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
-0.48
07/11/2018 10:39
Cycle Nova MTF
32.92%
7526
14.12%
2.25
3.93
3.19%
14
16.55%
-0.48
14.05
 Rank:
 
s_poramet
 
Q12 contest
4.92
12/28/2018 00:04
LvlA Coin
37.40%
7357
7.56%
4.92
10.99
1.95%
14
14.40%
7.44
9.70
 Rank:
 
s_poramet
 
Q12 contest
-1.52
08/15/2018 02:05
ROV Star
26.11%
7530
11.23%
2.24
3.68
4.24%
14
12.89%
-1.52
19.70
 Rank:
 
s_poramet
 
Q12 contest
2.24
12/16/2018 02:06
Lvl TM
27.43%
7530
11.84%
2.24
4.05
1.62%
14
5.51%
5.28
14.77
 Rank:
 
s_poramet
 
Q12 contest
2.19
12/11/2018 00:44
JuberJuberVit_ContReinf4
66.60%
7530
3.61%
17.79
74.24
0.12%
14
1.64%
2.19
2.58
 Rank:
 
s_poramet
 
Q12 contest
1.31
07/01/2018 21:59
ROV6 Earth
40.27%
7530
17.65%
2.20
3.90
4.22%
14
10.47%
1.31
23.07
 Rank:
 
s_poramet
 
Q12 contest
-1.21
08/23/2018 00:54
CS Star Blazer inim
20.21%
7530
8.90%
2.19
3.64
3.78%
14
12.74%
-1.21
15.67
 Rank:
 
s_poramet
 
Q12 contest
-0.24
12/22/2018 09:42
Solaris C
20.38%
7526
9.06%
2.17
3.91
2.01%
14
4.87%
-0.24
53.33
 Rank:
 
charless
 
Q12 contest
8.26
10/31/2018 22:07
Q12-008
36.48%
7522
4.28%
8.26
20.50
0.58%
14
3.22%
9.01
7.04
 Rank:
 
mwalimudan
 
Q12 contest
-2.09
09/28/2018 11:32
PullThePillarsDown
42.71%
7434
19.58%
2.13
3.88
5.55%
14
17.14%
-2.09
30.85
 Rank:
 
s_poramet
 
Q12 contest
-0.49
12/23/2018 00:34
Paladin 3-1 B cturn1
24.36%
7528
8.39%
2.82
5.72
-0.20%
14
7.07%
-0.49
-0.89
 Rank:
 
s_poramet
 
Q12 contest
-1.21
07/01/2018 21:58
ROV6 Coin
17.81%
7530
6.40%
2.69
4.81
0.74%
14
4.89%
-1.21
6.65
 Rank:
 
s_poramet
 
Q12 contest
-0.53
07/04/2018 23:26
Rush Moments Q Sword
30.23%
7523
13.81%
2.10
3.62
8.28%
14
20.30%
-0.53
44.36
 Rank:
 
s_poramet
 
Q12 contest
-0.54
07/03/2018 10:10
Slow Moment
21.59%
7530
9.96%
2.09
3.22
4.60%
14
13.81%
-0.54
21.54
 Rank:
 
s_poramet
 
Q12 contest
-1.06
07/01/2018 04:16
Reverb K
19.73%
7530
9.26%
2.06
3.41
2.51%
14
7.80%
-1.06
15.44
 Rank:
 
s_poramet
 
Q12 contest
-1.38
08/23/2018 00:53
ROV Star Blazer inim 10
28.96%
7530
13.54%
2.05
3.45
7.13%
14
18.98%
-1.38
34.94
 Rank:
 
mwalimudan
 
Q12 contest
-2.25
12/02/2018 11:01
ShorterThan50
29.07%
7434
13.90%
2.05
3.80
2.77%
14
11.95%
-2.25
11.13
 Rank:
 
vsujith
 
Q12 contest
-0.37
12/02/2018 08:09
1203Wooster
3.91%
7528
1.87%
2.03
3.64
0.34%
14
1.54%
-0.37
8.09
 Rank:
 
s_poramet
 
Q12 contest
-1.74
07/14/2018 05:58
Mc Fireball
21.17%
7479
10.26%
2.01
3.61
2.48%
14
8.74%
-1.74
11.72
 Rank:
 
s_poramet
 
Q12 contest
1.94
07/04/2018 11:28
Coming Back McKnight Yes
19.67%
7530
9.49%
2.00
3.47
3.25%
14
11.13%
1.94
17.04
 Rank:
 
mwalimudan
 
Q12 contest
-2.04
09/28/2018 11:15
MountCLEverest
35.83%
7434
14.86%
2.37
4.41
0.98%
14
12.46%
-2.04
2.78
 Rank:
 
vsujith
 
Q12 contest
-0.36
12/03/2018 05:18
Wooster1204
3.88%
7528
1.89%
1.99
3.57
0.36%
14
1.70%
-0.36
7.62
 Rank:
 
s_poramet
 
Q12 contest
-0.83
07/08/2018 08:31
Level 18 Mc Select Inim10
41.63%
7529
9.14%
4.40
8.51
1.06%
14
10.00%
-0.83
4.53
 Rank:
 
s_poramet
 
Q12 contest
-1.31
07/01/2018 04:15
Reverb W
19.78%
7530
9.64%
1.98
3.34
2.94%
14
12.18%
-1.31
12.84
 Rank:
 
s_poramet
 
Q12 contest
-0.52
12/22/2018 09:42
Solaris Gross
18.07%
7530
8.84%
1.97
3.43
4.40%
14
12.38%
-0.52
27.58