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:
 
vsujith
 
Q12 contest
-0.30
11/29/2018 20:34
1201Scout
6.27%
7530
2.91%
2.09
3.71
1.36%
57
1.70%
-0.30
6.65
 Rank:
 
s_poramet
 
Q12 contest
-0.54
07/03/2018 10:10
Slow Moment
21.47%
7530
9.93%
2.09
3.21
4.86%
56
7.61%
-0.54
6.07
 Rank:
 
vsujith
 
Q12 contest
-0.29
12/01/2018 03:24
1202Scout
6.33%
7530
2.96%
2.07
3.66
1.16%
57
1.81%
-0.29
5.14
 Rank:
 
vsujith
 
Q12 contest
-0.50
12/24/2018 08:20
1208Chomsky
7.04%
7530
3.30%
2.07
3.79
5.60%
56
8.61%
-0.50
23.89
 Rank:
 
s_poramet
 
Q12 contest
-3.31
12/24/2018 00:33
Universe Temple redisc1
9.94%
7530
5.06%
2.07
3.84
11.25%
56
27.32%
-3.31
20.91
 Rank:
 
charless
 
Q12 contest
6.40
11/03/2018 14:16
Q12-026
44.33%
7519
4.45%
9.70
25.27
1.89%
56
4.23%
6.40
4.16
 Rank:
 
s_poramet
 
Q12 contest
-1.06
07/01/2018 04:16
Reverb K
19.64%
7530
9.23%
2.06
3.40
3.24%
56
3.97%
-1.06
7.92
 Rank:
 
s_poramet
 
Q12 contest
-1.38
08/23/2018 00:53
ROV Star Blazer inim 10
28.78%
7530
13.51%
2.05
3.44
7.42%
57
10.36%
-1.38
7.88
 Rank:
 
mwalimudan
 
Q12 contest
-2.25
12/02/2018 11:01
ShorterThan50
29.03%
7434
13.88%
2.05
3.80
6.37%
56
9.47%
-2.25
5.80
 Rank:
 
vsujith
 
Q12 contest
-0.37
12/02/2018 08:09
1203Wooster
3.92%
7528
1.86%
2.03
3.66
1.42%
56
1.15%
-0.37
11.71
 Rank:
 
vsujith
 
Q12 contest
-0.85
12/26/2018 09:43
1209Bannister
5.89%
7491
2.82%
2.03
3.65
1.27%
56
1.84%
-0.85
5.71
 Rank:
 
s_poramet
 
Q12 contest
3.04
12/11/2018 00:41
JuberJuberVit_ContReinf1
64.97%
7530
3.60%
17.53
74.57
0.29%
56
0.84%
3.04
6.49
 Rank:
 
s_poramet
 
Q12 contest
1.94
07/04/2018 11:28
Coming Back McKnight Yes
19.56%
7530
9.46%
2.00
3.46
3.59%
56
5.69%
1.94
6.70
 Rank:
 
dm7
 
Q12 contest
-0.97
10/04/2018 03:19
tsq12fee90b8546b54ddfbcc07059a93496fa
73.67%
7529
18.32%
3.89
6.50
3.62%
57
13.05%
-0.97
2.41
 Rank:
 
vsujith
 
Q12 contest
-0.36
12/03/2018 05:18
Wooster1204
3.90%
7528
1.89%
1.99
3.59
1.35%
56
1.30%
-0.36
9.59
 Rank:
 
s_poramet
 
Q12 contest
-1.31
07/01/2018 04:15
Reverb W
19.68%
7530
9.62%
1.98
3.33
3.44%
56
5.97%
-1.31
5.54
 Rank:
 
s_poramet
 
Q12 contest
-0.52
12/22/2018 09:42
Solaris Gross
18.02%
7530
8.83%
1.97
3.42
5.89%
56
7.34%
-0.52
9.03
 Rank:
 
charless
 
Q12 contest
7.43
11/03/2018 14:14
Q12-023
40.78%
7519
4.20%
9.45
24.60
1.88%
56
3.93%
7.43
4.88
 Rank:
 
mwalimudan
 
Q12 contest
-2.25
12/02/2018 06:16
BetterThan50
27.55%
7434
13.80%
1.94
3.58
11.45%
57
8.76%
-2.25
13.71
 Rank:
 
mwalimudan
 
Q12 contest
-1.82
12/09/2018 09:41
SameAgainPlease
18.79%
7434
9.60%
1.92
3.39
5.51%
56
9.53%
-1.82
5.19
 Rank:
 
s_poramet
 
Q12 contest
7.35
12/30/2018 00:32
Gold Rank 80
56.86%
7529
6.40%
8.62
20.79
2.40%
56
4.77%
7.35
4.81
 Rank:
 
s_poramet
 
Q12 contest
-1.24
08/22/2018 03:09
NFAK inim
23.51%
7530
12.11%
1.87
3.29
16.95%
57
27.86%
-1.24
20.83
 Rank:
 
s_poramet
 
Q12 contest
7.45
12/31/2018 01:41
LvlA PVO Heat Reflector
187.61%
7470
24.53%
7.45
16.93
3.39%
56
9.91%
11.73
2.66
 Rank:
 
s_poramet
 
Q12 contest
-0.86
08/23/2018 00:54
CS Star Blazer mini
31.21%
7530
8.95%
3.38
6.33
2.73%
57
6.54%
-0.86
3.08
 Rank:
 
s_poramet
 
Q12 contest
5.49
12/28/2018 00:05
Mirror LvlM Price Curve Leaf
98.69%
7317
18.09%
5.49
11.89
0.80%
54
3.64%
6.92
1.72