Quantitative trading competition Q8, Guaranteed investments of $2,250,000

JOIN Q8

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 April 15 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:   04/14/2017  (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:   04/15/2017 – 07/31/2017  (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 August 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 30 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.
RANKING

Backtest

Live Test April 15 2017 to July 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: 226
 
Sham11
 
Q8 contest
0.22
04/05/2017 04:58
RMA
5.21%
23.59%
0.22
0.35
4.52%
339
15.42%
4.35
0.34
 Rank: 227
 
KOBAS
 
Q8 contest
0.22
04/11/2017 14:43
00C2L04KOBAS11
7.13%
11.02%
0.65
1.05
6.21%
344
10.25%
0.22
0.66
 Rank: 228
 
agural
 
Q8 contest
0.22
04/05/2017 03:00
turtle
3.22%
7.84%
0.41
0.67
1.73%
259
5.75%
0.22
0.48
 Rank: 229
 
ProfJ
 
Q8 contest
0.18
03/25/2017 18:32
elmtsb19201703251932
6.44%
10.80%
0.61
1.01
0.19%
344
6.66%
0.18
0.04
 Rank: 230
 
KOBAS
 
Q8 contest
0.18
04/11/2017 14:53
00B1B04KOBAS11
7.31%
14.34%
0.52
0.86
0.21%
344
11.24%
0.18
0.02
 Rank: 231
 
agural
 
Q8 contest
0.17
03/26/2017 21:41
trendFollowing
2.33%
5.79%
0.43
0.64
-3.01%
344
3.84%
0.17
-0.91
 Rank: 232
 
Evolution71
 
Q8 contest
0.17
03/13/2017 01:46
Ratio
13.72%
6.51%
2.16
3.78
-0.40%
344
5.49%
0.17
-0.09
 Rank: 233
 
AzureFractal
 
Q8 contest
0.15
04/04/2017 08:01
AzureMomentumBBEtalonFilter
8.78%
3.17%
2.86
5.11
0.02%
344
2.75%
0.15
0.01
 Rank: 234
 
ProfJ
 
Q8 contest
0.14
03/07/2017 09:07
elmts11201703071008
3.31%
22.55%
0.14
0.24
5.96%
344
11.00%
1.86
0.69
 Rank: 235
 
Evolution71
 
Q8 contest
0.13
02/20/2017 00:48
YieldCurve_III
7.71%
3.40%
2.40
4.10
-6.87%
349
2.50%
0.13
-3.09
 Rank: 236
 
AzureFractal
 
Q8 contest
0.09
04/04/2017 07:58
AzureMomentumBBCassiopeia
8.26%
2.74%
3.10
5.60
-0.19%
259
2.65%
0.09
-0.12
 Rank: 237
 
jrrdeshmukh
 
Q8 contest
0.09
04/13/2017 22:19
evolution201704140119
0.90%
9.90%
0.09
0.15
1.36%
349
11.17%
1.00
0.14
 Rank: 238
 
mwalimudan
 
Q8 contest
0.09
04/02/2017 12:54
JustTesting12dde
11.06%
4.57%
2.44
4.32
1.57%
259
3.23%
0.09
0.78
 Rank: 239
 
Evolution71
 
Q8 contest
0.08
03/07/2017 11:53
ThreeByTwo
7.29%
6.35%
1.15
1.89
3.46%
344
4.60%
0.08
0.85
 Rank: 240
 
KOBAS
 
Q8 contest
0.07
04/13/2017 15:20
00C2L04KOBAS12
11.62%
22.17%
0.53
0.88
6.15%
256
16.05%
0.07
0.62
 Rank: 241
 
ProfJ
 
Q8 contest
0.07
03/25/2017 20:31
elmtsb20201703252131
6.95%
10.65%
0.69
1.10
-4.60%
349
6.87%
0.07
-0.80
 Rank: 242
 
mwalimudan
 
Q8 contest
0.07
04/07/2017 06:45
JustTesting26
16.93%
6.89%
2.47
4.53
7.22%
344
4.64%
0.07
1.98
 Rank: 243
 
mwalimudan
 
Q8 contest
0.07
04/08/2017 00:41
JustTesting26
16.93%
6.89%
2.47
4.53
7.22%
344
4.64%
0.07
1.98
 Rank: 244
 
KOBAS
 
Q8 contest
0.06
04/09/2017 14:04
00A3L04KOBAS07
8.46%
16.60%
0.44
0.81
48.00%
344
11.79%
0.06
4.99
 Rank: 245
 
AzureFractal
 
Q8 contest
0.06
04/13/2017 21:07
SkyrmionGoldstone
19.10%
6.96%
2.81
4.87
-0.95%
344
4.41%
0.06
-0.25
 Rank: 246
 
cheryan
 
Q8 contest
0.05
03/21/2017 04:47
chtestTrendFollowing
1.31%
5.88%
0.25
0.36
-4.25%
344
3.37%
0.05
-1.51
 Rank: 247
 
mwalimudan
 
Q8 contest
0.04
02/24/2017 10:12
JustTesting9
7.80%
4.40%
1.86
3.06
1.30%
344
5.69%
0.04
0.25
 Rank: 248
 
KOBAS
 
Q8 contest
0.03
04/06/2017 04:37
00E20C04KOBAS06
1.74%
3.62%
0.54
0.76
-3.38%
256
3.58%
0.03
-1.38
 Rank: 249
 
AzureFractal
 
Q8 contest
0.03
04/03/2017 01:16
AzureMomentumSI1
8.90%
3.78%
2.41
4.28
-1.10%
259
2.96%
0.03
-0.63
 Rank: 250
 
boater
 
Q8 contest
0.02
01/03/2017 18:57
my
2.29%
5.87%
0.38
0.62
1.96%
259
3.70%
0.02
0.85