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:
 
KOBAS
 
Q12 contest
1.63
10/24/2018 06:12
1810230QKXX10
9.31%
7386
5.64%
1.63
2.86
3.39%
56
6.84%
1.87
5.57
 Rank:
 
KOBAS
 
Q12 contest
-0.26
10/28/2018 06:24
1810230QKXX54
10.28%
7491
6.12%
1.62
2.73
3.64%
54
3.74%
-0.26
9.54
 Rank:
 
KOBAS
 
Q12 contest
-1.52
12/17/2018 01:29
181213OR0S0F50KJJ2
9.79%
5512
8.07%
1.62
2.78
3.11%
57
5.50%
-1.52
5.23
 Rank:
 
KOBAS
 
Q12 contest
-0.89
10/18/2018 11:13
1810110QKXX34
8.06%
2801
13.55%
1.62
2.77
5.24%
54
10.88%
-0.89
5.41
 Rank:
 
s_poramet
 
Q12 contest
4.98
12/29/2018 00:17
Mirror Lvlm Position
108.26%
7528
16.42%
6.37
14.56
2.42%
56
7.47%
4.98
2.81
 Rank:
 
s_poramet
 
Q12 contest
-2.47
07/07/2018 05:43
Level 18
82.07%
7530
7.02%
11.32
30.75
1.06%
56
2.05%
-2.47
8.40
 Rank:
 
alango
 
Q12 contest
-1.49
08/05/2018 04:24
q12comp1
4.56%
7485
2.76%
1.61
2.77
0.97%
56
1.62%
-1.49
6.02
 Rank:
 
mwalimudan
 
Q12 contest
-2.94
12/01/2018 04:53
IThinkIAM50
24.04%
7434
14.62%
1.61
2.92
5.28%
56
7.15%
-2.94
6.32
 Rank:
 
KOBAS
 
Q12 contest
-0.43
12/18/2018 08:59
1812180O0COMBKJJ4
10.14%
5512
8.45%
1.60
2.72
4.28%
56
5.08%
-0.43
9.60
 Rank:
 
mwalimudan
 
Q12 contest
0.08
10/25/2018 11:14
VamosALaPlaya
18.40%
7480
11.04%
1.60
2.78
12.21%
56
11.70%
0.08
12.87
 Rank:
 
s_poramet
 
Q12 contest
0.03
12/08/2018 01:56
JuberJuberVit_Smile6
45.85%
7530
5.28%
8.45
19.99
1.95%
56
6.19%
0.03
3.26
 Rank:
 
charless
 
Q12 contest
8.57
11/03/2018 14:18
Q12-029
51.29%
7518
4.97%
10.05
26.33
1.60%
56
4.46%
8.57
3.50
 Rank:
 
KOBAS
 
Q12 contest
-0.63
10/28/2018 06:23
1810230QKXX53
10.81%
7495
6.54%
1.60
2.70
4.03%
56
3.72%
-0.63
10.34
 Rank:
 
KOBAS
 
Q12 contest
-0.33
10/22/2018 12:40
1810110QKXX80
11.43%
7492
6.95%
1.60
2.70
2.96%
56
3.47%
-0.33
7.81
 Rank:
 
KOBAS
 
Q12 contest
-0.35
10/22/2018 12:59
1810110QKXX81
12.21%
7492
7.43%
1.59
2.70
3.51%
56
4.25%
-0.35
7.59
 Rank:
 
KOBAS
 
Q12 contest
1.35
12/16/2018 12:19
181213OR0S0F70KJJ5
12.20%
5506
10.33%
1.57
2.72
6.94%
56
7.55%
1.35
10.86
 Rank:
 
KOBAS
 
Q12 contest
1.39
12/16/2018 12:20
181213OR0S0F70KJJ7
15.93%
5451
13.70%
1.57
2.74
9.81%
57
10.44%
1.39
11.48
 Rank:
 
KOBAS
 
Q12 contest
-0.65
10/13/2018 12:18
1810110Q968953KXX6
13.31%
7493
8.21%
1.57
2.68
4.03%
56
4.13%
-0.65
9.50
 Rank:
 
alango
 
Q12 contest
-1.07
12/09/2018 07:23
q12comp5
4.41%
7486
2.74%
1.57
2.67
0.87%
56
1.45%
-1.07
5.62
 Rank:
 
mwalimudan
 
Q12 contest
0.29
12/22/2018 10:14
CongenitalLoonie
22.79%
7482
14.23%
1.56
2.74
1.39%
56
3.45%
0.29
3.91
 Rank:
 
KOBAS
 
Q12 contest
-0.33
10/22/2018 08:02
1810110QKXX79
10.96%
7492
6.81%
1.56
2.61
2.86%
57
3.20%
-0.33
8.24
 Rank:
 
mwalimudan
 
Q12 contest
0.33
12/20/2018 05:24
SlowOnTheDriveway
23.89%
7482
15.05%
1.55
2.73
1.39%
56
3.45%
0.33
3.91
 Rank:
 
fujin
 
Q12 contest
0.19
11/16/2018 13:04
adamBadam2018
4.12%
7483
2.60%
1.55
2.72
1.54%
56
4.06%
0.19
3.40
 Rank:
 
KOBAS
 
Q12 contest
-0.30
10/29/2018 13:44
1810230QKXX56
10.70%
7433
6.77%
1.54
2.66
4.16%
56
5.07%
-0.30
8.88
 Rank:
 
s_poramet
 
Q12 contest
0.99
12/07/2018 00:41
JuberJuberVit_Fullturn6
129.66%
7530
6.02%
20.87
85.58
1.94%
56
6.16%
0.99
3.25