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: 301
 
trilo_
 
Q7 contest
-1.83
12/14/2016 12:46
trendFollowing
1.38%
5.97%
0.25
0.37
-2.22%
3.69%
-1.83
-0.74
 Rank: 302
 
cArmius
 
Q7 contest
-1.87
11/25/2016 13:45
quantfinance101
2.10%
5.29%
0.47
0.61
-7.16%
5.77%
-1.87
-1.17
 Rank: 303
 
Evolution71
 
Q7 contest
-1.90
10/08/2016 22:52
Macro_II
13.91%
7.74%
1.91
3.13
-8.93%
6.09%
-1.90
-1.45
 Rank: 304
 
Luffy
 
Q7 contest
-1.96
08/17/2016 10:46
TEST2
-5.62%
9.07%
-0.61
-0.96
-6.67%
6.68%
-1.96
-1.00
 Rank: 305
 
Evolution71
 
Q7 contest
-1.99
10/24/2016 10:33
Tilt_III
12.04%
4.11%
3.10
5.77
-7.33%
2.86%
-1.99
-2.68
 Rank: 306
 
Evolution71
 
Q7 contest
-2.07
10/14/2016 08:06
Macro_RD
10.59%
5.89%
1.92
3.12
-7.97%
4.86%
-2.07
-1.56
 Rank: 307
 
Starlord
 
Q7 contest
-2.09
12/28/2016 17:03
Destroyer1
1.40%
5.66%
0.27
0.38
-3.50%
3.82%
-2.09
-0.89
 Rank: 308
 
Starlord
 
Q7 contest
-2.09
12/31/2016 23:15
limiter_1
1.40%
5.66%
0.27
0.38
-3.50%
3.82%
-2.09
-0.89
 Rank: 309
 
jlfbetting
 
Q7 contest
-2.11
12/22/2016 13:19
trendFollowing
-0.14%
5.72%
0.03
-0.04
-7.83%
3.41%
-2.11
-2.63
 Rank: 310
 
BeatTheBenchmark
 
Q7 contest
-2.11
11/13/2016 05:32
testing
-0.12%
5.72%
0.03
-0.03
-7.27%
3.45%
-2.11
-2.55
 Rank: 311
 
tedward
 
Q7 contest
-2.11
09/26/2016 08:31
trendFollowing
-0.18%
5.70%
0.03
-0.05
-8.92%
3.48%
-2.11
-2.40
 Rank: 312
 
DrKodiak
 
Q7 contest
-2.15
12/30/2016 21:16
Protactinium
324.41%
30.71%
11.90
23.36
-30.57%
22.45%
-2.15
-1.42
 Rank: 313
 
algonell
 
Q7 contest
-2.19
11/12/2016 14:19
rsi
2.03%
5.34%
0.42
0.57
-4.27%
5.40%
-2.19
-0.93
 Rank: 314
 
NelsonMok
 
Q7 contest
-2.21
12/04/2016 00:22
Q7_20161203201612041622
1.91%
5.50%
0.41
0.53
-7.98%
5.51%
-2.21
-1.37
 Rank: 315
 
Evolution71
 
Q7 contest
-2.32
10/21/2016 04:22
Global_II
9.98%
4.25%
2.53
4.14
-8.03%
3.86%
-2.32
-1.87
 Rank: 316
 
Evolution71
 
Q7 contest
-2.37
11/15/2016 04:56
Hedger_IV
8.18%
2.82%
3.07
5.56
-4.33%
2.29%
-2.37
-1.86
 Rank: 317
 
Evolution71
 
Q7 contest
-2.38
11/15/2016 03:00
Hedger_III
10.07%
3.75%
2.86
5.11
-7.13%
2.92%
-2.38
-2.41
 Rank: 318
 
Evolution71
 
Q7 contest
-2.38
11/23/2016 09:15
Arbitrage
14.37%
8.26%
1.84
2.98
-8.89%
5.91%
-2.38
-1.50
 Rank: 319
 
NelsonMok
 
Q7 contest
-2.41
08/25/2016 22:42
mytrendfollowing201608261343
-3.68%
5.64%
-0.60
-1.02
-9.81%
3.67%
-2.41
-2.62
 Rank: 320
 
christian.dambon
 
Q7 contest
-2.41
08/05/2016 10:07
strategy5201608051908
0.14%
15.15%
0.04
0.01
-16.44%
14.94%
-2.41
-0.90
 Rank: 321
 
Evolution71
 
Q7 contest
-2.44
11/03/2016 10:03
FastGlobal_IV
7.87%
2.93%
2.88
5.08
-6.82%
2.35%
-2.44
-2.77
 Rank: 322
 
meleth
 
Q7 contest
-2.46
12/30/2016 10:39
simpletrading
-1.88%
13.75%
-0.13
-0.22
-8.60%
14.24%
-2.46
-0.63
 Rank: 323
 
danielkscarmo
 
Q7 contest
-2.58
12/31/2016 23:15
qaqee703b2
11.22%
9.36%
1.27
2.09
-3.25%
5.64%
-2.58
-0.63
 Rank: 324
 
Evolution71
 
Q7 contest
-2.66
10/17/2016 14:09
MacroLS_II
8.81%
3.08%
3.06
5.43
-7.30%
2.43%
-2.66
-2.84
 Rank: 325
 
Evolution71
 
Q7 contest
-2.67
11/03/2016 03:47
FastGlobal_III
8.80%
3.75%
2.51
4.36
-7.87%
2.78%
-2.67
-2.73