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: 151
 
ol
 
Q7 contest
-0.32
12/27/2016 21:26
TS71_2
0.77%
2.39%
0.38
0.50
-2.00%
420
3.05%
-0.32
-0.58
 Rank: 152
 
caxap
 
Q7 contest
-0.33
11/21/2016 11:37
trend
-8.75%
26.58%
-0.33
-0.53
-6.35%
420
18.55%
0.96
-0.34
 Rank: 153
 
durasm
 
Q7 contest
-0.35
12/09/2016 11:30
MI_single_GA
31.44%
14.12%
2.39
4.44
-7.55%
415
15.44%
-0.35
-0.46
 Rank: 154
 
Evolution71
 
Q7 contest
-0.38
11/15/2016 03:02
Hedger
10.82%
8.50%
1.34
2.14
-5.26%
415
6.02%
-0.38
-0.82
 Rank: 155
 
Jcop3000
 
Q7 contest
-0.43
12/15/2016 09:30
trendFollowing1
1.26%
5.85%
0.26
0.34
-5.30%
415
3.52%
-0.43
-1.48
 Rank: 156
 
kklocke
 
Q7 contest
-0.43
10/12/2016 20:44
initial_test
1.26%
5.85%
0.26
0.34
-5.30%
415
3.52%
-0.43
-1.48
 Rank: 157
 
bsin
 
Q7 contest
-0.44
11/08/2016 10:59
meanReversion
-17.94%
40.86%
-0.44
-0.68
-5.13%
330
26.27%
1.62
-0.24
 Rank: 158
 
Rad
 
Q7 contest
-0.44
08/12/2016 17:40
meanReversion
-17.94%
40.86%
-0.44
-0.68
-5.13%
330
26.27%
1.62
-0.24
 Rank: 159
 
cjain
 
Q7 contest
-0.44
12/22/2016 09:41
meanReversion
-17.13%
40.75%
-0.44
-0.65
17.95%
415
27.08%
1.62
0.64
 Rank: 160
 
McNj
 
Q7 contest
-0.44
11/18/2016 09:00
a_test
-17.13%
40.75%
-0.44
-0.65
17.95%
415
27.08%
1.62
0.64
 Rank: 161
 
Evolution71
 
Q7 contest
-0.46
11/01/2016 04:36
TermStructure_III
2.92%
3.97%
0.81
1.25
-5.67%
415
2.76%
-0.46
-1.95
 Rank: 162
 
Antonio
 
Q7 contest
-0.50
08/08/2016 12:06
trendFollowing
0.70%
5.88%
0.15
0.19
-4.25%
415
3.46%
-0.50
-1.21
 Rank: 163
 
durasm
 
Q7 contest
-0.58
12/07/2016 05:19
MI_single
26.38%
13.33%
2.14
3.83
-8.60%
415
15.39%
-0.58
-0.50
 Rank: 164
 
Morpheus
 
Q7 contest
-0.58
10/15/2016 11:28
trendFollowing
1.25%
4.81%
0.30
0.42
-3.97%
410
3.63%
-0.58
-1.01
 Rank: 165
 
baltimor
 
Q7 contest
-0.59
08/17/2016 14:56
TS
0.60%
5.72%
0.14
0.16
-3.97%
415
3.58%
-0.59
-1.09
 Rank: 166
 
baltimor
 
Q7 contest
-0.59
08/17/2016 14:57
TS
0.60%
5.72%
0.14
0.16
-3.97%
415
3.58%
-0.59
-1.09
 Rank: 167
 
danielkscarmo
 
Q7 contest
-0.59
12/31/2016 19:30
qaqee704b
9.89%
4.88%
2.16
3.85
-5.25%
410
3.30%
-0.59
-1.76
 Rank: 168
 
ol
 
Q7 contest
-0.60
12/27/2016 16:56
ts529_6ml201612271956
1.60%
5.60%
0.27
0.43
4.77%
420
7.91%
-0.60
0.55
 Rank: 169
 
manjieva
 
Q7 contest
-0.60
11/26/2016 06:15
TRY
2.14%
5.08%
0.43
0.66
0.11%
330
3.34%
-0.60
0.04
 Rank: 170
 
durasm
 
Q7 contest
-0.62
12/12/2016 02:25
MI_single_final
32.07%
14.25%
2.40
4.54
-3.01%
415
16.06%
-0.62
-0.18
 Rank: 171
 
AntVais
 
Q7 contest
-0.63
10/30/2016 14:31
TrendFollowTestSubmit
1.94%
5.80%
0.35
0.54
-1.15%
415
3.61%
-0.63
-0.31
 Rank: 172
 
ol
 
Q7 contest
-0.64
12/31/2016 15:23
ts736_6K_ml_8m9_31de
1.33%
6.52%
0.24
0.31
-4.84%
415
8.58%
-0.64
-0.55
 Rank: 173
 
christian.dambon
 
Q7 contest
-0.69
08/02/2016 05:35
trendfollowing201608021435
2.09%
5.88%
0.38
0.57
-2.43%
415
3.53%
-0.69
-0.67
 Rank: 174
 
Evolution71
 
Q7 contest
-0.72
11/10/2016 05:04
AssetPricer_II
8.73%
4.44%
2.06
3.71
-2.90%
415
3.64%
-0.72
-0.75
 Rank: 175
 
Timeroot
 
Q7 contest
-0.73
12/31/2016 17:57
SilicateBlast
52.01%
7.13%
7.56
16.14
-2.57%
330
4.83%
-0.73
-0.71