Quantitative trading competition Q12, Guaranteed investments of $2,250,000

CLOSED
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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 201
 
KOBAS
 
Q12 contest
1.21
11/15/2018 05:40
1810230QKXX108
7.03%
5.80%
1.21
2.06
3.05% 0.00%
1.73
2.84
 Rank: 202
 
KOBAS
 
Q12 contest
1.21
11/29/2018 00:46
1811230QKXX51
3.98%
3.10%
1.21
2.13
2.59% 0.00%
3.78
6.36
 Rank: 203
 
KOBAS
 
Q12 contest
1.21
10/27/2018 00:16
1810230QKXX37
8.25%
11.30%
1.21
1.98
6.22% 0.00%
2.24
3.81
 Rank: 204
 
KOBAS
 
Q12 contest
1.21
12/03/2018 01:53
1811230QKXX58
3.22%
2.74%
1.21
1.92
2.31% 0.00%
4.21
8.50
 Rank: 205
 
KOBAS
 
Q12 contest
1.21
11/27/2018 13:46
1811230QKXX33
3.41%
2.87%
1.21
1.95
2.27% 0.00%
4.11
8.05
 Rank: 206
 
KOBAS
 
Q12 contest
1.20
11/29/2018 00:49
1811230QKXX52
3.23%
2.74%
1.20
1.92
2.31% 0.00%
4.23
8.57
 Rank: 207
 
KOBAS
 
Q12 contest
1.20
10/15/2018 12:48
1810110QKXX10
5.51%
5.00%
1.20
1.82
2.07% 0.00%
1.61
2.92
 Rank: 208
 
KOBAS
 
Q12 contest
1.20
11/29/2018 00:41
1811230QKXX45
3.44%
2.72%
1.20
2.10
2.30% 0.00%
4.21
8.51
 Rank: 209
 
KOBAS
 
Q12 contest
1.20
10/19/2018 07:12
1810110QKXX46
10.99%
9.32%
1.20
1.84
2.96% 0.00%
1.90
3.45
 Rank: 210
 
fujin
 
Q12 contest
1.20
11/17/2018 07:19
alaBulaBoss2018
6.54%
5.29%
1.20
2.07
3.09% 0.00%
2.98
5.43
 Rank: 211
 
KOBAS
 
Q12 contest
1.20
11/27/2018 01:19
1811230QKXX31
2.59%
2.29%
1.20
1.77
2.22% 0.00%
3.77
6.74
 Rank: 212
 
KOBAS
 
Q12 contest
1.19
12/17/2018 05:57
181211OR0S0FKJJ5
6.12%
8.07%
1.23
2.07
2.91% 0.00%
1.19
2.47
 Rank: 213
 
KOBAS
 
Q12 contest
1.19
10/27/2018 00:21
1810230QKXX44
6.27%
11.80%
1.19
2.05
10.61% 0.00%
2.70
5.20
 Rank: 214
 
charless
 
Q12 contest
1.19
11/03/2018 14:17
Q12-027
40.66%
4.48%
9.47
21.63
1.42% 0.00%
1.19
2.26
 Rank: 215
 
KOBAS
 
Q12 contest
1.19
12/28/2018 14:31
181228OR0S0F20HLKJJ2
6.55%
5.60%
1.19
1.90
1.78% 0.00%
1.64
2.55
 Rank: 216
 
KOBAS
 
Q12 contest
1.19
10/21/2018 11:51
1810110QKXX70
7.51%
6.36%
1.19
1.83
3.59% 0.00%
3.88
6.70
 Rank: 217
 
KOBAS
 
Q12 contest
1.19
11/27/2018 14:07
1811230QKXX34
3.83%
3.17%
1.19
1.98
2.59% 0.00%
3.58
5.98
 Rank: 218
 
KOBAS
 
Q12 contest
1.19
11/28/2018 09:16
1811230QKXX44
3.93%
3.27%
1.19
1.98
2.60% 0.00%
3.77
6.33
 Rank: 219
 
KOBAS
 
Q12 contest
1.18
10/18/2018 11:15
1810110QKXX36
5.37%
7.86%
1.18
1.92
5.01% 0.00%
1.63
2.92
 Rank: 220
 
KOBAS
 
Q12 contest
1.18
11/27/2018 01:18
1811230QKXX29
3.35%
2.78%
1.18
1.95
1.99% 0.00%
2.85
5.27
 Rank: 221
 
KOBAS
 
Q12 contest
1.18
10/14/2018 13:20
1810110QKXX3
8.90%
7.78%
1.18
1.84
4.15% 0.00%
2.89
5.08
 Rank: 222
 
dm7
 
Q12 contest
1.18
10/01/2018 05:56
tsq1223f41dac5c1f4458a0059afcdf62964e
82.75%
22.67%
3.91
6.23
5.52% 0.00%
1.18
2.08
 Rank: 223
 
dm7
 
Q12 contest
1.18
09/28/2018 10:08
tsq1223f41dac5c1f4458a0059afcdf62964e
82.03%
22.56%
3.90
6.17
5.52% 0.00%
1.18
2.08
 Rank: 224
 
dm7
 
Q12 contest
1.18
10/04/2018 03:12
tsq1223f41dac5c1f4458a0059afcdf62964e
81.70%
22.55%
3.89
6.15
5.52% 0.00%
1.18
2.08
 Rank: 225
 
KOBAS
 
Q12 contest
1.18
11/27/2018 01:19
1811230QKXX30
2.60%
2.31%
1.18
1.77
1.82% 0.00%
3.07
5.20