q12 contest
-0.10
07/14/2018 09:48
Life Crest
16.54%
7367
7.15%
2.29
4.21
0.69%
14
4.52%
-0.10
7.34
 Rank:
 
s_poramet
 
Q12 contest
-0.10
07/10/2018 10:45
Ratio 18 Fireblade
32.91%
7523
13.97%
2.28
4.28
2.33%
14
17.65%
-0.10
7.81
 Rank:
 
s_poramet
 
Q12 contest
-0.70
07/06/2018 19:35
Path Sim Blade Nova
34.12%
7526
14.50%
2.28
4.07
1.19%
14
10.11%
-0.70
6.08
 Rank:
 
s_poramet
 
Q12 contest
-0.45
12/22/2018 09:41
Solaris BBMin
19.10%
7528
8.13%
2.27
3.97
3.19%
14
9.09%
-0.45
23.33
 Rank:
 
s_poramet
 
Q12 contest
2.05
12/07/2018 00:39
JuberJuberVit_Fullturn1
124.89%
7530
5.94%
20.21
83.19
0.46%
14
3.73%
2.05
5.11