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: 201
 
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: 202
 
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
 Rank: 203
 
logiklol8009
 
Q7 contest
-1.20
11/12/2016 12:18
sanstitre27
2.19%
5.85%
0.38
0.59
0.07%
415
3.63%
-1.20
0.02
 Rank: 204
 
logiklol8009
 
Q7 contest
-1.20
11/12/2016 12:18
sanstitre27
2.25%
5.87%
0.38
0.61
1.11%
330
3.69%
-1.20
0.37
 Rank: 205
 
gabriel.ozeas
 
Q7 contest
-1.21
11/10/2016 10:11
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 206
 
sarika.mm
 
Q7 contest
-1.21
11/10/2016 11:43
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 207
 
sarika.mm
 
Q7 contest
-1.21
11/10/2016 11:43
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 208
 
erath
 
Q7 contest
-1.21
11/08/2016 18:43
heikinAshi
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 209
 
erath
 
Q7 contest
-1.21
11/08/2016 18:43
heikinAshi
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 210
 
firefly
 
Q7 contest
-1.21
11/05/2016 22:52
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 211
 
daniel0301
 
Q7 contest
-1.21
11/06/2016 22:47
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 212
 
maxconi
 
Q7 contest
-1.21
10/21/2016 04:37
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 213
 
rich186
 
Q7 contest
-1.21
10/17/2016 08:39
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 214
 
rich186
 
Q7 contest
-1.21
10/17/2016 08:39
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 215
 
impuneetg
 
Q7 contest
-1.21
10/12/2016 15:04
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 216
 
impuneetg
 
Q7 contest
-1.21
10/12/2016 15:04
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 217
 
impuneetg
 
Q7 contest
-1.21
10/12/2016 15:04
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 218
 
dpfoose
 
Q7 contest
-1.21
10/04/2016 16:44
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 219
 
stc_noob
 
Q7 contest
-1.21
10/05/2016 02:11
bazaar
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 220
 
Manish
 
Q7 contest
-1.21
10/02/2016 10:17
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 221
 
subotic
 
Q7 contest
-1.21
10/01/2016 06:18
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 222
 
nithinsn48
 
Q7 contest
-1.21
10/08/2016 12:11
momentum
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 223
 
NewGuy
 
Q7 contest
-1.21
10/10/2016 14:06
temp
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37
 Rank: 224
 
PS24
 
Q7 contest
-1.21
10/10/2016 15:58
trendFollowing
2.23%
5.89%
0.39
0.61
0.07%
415
3.64%
-1.21
0.02
 Rank: 225
 
amsqr
 
Q7 contest
-1.21
10/11/2016 05:54
trendFollowing
2.30%
5.92%
0.39
0.62
1.11%
330
3.69%
-1.21
0.37