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: 326
 
manjieva
 
Q7 contest
-2.73
11/24/2016 05:24
tutorial
2.04%
5.87%
0.37
0.55
-2.31%
415
3.71%
-2.73
-0.63
 Rank: 327
 
Evolution71
 
Q7 contest
-2.73
12/12/2016 09:30
EfficientlyInefficient_II
11.97%
4.50%
2.83
4.95
-6.18%
420
3.69%
-2.73
-1.57
 Rank: 328
 
NelsonMok
 
Q7 contest
-2.77
08/27/2016 01:31
mytrendfollowing201608271631
-3.86%
5.54%
-0.71
-1.07
0.51%
415
3.65%
-2.77
0.15
 Rank: 329
 
NelsonMok
 
Q7 contest
-2.77
08/27/2016 01:31
mytrendfollowing201608271631
-3.86%
5.54%
-0.71
-1.07
0.51%
415
3.65%
-2.77
0.15
 Rank: 330
 
Evolution71
 
Q7 contest
-2.80
10/24/2016 12:17
Tilt_II
9.99%
4.18%
2.56
4.31
-6.36%
420
3.97%
-2.80
-1.49
 Rank: 331
 
Evolution71
 
Q7 contest
-2.80
11/10/2016 06:27
AssetPricer_IV
8.74%
2.94%
3.17
5.76
-5.80%
415
2.42%
-2.80
-2.35
 Rank: 332
 
Starlord
 
Q7 contest
-2.87
12/27/2016 06:24
rsiExample2
0.75%
8.24%
0.07
0.14
5.41%
415
6.90%
-2.87
0.70
 Rank: 333
 
AndrewCurran
 
Q7 contest
-2.91
08/01/2016 04:16
SVM Classifier
-4.76%
13.86%
-0.26
-0.51
-31.98%
410
11.61%
-2.91
-2.41
 Rank: 334
 
danielkscarmo
 
Q7 contest
-3.00
12/31/2016 23:21
qaqee703c
8.58%
4.84%
1.86
3.30
-2.34%
410
2.45%
-3.00
-0.93
 Rank: 335
 
Will
 
Q7 contest
-3.01
12/21/2016 20:33
test
2.30%
5.80%
0.42
0.63
-2.42%
415
3.62%
-3.01
-0.66
 Rank: 336
 
dpfoose
 
Q7 contest
-3.04
10/04/2016 16:50
trendFollowing
2.00%
5.87%
0.37
0.54
-3.25%
415
3.64%
-3.04
-0.90
 Rank: 337
 
gBird
 
Q7 contest
-3.06
12/29/2016 12:54
tutorialExample
2.57%
5.79%
0.47
0.70
-2.13%
415
3.68%
-3.06
-0.56
 Rank: 338
 
cArmius
 
Q7 contest
-3.08
12/06/2016 18:14
carmoms
-1.89%
5.82%
-0.33
-0.53
-1.29%
410
3.94%
-3.08
-0.34
 Rank: 339
 
Evolution71
 
Q7 contest
-3.12
11/10/2016 02:56
AssetPricer_III
10.01%
3.61%
2.95
5.32
-7.52%
415
2.87%
-3.12
-2.59
 Rank: 340
 
kosta_pal
 
Q7 contest
-3.20
08/22/2016 05:29
test
0.27%
7.03%
0.04
0.06
0.25%
415
5.86%
-3.20
0.04
 Rank: 341
 
sarahnhm
 
Q7 contest
-3.23
11/18/2016 14:32
trendFollowing
2.46%
5.81%
0.47
0.67
-5.08%
415
3.70%
-3.23
-1.33
 Rank: 342
 
proteus1
 
Q7 contest
-3.23
12/21/2016 05:33
test1proteus
2.46%
5.81%
0.47
0.67
-5.08%
415
3.70%
-3.23
-1.33
 Rank: 343
 
Evolution71
 
Q7 contest
-3.23
12/12/2016 07:54
EfficientlyInefficient
16.38%
8.28%
2.11
3.45
-12.24%
415
5.79%
-3.23
-2.06
 Rank: 344
 
cfcquant
 
Q7 contest
-3.42
12/07/2016 05:35
trendFollowing
1.13%
5.84%
0.21
0.31
-2.08%
415
3.70%
-3.42
-0.56
 Rank: 345
 
thinkwitty
 
Q7 contest
-3.49
08/25/2016 13:40
trendfollowing
1.75%
5.88%
0.34
0.47
-4.37%
415
3.62%
-3.49
-1.21
 Rank: 346
 
Evolution71
 
Q7 contest
-3.57
10/21/2016 08:15
Global_IV
9.54%
2.92%
3.54
6.49
-9.58%
415
2.33%
-3.57
-3.91
 Rank: 347
 
DrKodiak
 
Q7 contest
-3.81
12/30/2016 21:17
Neptunium
152.29%
29.91%
5.62
10.26
-31.32%
419
22.68%
-3.81
-1.34
 Rank: 348
 
Evolution71
 
Q7 contest
-3.95
10/24/2016 14:36
Tilt_IV
9.53%
2.82%
3.63
6.85
-8.56%
415
2.14%
-3.95
-3.96
 Rank: 349
 
Evolution71
 
Q7 contest
-4.81
12/05/2016 05:40
Equilibrium_IV
14.39%
3.07%
4.97
10.05
-6.92%
415
2.39%
-4.81
-2.94
 Rank: 350
 
Evolution71
 
Q7 contest
-4.92
12/05/2016 03:03
Equilibrium_III
16.87%
3.90%
4.57
9.14
-8.59%
420
2.78%
-4.92
-3.05