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: 176
 
hcarstens
 
Q7 contest liquid
-0.85
11/22/2016 08:06
q7_x
-6.97%
8.40%
-0.74
-1.30
-25.57%
5.53%
-0.85
-4.34
 Rank: 177
 
cArmius
 
Q7 contest liquid
-0.85
12/06/2016 18:49
carmoms
-1.96%
11.20%
-0.13
-0.28
-13.90%
7.62%
-0.85
-1.80
 Rank: 178
 
Evolution71
 
Q7 contest liquid
-0.86
11/03/2016 03:50
FastGlobal
9.57%
8.38%
1.21
1.91
-7.30%
5.94%
-0.86
-1.18
 Rank: 179
 
Evolution71
 
Q7 contest liquid
-0.88
10/17/2016 09:34
MacroB
10.82%
5.45%
2.10
3.47
-6.41%
4.34%
-0.88
-1.43
 Rank: 180
 
hcarstens
 
Q7 contest liquid
-0.89
12/17/2016 06:51
q7_aa
-9.70%
9.90%
-0.89
-1.52
-28.22%
6.89%
-0.84
-4.68
 Rank: 181
 
hcarstens
 
Q7 contest
-0.91
11/27/2016 07:55
q7_aa
-9.70%
9.90%
-0.89
-1.51
-28.22%
6.89%
-0.91
-4.63
 Rank: 182
 
hcarstens
 
Q7 contest
-0.94
12/08/2016 08:45
q7_y
-7.94%
9.25%
-0.76
-1.34
-27.07%
6.29%
-0.94
-4.86
 Rank: 183
 
hcarstens
 
Q7 contest
-0.94
12/17/2016 07:09
q7_y
-7.89%
9.22%
-0.76
-1.34
-27.90%
6.14%
-0.94
-4.28
 Rank: 184
 
hcarstens
 
Q7 contest liquid
-0.95
11/26/2016 18:55
q7_z
-9.70%
9.65%
-0.92
-1.56
-29.67%
6.49%
-0.95
-4.26
 Rank: 185
 
hcarstens
 
Q7 contest
-0.96
11/23/2016 09:12
q7_y
-7.87%
9.30%
-0.75
-1.33
-27.06%
6.29%
-0.96
-4.89
 Rank: 186
 
hcarstens
 
Q7 contest liquid
-0.96
12/08/2016 07:29
h_y
-7.83%
9.26%
-0.75
-1.32
-27.96%
6.11%
-0.96
-4.32
 Rank: 187
 
durasm
 
Q7 contest
-0.96
12/08/2016 02:06
VSS_long_sh
9.37%
5.74%
1.68
2.79
-0.26%
3.56%
-0.96
-0.07
 Rank: 188
 
hcarstens
 
Q7 contest liquid
-1.00
12/08/2016 08:58
q7_z
-9.70%
9.69%
-0.92
-1.55
-26.86%
6.49%
-1.00
-4.92
 Rank: 189
 
Timeroot
 
Q7 contest
-1.03
12/31/2016 18:31
SilicateSquirt
41.60%
6.36%
6.81
14.12
-0.72%
3.84%
-1.03
-0.19
 Rank: 190
 
Timeroot
 
Q7 contest liquid
-1.03
12/31/2016 18:43
SilicateSquiggle
42.04%
6.38%
6.81
14.24
-3.33%
3.75%
-1.03
-1.13
 Rank: 191
 
ptoolis
 
Q7 contest liquid
-1.04
11/27/2016 17:39
treedivzerolax
-16.62%
16.06%
-1.04
-1.52
-19.18%
16.82%
2.49
-1.42
 Rank: 192
 
cArmius
 
Q7 contest
-1.07
12/08/2016 01:28
Carmoms
0.87%
6.16%
0.18
0.23
-4.34%
3.60%
-1.07
-1.21
 Rank: 193
 
Starlord
 
Q7 contest
-1.08
12/27/2016 05:17
follower1
1.13%
5.45%
0.23
0.32
-3.39%
3.87%
-1.08
-0.82
 Rank: 194
 
emsjoflo
 
Q7 contest liquid
-1.13
12/26/2016 17:26
emsjoflo
2.69%
7.02%
0.47
0.63
-13.31%
5.61%
-1.13
-2.30
 Rank: 195
 
rcolomina
 
Q7 contest
-1.15
12/14/2016 06:55
trendFollowing
1.83%
5.84%
0.33
0.50
-2.12%
3.55%
-1.15
-0.58
 Rank: 196
 
McNj
 
Q7 contest liquid
-1.17
11/18/2016 04:00
trend_following_sample_strategy
1.79%
5.88%
0.33
0.49
-3.53%
3.52%
-1.17
-0.99
 Rank: 197
 
logiklol8009
 
Q7 contest liquid
-1.20
11/12/2016 12:17
sanstitre27
2.25%
5.87%
0.38
0.61
1.11%
3.69%
-1.20
0.37
 Rank: 198
 
logiklol8009
 
Q7 contest
-1.20
11/12/2016 12:18
sanstitre27
2.19%
5.85%
0.38
0.59
0.07%
3.63%
-1.20
0.02
 Rank: 199
 
logiklol8009
 
Q7 contest
-1.20
11/12/2016 12:18
sanstitre27
2.25%
5.87%
0.38
0.61
1.11%
3.69%
-1.20
0.37
 Rank: 200
 
gabriel.ozeas
 
Q7 contest
-1.21
11/10/2016 10:11
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
3.69%
-1.21
0.37