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: 176
 
KOBAS
 
Q12 contest
1.26
12/17/2018 05:54
181211OR0S0FKJJ4
5.83%
2792
12.24%
1.26
2.03
6.90%
148
8.93%
2.16
2.64
 Rank: 177
 
Sun73
 
Q12 contest
1.26
11/30/2018 03:50
sun73_v7b_s3v5c2a9b
47.95%
7512
5.27%
9.28
17.69
3.57%
163
10.52%
1.26
0.90
 Rank: 178
 
KOBAS
 
Q12 contest
1.26
12/30/2018 11:58
181230BQBKJJ4
10.01%
7260
7.94%
1.26
2.19
9.81%
143
10.15%
1.58
3.06
 Rank: 179
 
KOBAS
 
Q12 contest
1.26
11/28/2018 00:32
1811230QKXX35
3.00%
7468
2.25%
1.26
2.21
4.65%
165
1.88%
3.84
7.49
 Rank: 180
 
fujin
 
Q12 contest
1.25
11/17/2018 07:35
adamBadamO
15.64%
5431
12.21%
1.25
2.13
12.04%
172
14.31%
2.34
2.30
 Rank: 181
 
KOBAS
 
Q12 contest
1.25
10/22/2018 05:29
1810110QKXX76
8.05%
7474
6.36%
1.25
1.97
-0.25%
192
3.93%
3.39
-0.13
 Rank: 182
 
KOBAS
 
Q12 contest
1.25
10/20/2018 01:49
1810110QKXX61
5.46%
7401
4.34%
1.25
2.05
1.05%
192
3.77%
1.52
0.62
 Rank: 183
 
fujin
 
Q12 contest
1.25
11/04/2018 08:43
zirtUchDry
12.00%
5470
9.13%
1.25
2.14
12.20%
182
5.18%
4.30
6.88
 Rank: 184
 
fujin
 
Q12 contest
1.25
11/04/2018 07:25
zirtUchQ12
12.00%
5470
9.13%
1.25
2.14
12.20%
182
5.18%
4.30
6.88
 Rank: 185
 
KOBAS
 
Q12 contest
1.25
11/26/2018 02:31
1811230QKXX16
4.95%
7497
3.75%
1.25
2.17
5.57%
147
2.93%
4.17
6.24
 Rank: 186
 
KOBAS
 
Q12 contest
1.24
11/28/2018 08:58
1811230QKXX40
4.29%
7470
3.28%
1.24
2.17
5.30%
165
2.58%
4.17
6.08
 Rank: 187
 
KOBAS
 
Q12 contest
1.24
11/12/2018 15:21
1810230QKXX86
7.17%
7488
5.54%
1.24
2.06
5.02%
177
2.30%
4.02
5.89
 Rank: 188
 
KOBAS
 
Q12 contest
1.24
10/21/2018 11:30
1810110QKXX63
7.06%
7474
5.68%
1.24
1.97
-1.63%
192
3.87%
4.74
-0.76
 Rank: 189
 
KOBAS
 
Q12 contest
1.24
12/28/2018 14:27
181228OR0S0F20HLKJJ1
5.94%
7492
4.66%
1.24
2.08
3.17%
144
3.15%
1.35
3.13
 Rank: 190
 
KOBAS
 
Q12 contest
1.24
12/28/2018 14:27
181228OR0S0F20HLKJJ1
5.94%
7492
4.66%
1.24
2.08
3.17%
144
3.15%
1.35
3.13
 Rank: 191
 
KOBAS
 
Q12 contest
1.24
10/18/2018 11:15
1810110QKXX37
7.29%
2751
17.11%
1.24
1.88
-3.49%
170
14.70%
1.82
-0.58
 Rank: 192
 
KOBAS
 
Q12 contest
1.23
10/20/2018 01:48
1810110QKXX60
3.95%
7436
3.18%
1.23
2.01
0.76%
192
2.94%
1.48
0.58
 Rank: 193
 
KOBAS
 
Q12 contest
1.23
11/26/2018 05:44
1811230QKXX23
9.10%
7499
7.14%
1.23
2.00
4.96%
167
4.42%
4.36
2.69
 Rank: 194
 
KOBAS
 
Q12 contest
1.23
12/03/2018 01:51
1811230QKXX55
3.50%
7471
2.72%
1.23
2.14
3.92%
162
2.03%
4.22
6.17
 Rank: 195
 
KOBAS
 
Q12 contest
1.22
11/29/2018 00:44
1811230QKXX48
3.51%
7469
2.72%
1.22
2.14
4.26%
144
2.08%
4.23
7.68
 Rank: 196
 
KOBAS
 
Q12 contest
1.22
10/17/2018 09:29
1810110QKXX24
8.40%
3088
14.76%
1.22
2.41
47.21%
195
18.53%
1.92
7.14
 Rank: 197
 
KOBAS
 
Q12 contest
1.22
11/29/2018 00:50
1811230QKXX54
4.03%
7471
3.12%
1.22
2.15
5.43%
144
2.40%
3.77
7.84
 Rank: 198
 
KOBAS
 
Q12 contest
1.22
11/29/2018 00:42
1811230QKXX47
4.02%
7471
3.12%
1.22
2.15
5.58%
164
2.41%
3.76
6.91
 Rank: 199
 
KOBAS
 
Q12 contest
1.22
11/28/2018 09:00
1811230QKXX41
3.49%
7468
2.72%
1.22
2.13
4.45%
165
2.05%
4.21
6.93
 Rank: 200
 
KOBAS
 
Q12 contest
1.22
11/25/2018 13:33
1811230QKXX9
5.95%
7496
4.66%
1.22
1.97
5.95%
167
4.62%
3.28
3.37