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: 126
 
ol
 
Q7 contest
0.00
12/31/2016 15:22
ts736_6K_ml_2m9_31de
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 127
 
ol
 
Q7 contest
0.00
12/31/2016 15:23
ts736_6K_ml_3m9_31de
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 128
 
danielkscarmo
 
Q7 contest
0.00
12/31/2016 22:49
qaqee703b
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 129
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:00
Serotonin
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 130
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:00
Glutamine
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 131
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:01
Norepinephrine
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 132
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:01
Dopamine
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 133
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:01
Epinephrine
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 134
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:02
GABA
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 135
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:02
Dynorphin
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 136
 
DrKodiak
 
Q7 contest
0.00
12/31/2016 23:02
Anandamide
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 137
 
danielkscarmo
 
Q7 contest
0.00
12/31/2016 23:51
qaqee703d
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 138
 
kviggy0
 
Q7 contest
-0.14
11/22/2016 11:16
testQ7
2.22%
6.44%
0.37
0.55
-2.96%
4.55%
-0.14
-0.62
 Rank: 139
 
ol
 
Q7 contest
-0.16
12/30/2016 23:52
ts629_6K_1ml_ezs21_30de
1.08%
2.57%
0.52
0.65
-4.02%
3.51%
-0.16
-1.03
 Rank: 140
 
Evolution71
 
Q7 contest
-0.17
10/21/2016 01:19
Global
12.70%
8.06%
1.65
2.69
-4.09%
6.07%
-0.17
-0.66
 Rank: 141
 
Evolution71
 
Q7 contest
-0.20
11/24/2016 01:21
Arbitrage_II
10.87%
4.26%
2.70
4.68
-5.55%
3.50%
-0.20
-1.58
 Rank: 142
 
durasm
 
Q7 contest
-0.21
12/13/2016 06:01
MI_double_wcash
23.00%
8.30%
2.91
5.74
1.60%
8.50%
-0.21
0.20
 Rank: 143
 
durasm
 
Q7 contest
-0.21
12/12/2016 06:20
MI_double
23.03%
8.30%
2.92
5.75
1.46%
8.51%
-0.21
0.18
 Rank: 144
 
ptoolis
 
Q7 contest
-0.22
12/13/2016 21:25
pairs
-2.83%
12.61%
-0.22
-0.34
-1.81%
9.25%
1.00
-0.21
 Rank: 145
 
yunli
 
Q7 contest
-0.23
08/15/2016 02:50
trendFollowing
-0.10%
7.22%
-0.02
-0.02
-0.04%
4.91%
-0.23
-0.01
 Rank: 146
 
ol
 
Q7 contest
-0.24
12/28/2016 23:57
TS52_11_28
0.77%
6.68%
0.13
0.17
-2.29%
7.15%
-0.24
-0.31
 Rank: 147
 
durasm
 
Q7 contest
-0.25
12/07/2016 02:06
VSS_weighted_sh_patched
8.95%
5.40%
1.69
2.84
1.54%
3.30%
-0.25
0.47
 Rank: 148
 
FasciaMan
 
Q7 contest
-0.27
12/31/2016 10:04
Baltimore
-7.52%
26.63%
-0.27
-0.46
-14.62%
18.70%
1.09
-0.77
 Rank: 149
 
Evolution71
 
Q7 contest
-0.29
11/03/2016 04:50
FastGlobal_II
9.15%
5.39%
1.76
2.91
-1.23%
3.95%
-0.29
-0.31
 Rank: 150
 
Jcop3000
 
Q7 contest
-0.30
12/16/2016 08:01
MeanReversion
-8.05%
26.50%
-0.30
-0.49
-8.77%
19.19%
1.22
-0.45