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
-0.99
07/06/2018 20:33
Path Sim Bland Re
30.95%
7525
15.30%
1.96
3.37
1.15%
14
10.24%
-0.99
5.68
 Rank:
 
s_poramet
 
Q12 contest
-1.57
07/06/2018 19:34
Path Sim Blade
35.35%
7526
17.60%
1.94
2.93
2.17%
14
14.50%
-1.57
8.31
 Rank:
 
mwalimudan
 
Q12 contest
-2.25
12/02/2018 06:16
BetterThan50
27.36%
7434
13.83%
1.94
3.55
2.57%
14
11.95%
-2.25
10.14
 Rank:
 
charless
 
Q12 contest
8.44
11/03/2018 14:17
Q12-028
44.43%
7519
4.43%
9.71
25.53
0.59%
14
4.43%
8.44
5.64
 Rank:
 
s_poramet
 
Q12 contest
1.73
12/06/2018 00:41
JuberJuberVit_Reinf4
128.82%
7530
5.81%
21.28
94.88
0.12%
14
1.62%
1.73
2.43
 Rank:
 
s_poramet
 
Q12 contest
-1.24
08/22/2018 03:09
NFAK inim
23.14%
7530
11.92%
1.87
3.23
3.46%
14
14.95%
-1.24
11.96
 Rank:
 
hellboy
 
Q12 contest
-5.15
10/25/2018 03:01
38x9_16_OK
38.58%
7530
4.41%
8.46
20.85
0.51%
14
4.38%
-5.15
3.91
 Rank:
 
s_poramet
 
Q12 contest
-0.91
07/07/2018 11:15
Level 18 Mc Select
41.31%
7530
8.41%
4.75
9.34
0.90%
14
8.72%
-0.91
4.27
 Rank:
 
s_poramet
 
Q12 contest
10.88
12/29/2018 00:18
Mirror Lvlm
85.32%
7530
7.55%
10.88
30.19
0.08%
14
3.78%
12.14
0.97
 Rank:
 
s_poramet
 
Q12 contest
4.98
12/29/2018 00:17
Mirror Lvlm Position
109.03%
7528
16.46%
6.37
14.63
1.11%
14
14.80%
4.98
2.98
 Rank:
 
s_poramet
 
Q12 contest
0.53
12/11/2018 00:38
JuberJuberVit_ContReinf0
81.89%
7530
4.93%
16.00
56.94
0.12%
14
1.08%
0.53
3.65
 Rank:
 
s_poramet
 
Q12 contest
-1.03
07/06/2018 20:50
Path Sim Blade Re iBal
27.78%
7525
15.92%
1.69
2.86
2.07%
14
15.71%
-1.03
7.81
 Rank:
 
KOBAS
 
Q12 contest
0.68
12/27/2018 15:33
181222OR0S0F3LKJJ28
9.77%
5512
7.90%
1.66
2.86
0.69%
14
5.44%
0.68
6.56
 Rank:
 
s_poramet
 
Q12 contest
11.00
12/31/2018 01:40
LvlA PVO Leaf Reflector
183.12%
7317
16.67%
11.00
28.39
0.48%
14
6.15%
16.69
2.68
 Rank:
 
s_poramet
 
Q12 contest
-1.45
08/22/2018 03:09
NFAK mini 10
27.45%
7530
4.45%
5.98
12.75
0.32%
14
3.94%
-1.45
3.48
 Rank:
 
charless
 
Q12 contest
7.41
11/14/2018 17:38
Q12-031
34.79%
7493
4.57%
7.41
17.69
0.33%
14
2.63%
8.24
4.53
 Rank:
 
KOBAS
 
Q12 contest
-0.26
10/28/2018 06:24
1810230QKXX54
10.23%
7491
6.13%
1.62
2.71
0.84%
14
3.24%
-0.26
10.03
 Rank:
 
mwalimudan
 
Q12 contest
-2.94
12/01/2018 04:53
IThinkIAM50
24.03%
7434
14.66%
1.61
2.91
1.33%
14
10.19%
-2.94
4.66
 Rank:
 
s_poramet
 
Q12 contest
-1.49
12/24/2018 00:34
Universe Temple adpt
26.70%
7530
4.43%
5.84
12.37
0.31%
14
4.00%
-1.49
3.42
 Rank:
 
mwalimudan
 
Q12 contest
0.08
10/25/2018 11:14
VamosALaPlaya
18.31%
7480
11.04%
1.60
2.76
6.81%
14
15.90%
0.08
42.89
 Rank:
 
KOBAS
 
Q12 contest
-0.63
10/28/2018 06:23
1810230QKXX53
10.75%
7495
6.55%
1.60
2.68
0.84%
14
3.24%
-0.63
10.02
 Rank:
 
KOBAS
 
Q12 contest
-0.33
10/22/2018 12:40
1810110QKXX80
11.42%
7492
6.97%
1.60
2.69
0.75%
14
3.49%
-0.33
8.55
 Rank:
 
KOBAS
 
Q12 contest
-0.35
10/22/2018 12:59
1810110QKXX81
12.19%
7492
7.45%
1.59
2.69
1.02%
14
4.35%
-0.35
9.64
 Rank:
 
KOBAS
 
Q12 contest
1.35
12/16/2018 12:19
181213OR0S0F70KJJ5
12.05%
5506
10.35%
1.57
2.68
1.07%
14
6.87%
1.35
10.02
 Rank:
 
KOBAS
 
Q12 contest
1.39
12/16/2018 12:20
181213OR0S0F70KJJ7
15.71%
5451
13.72%
1.57
2.70
1.49%
14
9.64%
1.39
10.44