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: 276
 
magpie123
 
Q8 contest
0.00
01/02/2017 23:32
mag13_241
0.00%
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 277
 
Jenkin
 
Q8 contest
0.00
01/02/2017 08:42
trendfollowing201701021742
0.00%
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 278
 
Evolution71
 
Q8 contest
0.00
02/20/2017 06:37
YC_Constrained
0.00%
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 279
 
ProfJ
 
Q8 contest
0.00
03/31/2017 14:50
ts3201703311550
0.00%
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 280
 
Lucullus
 
Q8 contest
0.00
03/26/2017 20:34
trendfollowing201703262334
0.00%
-%
-
-
0.00%
1
0.00%
0.00
-
 Rank: 281
 
SakalouskiA
 
Q8 contest
0.00
03/17/2017 15:44
2ParFitTriMa2
0.00%
0.84%
0.00
0.00
No data yet!
 Rank: 282
 
xdx24
 
Q8 contest
0.00
04/05/2017 08:25
Dday
1.51%
3.91%
0.39
0.59
0.00%
344
0.00%
0.00
-
 Rank: 283
 
vinayski
 
Q8 contest
0.00
04/03/2017 12:46
q1
0.62%
2.88%
0.23
0.35
-0.54%
344
1.43%
0.00
-0.38
 Rank: 284
 
AzureFractal
 
Q8 contest
0.00
04/10/2017 08:59
EgeriaAlpha
0.12%
8.16%
0.00
0.02
4.47%
259
5.58%
0.51
1.31
 Rank: 285
 
Evolution71
 
Q8 contest
-0.08
03/13/2017 01:49
IR
12.31%
7.74%
1.61
2.73
6.07%
349
6.85%
-0.08
1.10
 Rank: 286
 
AzureFractal
 
Q8 contest
-0.11
04/03/2017 01:34
AzureMomentumBB0
9.36%
3.85%
2.51
4.41
-0.31%
344
3.09%
-0.11
-0.12
 Rank: 287
 
s_poramet
 
Q8 contest
-0.11
04/13/2017 04:47
Arch Angel Compass Prelim
49.63%
5.30%
9.50
23.52
5.21%
259
3.96%
-0.11
2.38
 Rank: 288
 
Evolution71
 
Q8 contest
-0.14
03/11/2017 07:40
InformationRatio
6.88%
3.16%
2.26
3.96
-1.67%
344
2.79%
-0.14
-0.74
 Rank: 289
 
mwalimudan
 
Q8 contest
-0.14
02/26/2017 06:23
JustTesting20
18.88%
13.42%
1.41
2.37
6.58%
344
7.72%
-0.14
1.00
 Rank: 290
 
SakalouskiA
 
Q8 contest
-0.16
03/18/2017 10:00
ItWorked
-0.92%
8.09%
-0.16
-0.17
8.75%
324
6.85%
2.31
1.61
 Rank: 291
 
KOBAS
 
Q8 contest
-0.16
04/12/2017 04:03
00C2B04KOBAS12
8.81%
18.03%
0.52
0.84
-8.03%
344
14.43%
-0.16
-0.70
 Rank: 292
 
SakalouskiA
 
Q8 contest
-0.16
03/18/2017 10:00
ItWorked
-1.02%
8.08%
-0.16
-0.19
8.35%
165
5.02%
2.31
4.93
 Rank: 293
 
SakalouskiA
 
Q8 contest
-0.16
03/17/2017 15:21
WouldItWork
-1.02%
8.08%
-0.16
-0.19
8.35%
165
5.02%
2.31
4.93
 Rank: 294
 
SakalouskiA
 
Q8 contest
-0.18
03/15/2017 15:06
HTS
-0.29%
5.68%
-0.02
-0.08
-4.73%
319
3.73%
-0.18
-1.67
 Rank: 295
 
KOBAS
 
Q8 contest
-0.21
04/13/2017 15:09
00F4C04KOBAS12
5.28%
13.07%
0.44
0.62
-4.12%
339
11.80%
-0.21
-0.39
 Rank: 296
 
spiovesan
 
Q8 contest
-0.21
01/14/2017 14:14
trendFollowing
1.84%
5.77%
0.35
0.52
-3.93%
344
3.39%
-0.21
-1.39
 Rank: 297
 
aceBox
 
Q8 contest
-0.21
01/24/2017 06:15
TradingSys1
1.91%
5.80%
0.35
0.53
-2.85%
259
3.36%
-0.21
-1.32
 Rank: 298
 
AzureFractal
 
Q8 contest
-0.21
03/30/2017 20:31
trendFollowingTesting
1.91%
5.80%
0.35
0.53
-2.85%
259
3.36%
-0.21
-1.32
 Rank: 299
 
AzureFractal
 
Q8 contest
-0.26
04/12/2017 08:55
SkyrmionSpin
15.30%
6.37%
2.45
4.21
0.41%
344
4.46%
-0.26
0.12
 Rank: 300
 
mwalimudan
 
Q8 contest
-0.26
03/07/2017 12:06
JustTestingEighteen
19.41%
12.72%
1.52
2.65
7.41%
259
9.20%
-0.26
1.24