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: 51
 
ol
 
Q7 contest
0.42
12/30/2016 23:58
ts629_6K_ml2_ezs17_30de
1.52%
5.02%
0.42
0.46
-11.55%
415
6.66%
0.45
-1.54
 Rank: 52
 
ol
 
Q7 contest
0.40
12/27/2016 16:40
ts529_1201612271940
2.07%
6.66%
0.40
0.48
-10.84%
415
6.72%
1.14
-1.46
 Rank: 53
 
manjieva
 
Q7 contest
0.39
11/26/2016 05:58
TRY
1.93%
5.09%
0.39
0.59
-0.22%
415
3.44%
0.98
-0.06
 Rank: 54
 
christian.dambon
 
Q7 contest
0.38
08/03/2016 05:04
strategy3201608031404
4.36%
9.40%
0.48
0.76
0.55%
410
7.32%
0.38
0.08
 Rank: 55
 
christian.dambon
 
Q7 contest
0.38
08/03/2016 04:44
strategy2201608031344
3.95%
9.27%
0.45
0.70
0.55%
410
7.32%
0.38
0.08
 Rank: 56
 
Evolution71
 
Q7 contest
0.34
11/01/2016 04:34
TermStructure
4.26%
7.71%
0.57
0.90
-0.93%
415
5.57%
0.34
-0.16
 Rank: 57
 
administrator
 
Q7 contest
0.31
08/26/2016 14:33
benchmark201608261433
6.01%
17.42%
0.31
0.54
26.26%
410
10.54%
3.40
2.13
 Rank: 58
 
administrator
 
Q7 contest
0.31
08/26/2016 14:38
benchmark201608261438
6.01%
17.42%
0.31
0.54
26.26%
410
10.54%
3.40
2.13
 Rank: 59
 
Evolution71
 
Q7 contest
0.30
10/06/2016 03:03
Macro
11.78%
7.82%
1.57
2.53
-3.25%
415
5.58%
0.30
-0.57
 Rank: 60
 
ol
 
Q7 contest
0.28
12/28/2016 23:46
TS52_34_28
1.75%
7.40%
0.28
0.37
-4.54%
415
9.02%
1.06
-0.50
 Rank: 61
 
mwalimudan
 
Q7 contest
0.27
12/18/2016 09:25
NervousEnergyMbili
6.14%
7.42%
0.88
1.34
-2.50%
415
7.12%
0.27
-0.34
 Rank: 62
 
mwalimudan
 
Q7 contest
0.27
12/17/2016 16:52
nervousenergy2
6.14%
7.42%
0.88
1.34
-2.50%
415
7.12%
0.27
-0.34
 Rank: 63
 
ol
 
Q7 contest
0.27
12/30/2016 23:51
ts629_6K_ml2_ezs15_30de
1.34%
5.03%
0.40
0.41
-13.65%
415
6.58%
0.27
-1.84
 Rank: 64
 
Luffy
 
Q7 contest
0.25
08/17/2016 04:08
test
1.88%
7.25%
0.25
0.40
3.06%
415
5.31%
0.84
0.57
 Rank: 65
 
Starlord
 
Q7 contest
0.25
12/31/2016 23:16
limiter_2
1.95%
7.59%
0.25
0.40
3.13%
415
5.43%
0.84
0.57
 Rank: 66
 
hcarstens
 
Q7 contest
0.25
11/13/2016 15:58
q7_00
1.84%
7.27%
0.25
0.39
3.07%
415
5.31%
0.84
0.57
 Rank: 67
 
eyal@quant
 
Q7 contest
0.24
10/02/2016 07:48
simpleTS
1.83%
7.27%
0.24
0.39
3.07%
415
5.31%
0.84
0.57
 Rank: 68
 
eyal@quant
 
Q7 contest
0.24
10/02/2016 07:48
simpleTS
1.90%
7.29%
0.24
0.40
4.40%
311
4.99%
0.84
1.22
 Rank: 69
 
NIRAV
 
Q7 contest
0.24
09/21/2016 13:21
system_name
1.81%
7.27%
0.24
0.38
2.92%
420
5.31%
0.84
0.54
 Rank: 70
 
9832193
 
Q7 contest
0.24
10/17/2016 20:52
prueba
1.81%
7.27%
0.24
0.38
2.92%
420
5.31%
0.84
0.54
 Rank: 71
 
NelsonMok
 
Q7 contest
0.24
08/23/2016 19:42
mytrendfollowing201608241042
1.81%
7.27%
0.24
0.38
2.92%
420
5.31%
0.84
0.54
 Rank: 72
 
zxdeng1018
 
Q7 contest
0.24
08/09/2016 21:13
shorterPeriod
1.82%
7.27%
0.24
0.38
3.06%
415
5.31%
0.84
0.57
 Rank: 73
 
Daddoman
 
Q7 contest
0.24
08/10/2016 23:42
trendfollowing201608110842
1.81%
7.27%
0.24
0.38
2.92%
420
5.31%
0.84
0.54
 Rank: 74
 
Daddoman
 
Q7 contest
0.24
08/10/2016 23:42
trendfollowing201608110842
1.82%
7.27%
0.24
0.38
3.06%
415
5.31%
0.84
0.57
 Rank: 75
 
vondrathen
 
Q7 contest
0.24
09/20/2016 15:35
trendfollowing201609201735
1.81%
7.27%
0.24
0.38
2.92%
420
5.31%
0.84
0.54