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: 201
 
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: 202
 
KOBAS
 
Q12 contest
1.22
10/17/2018 09:29
1810110QKXX24
8.64%
3088
14.86%
1.22
2.45
59.54%
235
19.11%
1.92
6.99
 Rank: 203
 
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: 204
 
KOBAS
 
Q12 contest
1.22
11/29/2018 00:42
1811230QKXX47
4.01%
7471
3.11%
1.22
2.14
5.81%
204
2.43%
3.76
5.42
 Rank: 205
 
KOBAS
 
Q12 contest
1.22
11/28/2018 09:00
1811230QKXX41
3.47%
7468
2.72%
1.22
2.12
4.36%
205
2.15%
4.21
4.69
 Rank: 206
 
KOBAS
 
Q12 contest
1.22
11/25/2018 13:33
1811230QKXX9
5.94%
7496
4.66%
1.22
1.96
6.56%
207
4.49%
3.28
3.02
 Rank: 207
 
KOBAS
 
Q12 contest
1.22
11/06/2018 14:19
1810230QKXX74
4.27%
2764
9.35%
1.22
2.34
3.08%
210
4.53%
1.36
1.32
 Rank: 208
 
KOBAS
 
Q12 contest
1.21
12/03/2018 01:52
1811230QKXX57
3.96%
7473
3.11%
1.21
2.12
5.39%
202
2.41%
3.77
5.06
 Rank: 209
 
KOBAS
 
Q12 contest
1.21
11/15/2018 05:40
1810230QKXX108
7.03%
7406
5.80%
1.21
2.06
2.03%
154
7.03%
1.73
0.80
 Rank: 210
 
KOBAS
 
Q12 contest
1.21
11/29/2018 00:46
1811230QKXX51
3.96%
7471
3.11%
1.21
2.12
5.81%
204
2.43%
3.78
5.43
 Rank: 211
 
KOBAS
 
Q12 contest
1.21
10/27/2018 00:16
1810230QKXX37
8.25%
4406
11.30%
1.21
1.98
9.37%
167
9.45%
2.24
2.69
 Rank: 212
 
KOBAS
 
Q12 contest
1.21
12/03/2018 01:53
1811230QKXX58
3.41%
7471
2.71%
1.21
2.09
3.83%
202
2.13%
4.21
4.16
 Rank: 213
 
KOBAS
 
Q12 contest
1.21
11/27/2018 13:46
1811230QKXX33
3.58%
7467
2.85%
1.21
2.09
3.95%
206
2.22%
4.11
4.01
 Rank: 214
 
KOBAS
 
Q12 contest
1.20
11/29/2018 00:49
1811230QKXX52
3.42%
7469
2.71%
1.20
2.09
4.24%
204
2.15%
4.23
4.58
 Rank: 215
 
KOBAS
 
Q12 contest
1.20
11/28/2018 09:16
1811230QKXX44
3.95%
7470
3.11%
1.20
2.11
5.94%
205
2.43%
3.77
5.53
 Rank: 216
 
KOBAS
 
Q12 contest
1.20
10/15/2018 12:48
1810110QKXX10
5.98%
7397
4.94%
1.20
2.04
2.21%
237
4.12%
1.61
0.93
 Rank: 217
 
KOBAS
 
Q12 contest
1.20
11/29/2018 00:41
1811230QKXX45
3.44%
7469
2.72%
1.20
2.10
4.26%
144
2.08%
4.21
7.69
 Rank: 218
 
KOBAS
 
Q12 contest
1.20
10/19/2018 07:12
1810110QKXX46
11.13%
7441
9.31%
1.20
1.87
-2.21%
233
4.22%
1.90
-0.92
 Rank: 219
 
fujin
 
Q12 contest
1.20
11/17/2018 07:19
alaBulaBoss2018
6.49%
7460
5.25%
1.20
2.06
5.18%
212
3.97%
2.98
2.83
 Rank: 220
 
KOBAS
 
Q12 contest
1.20
11/27/2018 01:19
1811230QKXX31
2.72%
7497
2.26%
1.20
1.92
0.33%
206
2.14%
3.77
0.31
 Rank: 221
 
KOBAS
 
Q12 contest
1.19
12/17/2018 05:57
181211OR0S0FKJJ5
6.12%
4573
8.07%
1.23
2.07
2.31%
132
6.65%
1.19
1.33
 Rank: 222
 
KOBAS
 
Q12 contest
1.19
10/27/2018 00:21
1810230QKXX44
6.55%
3138
11.69%
1.19
2.23
33.69%
227
14.29%
2.70
5.21
 Rank: 223
 
charless
 
Q12 contest
1.19
11/03/2018 14:17
Q12-027
41.82%
7479
4.43%
9.47
23.30
-2.21%
222
3.76%
1.19
-1.12
 Rank: 224
 
KOBAS
 
Q12 contest
1.19
12/28/2018 14:31
181228OR0S0F20HLKJJ2
6.83%
7520
5.59%
1.19
1.99
3.19%
184
3.64%
1.64
2.03
 Rank: 225
 
KOBAS
 
Q12 contest
1.19
10/21/2018 11:51
1810110QKXX70
7.49%
7473
6.37%
1.19
1.82
-3.21%
232
4.82%
3.88
-1.01