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: 176
 
tm1000
 
Q7 contest
-0.79
12/30/2016 13:02
Dec2016VMLv1
3.83%
8.66%
0.48
0.74
-2.72%
410
7.59%
-0.79
-0.39
 Rank: 177
 
Morpheus
 
Q7 contest
-0.81
10/15/2016 11:29
trendFollowing
1.54%
3.73%
0.44
0.66
-0.66%
410
2.41%
-0.81
-0.26
 Rank: 178
 
Jenia
 
Q7 contest
-0.83
12/25/2016 23:57
Spring
29.56%
6.46%
4.76
9.81
0.39%
415
4.56%
-0.83
0.09
 Rank: 179
 
hcarstens
 
Q7 contest
-0.85
11/22/2016 08:06
q7_x
-6.97%
8.40%
-0.74
-1.30
-25.57%
415
5.53%
-0.85
-4.34
 Rank: 180
 
cArmius
 
Q7 contest
-0.85
12/06/2016 18:49
carmoms
-1.96%
11.20%
-0.13
-0.28
-13.90%
410
7.62%
-0.85
-1.80
 Rank: 181
 
Evolution71
 
Q7 contest
-0.86
11/03/2016 03:50
FastGlobal
9.57%
8.38%
1.21
1.91
-7.30%
420
5.94%
-0.86
-1.18
 Rank: 182
 
Evolution71
 
Q7 contest
-0.88
10/17/2016 09:34
MacroB
10.82%
5.45%
2.10
3.47
-6.41%
415
4.34%
-0.88
-1.43
 Rank: 183
 
hcarstens
 
Q7 contest
-0.89
12/17/2016 06:51
q7_aa
-9.70%
9.90%
-0.89
-1.52
-28.22%
330
6.89%
-0.84
-4.68
 Rank: 184
 
hcarstens
 
Q7 contest
-0.91
11/27/2016 07:55
q7_aa
-9.70%
9.90%
-0.89
-1.51
-28.22%
330
6.89%
-0.91
-4.63
 Rank: 185
 
hcarstens
 
Q7 contest
-0.94
12/08/2016 08:45
q7_y
-7.94%
9.25%
-0.76
-1.34
-27.07%
330
6.29%
-0.94
-4.86
 Rank: 186
 
hcarstens
 
Q7 contest
-0.94
12/17/2016 07:09
q7_y
-7.89%
9.22%
-0.76
-1.34
-27.90%
415
6.14%
-0.94
-4.28
 Rank: 187
 
hcarstens
 
Q7 contest
-0.95
11/26/2016 18:55
q7_z
-9.70%
9.65%
-0.92
-1.56
-29.67%
415
6.49%
-0.95
-4.26
 Rank: 188
 
hcarstens
 
Q7 contest
-0.96
11/23/2016 09:12
q7_y
-7.87%
9.30%
-0.75
-1.33
-27.06%
330
6.29%
-0.96
-4.89
 Rank: 189
 
hcarstens
 
Q7 contest
-0.96
12/08/2016 07:29
h_y
-7.83%
9.26%
-0.75
-1.32
-27.96%
415
6.11%
-0.96
-4.32
 Rank: 190
 
durasm
 
Q7 contest
-0.96
12/08/2016 02:06
VSS_long_sh
9.37%
5.74%
1.68
2.79
-0.26%
415
3.56%
-0.96
-0.07
 Rank: 191
 
hcarstens
 
Q7 contest
-1.00
12/08/2016 08:58
q7_z
-9.70%
9.69%
-0.92
-1.55
-26.86%
311
6.49%
-1.00
-4.92
 Rank: 192
 
Timeroot
 
Q7 contest
-1.03
12/31/2016 18:31
SilicateSquirt
41.60%
6.36%
6.81
14.12
-0.72%
415
3.84%
-1.03
-0.19
 Rank: 193
 
Timeroot
 
Q7 contest
-1.03
12/31/2016 18:43
SilicateSquiggle
42.04%
6.38%
6.81
14.24
-3.33%
330
3.75%
-1.03
-1.13
 Rank: 194
 
ptoolis
 
Q7 contest
-1.04
11/27/2016 17:39
treedivzerolax
-16.62%
16.06%
-1.04
-1.52
-19.18%
311
16.82%
2.49
-1.42
 Rank: 195
 
cArmius
 
Q7 contest
-1.07
12/08/2016 01:28
Carmoms
0.87%
6.16%
0.18
0.23
-4.34%
415
3.60%
-1.07
-1.21
 Rank: 196
 
Starlord
 
Q7 contest
-1.08
12/27/2016 05:17
follower1
1.13%
5.45%
0.23
0.32
-3.39%
415
3.87%
-1.08
-0.82
 Rank: 197
 
emsjoflo
 
Q7 contest
-1.13
12/26/2016 17:26
emsjoflo
2.69%
7.02%
0.47
0.63
-13.31%
415
5.61%
-1.13
-2.30
 Rank: 198
 
rcolomina
 
Q7 contest
-1.15
12/14/2016 06:55
trendFollowing
1.83%
5.84%
0.33
0.50
-2.12%
415
3.55%
-1.15
-0.58
 Rank: 199
 
McNj
 
Q7 contest
-1.17
11/18/2016 04:00
trend_following_sample_strategy
1.79%
5.88%
0.33
0.49
-3.53%
415
3.52%
-1.17
-0.99
 Rank: 200
 
logiklol8009
 
Q7 contest
-1.20
11/12/2016 12:17
sanstitre27
2.25%
5.87%
0.38
0.61
1.11%
330
3.69%
-1.20
0.37