Quantitative trading competition Q7, Guaranteed investments of $2,250,000

JOIN Q7

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 2017

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 backtesting toolbox.
 

TIME LINE

There are two main phases in the competition: The submission period and the live simulation period.

                                                                          Deadline for trading algorithm submissions:   12/31/2016  (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 3 months with live market data.

                                                                                    Live simulation period:   01/01/2017 – 03/31/2017  (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 system we will take the one with the highest score. We will announce the winners beginning of April 2017. 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 10 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.

Good luck to all participants!

RANKING

Backtest

Live Test Jan. 2017 to March 31 2017

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 226
 
zormit
 
Q7 contest
-1.21
08/30/2016 15:11
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 227
 
markniu
 
Q7 contest
-1.21
09/02/2016 19:46
sample
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 228
 
louis
 
Q7 contest
-1.21
09/25/2016 20:40
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 229
 
shaproma
 
Q7 contest
-1.21
09/09/2016 12:19
temp
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 230
 
mjs600
 
Q7 contest
-1.21
09/20/2016 17:51
sample_test_1
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 231
 
hmquant
 
Q7 contest
-1.21
08/02/2016 21:41
trendfollow
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 232
 
simonbb
 
Q7 contest
-1.21
08/09/2016 04:22
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 233
 
shivapro31
 
Q7 contest
-1.21
08/14/2016 00:10
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 234
 
xagg
 
Q7 contest
-1.21
08/19/2016 16:05
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 235
 
elavigne
 
Q7 contest
-1.21
08/19/2016 17:03
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 236
 
rahulkumar
 
Q7 contest
-1.21
08/20/2016 18:08
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 237
 
rahulkumar
 
Q7 contest
-1.21
08/20/2016 18:12
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 238
 
RMORIC
 
Q7 contest
-1.21
08/15/2016 11:21
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 239
 
martino bernasconi
 
Q7 contest
-1.21
08/10/2016 15:39
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 240
 
lubawski
 
Q7 contest
-1.21
11/16/2016 04:55
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 241
 
crao
 
Q7 contest
-1.21
11/20/2016 11:45
testTrendFollowingName
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 242
 
maxconi
 
Q7 contest
-1.21
11/21/2016 06:35
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 243
 
oraclebell
 
Q7 contest
-1.21
11/30/2016 08:48
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 244
 
Soundscape
 
Q7 contest
-1.21
12/14/2016 10:44
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 245
 
rizalakbar
 
Q7 contest
-1.21
12/14/2016 04:31
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 246
 
marcozizou
 
Q7 contest
-1.21
12/12/2016 05:21
test
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 247
 
bshanks
 
Q7 contest
-1.21
12/09/2016 12:48
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 248
 
bshanks
 
Q7 contest
-1.21
12/09/2016 12:49
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 249
 
moAboulmagd
 
Q7 contest
-1.21
12/10/2016 04:19
SampleTrendFollowingStrategy
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 250
 
algonell
 
Q7 contest
-1.21
12/06/2016 05:20
taTest
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02