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: 276
 
danielkscarmo
 
Q7 contest
-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: 277
 
doc_green
 
Q7 contest
-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: 278
 
thomas_gr
 
Q7 contest
-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: 279
 
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
 Rank: 280
 
ekamioka
 
Q7 contest
-1.47
09/23/2016 14:13
trendFollowing
1.87%
5.65%
0.33
0.51
0.60%
3.76%
-1.47
0.19
 Rank: 281
 
YifanXie
 
Q7 contest
-1.47
09/05/2016 14:47
trendFollowing
1.80%
5.63%
0.33
0.50
-0.81%
3.73%
-1.47
-0.21
 Rank: 282
 
dvd
 
Q7 contest
-1.47
09/02/2016 23:11
trendfollowing
1.87%
5.65%
0.33
0.51
0.60%
3.76%
-1.47
0.19
 Rank: 283
 
ol
 
Q7 contest
-1.53
12/28/2016 23:58
TS52_7_28
1.82%
8.16%
0.28
0.34
-8.91%
10.41%
-1.53
-0.83
 Rank: 284
 
Evolution71
 
Q7 contest
-1.57
12/05/2016 04:30
Equilibrium_II
12.71%
4.62%
2.92
4.99
-5.26%
4.10%
-1.57
-1.28
 Rank: 285
 
Evolution71
 
Q7 contest
-1.57
12/05/2016 03:02
Equilibrium
16.57%
8.30%
2.09
3.42
-5.89%
5.76%
-1.57
-1.06
 Rank: 286
 
Evolution71
 
Q7 contest
-1.59
10/17/2016 11:57
MacroHedgedB
8.81%
5.60%
1.70
2.74
-10.23%
4.36%
-1.59
-2.31
 Rank: 287
 
rajat25690
 
Q7 contest
-1.59
12/30/2016 02:52
mr1a
-20.71%
13.23%
-1.59
-2.16
-35.00%
19.81%
-1.38
-1.43
 Rank: 288
 
rajat25690
 
Q7 contest
-1.59
12/23/2016 12:02
mr1
-20.71%
13.23%
-1.59
-2.16
-35.00%
19.81%
-1.38
-1.43
 Rank: 289
 
rajat25690
 
Q7 contest
-1.59
12/23/2016 12:04
mr1
-20.71%
13.23%
-1.59
-2.16
-35.00%
19.81%
-1.38
-1.43
 Rank: 290
 
rajat25690
 
Q7 contest
-1.59
12/23/2016 12:48
mr1
-20.71%
13.23%
-1.59
-2.16
-35.00%
19.81%
-1.38
-1.43
 Rank: 291
 
rajat25690
 
Q7 contest
-1.59
12/23/2016 23:26
mr1a
-20.71%
13.23%
-1.59
-2.16
-35.00%
19.81%
-1.38
-1.43
 Rank: 292
 
rajat25690
 
Q7 contest
-1.59
12/26/2016 22:39
mr1a
-20.71%
13.23%
-1.59
-2.16
-35.00%
19.81%
-1.38
-1.43
 Rank: 293
 
ol
 
Q7 contest
-1.62
12/28/2016 23:50
TS52_36_28
2.42%
8.62%
0.29
0.44
2.14%
10.10%
-1.62
0.21
 Rank: 294
 
Evolution71
 
Q7 contest
-1.62
10/12/2016 00:17
Macro_III
12.76%
6.40%
2.11
3.51
-6.92%
5.08%
-1.62
-1.34
 Rank: 295
 
Jenia
 
Q7 contest
-1.73
12/26/2016 23:58
wild
14.64%
5.94%
2.57
4.54
-1.70%
4.30%
-1.73
-0.36
 Rank: 296
 
Evolution71
 
Q7 contest
-1.76
10/21/2016 04:25
Global_III
11.59%
4.22%
2.94
5.36
-9.21%
2.99%
-1.76
-2.88
 Rank: 297
 
Evolution71
 
Q7 contest
-1.77
10/14/2016 05:35
Macro_RiskDiversifier
12.41%
7.26%
1.83
2.98
-8.13%
6.39%
-1.77
-1.20
 Rank: 298
 
durasm
 
Q7 contest
-1.79
09/07/2016 02:09
VSS
8.62%
5.63%
1.58
2.59
-1.08%
3.43%
-1.79
-0.32
 Rank: 299
 
rcolomina
 
Q7 contest
-1.81
08/27/2016 16:21
RubenTest1
-0.19%
5.72%
0.01
-0.05
-6.31%
3.57%
-1.81
-2.20
 Rank: 300
 
theAnalyist
 
Q7 contest
-1.83
08/30/2016 12:22
trendFollowing
2.16%
5.82%
0.39
0.59
-1.36%
3.58%
-1.83
-0.37