Quantitative trading competition Q7, 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 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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 251
 
peterschwartz
 
Q7 contest liquid
-1.21
11/16/2016 08:43
trendfollowing201611161743
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 252
 
caltechsif
 
Q7 contest liquid
-1.21
08/09/2016 21:17
trendfollowing201608092117
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 253
 
caltechsif
 
Q7 contest liquid
-1.21
08/09/2016 21:17
trendfollowing201608092117
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 254
 
caltechsif
 
Q7 contest liquid
-1.21
08/09/2016 21:11
trendfollowing201608092112
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 255
 
michael231998
 
Q7 contest liquid
-1.21
09/20/2016 00:58
trendfollowing201609201559
2.26%
5.90%
0.39
0.61
0.23%
3.64%
-1.21
0.06
 Rank: 256
 
ziebalp
 
Q7 contest liquid
-1.21
09/05/2016 14:39
trendfollowing201609052338
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 257
 
phoenixtech
 
Q7 contest liquid
-1.21
08/30/2016 20:08
trendfollowing201608302308
2.26%
5.90%
0.39
0.61
0.23%
3.64%
-1.21
0.06
 Rank: 258
 
gbradleynyc
 
Q7 contest liquid
-1.21
08/30/2016 23:16
trendfollowing201608302316
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 259
 
NelsonMok
 
Q7 contest liquid
-1.21
08/25/2016 17:53
trendfollowing201608260853
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 260
 
FasciaMan
 
Q7 contest liquid
-1.21
12/31/2016 09:48
Base
2.26%
5.90%
0.39
0.61
0.04%
3.63%
-1.21
0.01
 Rank: 261
 
ShadowAndDust
 
Q7 contest liquid
-1.21
10/01/2016 20:55
TradingSystem_Run201610012355
2.08%
5.95%
0.36
0.56
0.04%
3.63%
-1.21
0.01
 Rank: 262
 
vondrathen
 
Q7 contest liquid
-1.21
09/20/2016 15:59
trendfollowing1201609201800
2.37%
6.02%
0.40
0.63
0.04%
3.63%
-1.21
0.01
 Rank: 263
 
administrator
 
Q7 contest liquid
-1.21
10/31/2016 16:58
test
2.12%
5.93%
0.36
0.57
0.04%
3.63%
-1.21
0.01
 Rank: 264
 
administrator
 
Q7 contest liquid
-1.21
10/31/2016 16:59
test
2.13%
5.93%
0.36
0.57
0.23%
3.64%
-1.21
0.06
 Rank: 265
 
Starlord
 
Q7 contest
-1.29
12/31/2016 19:40
follower1_1
-2.53%
8.69%
-0.27
-0.46
-7.36%
6.39%
-1.29
-1.39
 Rank: 266
 
tywjohn
 
Q7 contest
-1.31
12/14/2016 16:40
trendfollow
2.16%
5.77%
0.40
0.60
-3.46%
3.47%
-1.31
-1.25
 Rank: 267
 
Starlord
 
Q7 contest liquid
-1.34
12/31/2016 23:19
follower1_2
-4.92%
7.55%
-0.62
-1.05
-10.85%
5.85%
-1.34
-1.89
 Rank: 268
 
ThisIsPatrick
 
Q7 contest liquid
-1.38
08/10/2016 04:30
trendfollowing201608102130
1.30%
5.95%
0.26
0.35
-5.02%
3.49%
-1.38
-1.46
 Rank: 269
 
b_w_gao
 
Q7 contest liquid
-1.39
09/22/2016 16:09
trendfollowing
2.13%
5.88%
0.37
0.58
0.15%
3.64%
-1.39
0.04
 Rank: 270
 
kklocke
 
Q7 contest
-1.39
10/14/2016 21:22
test_10_14_2016
2.69%
6.31%
0.44
0.68
0.22%
4.38%
-1.39
0.05
 Rank: 271
 
emsjoflo
 
Q7 contest
-1.40
12/27/2016 11:55
RV4
7.23%
12.39%
0.60
0.95
-0.59%
10.78%
-1.40
-0.07
 Rank: 272
 
danielkscarmo
 
Q7 contest liquid
-1.43
12/30/2016 20:29
qaqee702d_of
14.10%
4.89%
3.02
5.90
-2.38%
3.06%
-1.43
-0.87
 Rank: 273
 
doc_green
 
Q7 contest liquid
-1.46
11/19/2016 10:45
trendfollowing_ver2
2.26%
5.77%
0.41
0.62
-1.70%
3.52%
-1.46
-0.46
 Rank: 274
 
thomas_gr
 
Q7 contest liquid
-1.47
10/09/2016 08:45
QUANTIACS_SMA_cross_1
1.84%
5.77%
0.36
0.52
-5.26%
3.45%
-1.47
-1.52
 Rank: 275
 
zhuguli
 
Q7 contest
-1.47
10/19/2016 03:48
trendFollowing
1.87%
5.65%
0.33
0.51
0.60%
3.76%
-1.47
0.19