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: 301
 
cg94301
 
Q8 contest
-0.27
01/18/2017 09:19
trendfollowing
1.26%
5.85%
0.25
0.34
-4.59%
344
3.46%
-0.27
-1.56
 Rank: 302
 
mesmoiron
 
Q8 contest
-0.27
04/09/2017 06:24
trendFollowing
1.26%
5.85%
0.25
0.34
-4.59%
344
3.46%
-0.27
-1.56
 Rank: 303
 
KOBAS
 
Q8 contest
-0.27
04/10/2017 01:11
00A4bL04KOBAS10
6.28%
13.59%
0.47
0.72
3.31%
343
9.94%
-0.27
0.37
 Rank: 304
 
KOBAS
 
Q8 contest
-0.27
04/10/2017 13:35
A8KOBAS
-1.36%
5.66%
-0.27
-0.38
4.78%
344
4.17%
1.38
1.49
 Rank: 305
 
AzureFractal
 
Q8 contest
-0.29
04/03/2017 01:17
AzureMomentumSI2
8.46%
4.18%
2.08
3.64
-1.76%
259
3.06%
-0.29
-0.97
 Rank: 306
 
vyadzhak
 
Q8 contest
-0.31
04/13/2017 07:32
FirstSystemTry
-8.30%
26.66%
-0.31
-0.50
-6.70%
344
18.31%
0.24
-0.44
 Rank: 307
 
vyadzhak
 
Q8 contest
-0.31
04/13/2017 04:52
FirstSystemTry
-8.28%
26.58%
-0.31
-0.50
-6.76%
344
18.23%
0.24
-0.44
 Rank: 308
 
vinayski
 
Q8 contest
-0.31
04/03/2017 11:55
meanReversion
-8.54%
26.67%
-0.31
-0.52
-11.53%
259
18.72%
0.24
-0.96
 Rank: 309
 
s_poramet
 
Q8 contest
-0.31
04/09/2017 10:06
AgreTop
16.72%
15.16%
1.13
1.91
5.80%
339
11.26%
-0.31
0.62
 Rank: 310
 
charless
 
Q8 contest
-0.32
04/13/2017 15:49
Fox
43.14%
7.77%
5.76
10.97
-2.67%
344
6.32%
-0.32
-0.51
 Rank: 311
 
pmahoney21
 
Q8 contest
-0.33
03/05/2017 19:33
PWM - mean test
-8.72%
26.59%
-0.33
-0.53
-7.09%
344
18.27%
0.22
-0.47
 Rank: 312
 
Evolution71
 
Q8 contest
-0.33
03/17/2017 09:55
TwoLayers_RiskNeutral
15.84%
6.83%
2.41
4.24
-4.78%
349
5.42%
-0.33
-1.02
 Rank: 313
 
mwalimudan
 
Q8 contest
-0.33
02/26/2017 06:12
JustTesting15
17.36%
11.09%
1.57
2.68
7.47%
349
7.45%
-0.33
1.15
 Rank: 314
 
Evolution71
 
Q8 contest
-0.33
02/19/2017 12:08
YieldCurve
9.24%
4.63%
2.12
3.54
-8.66%
344
3.41%
-0.33
-2.93
 Rank: 315
 
lingle227
 
Q8 contest
-0.34
01/23/2017 06:45
trendFollowing
1.40%
5.83%
0.26
0.38
-3.33%
259
3.43%
-0.34
-1.50
 Rank: 316
 
s_poramet
 
Q8 contest
-0.34
03/29/2017 00:12
Rate Simple
5.91%
5.69%
1.08
1.72
-0.13%
339
3.48%
-0.34
-0.04
 Rank: 317
 
Evolution71
 
Q8 contest
-0.35
03/17/2017 09:53
TwoLayers
8.40%
2.74%
3.18
5.82
-1.88%
344
2.34%
-0.35
-0.93
 Rank: 318
 
Evolution71
 
Q8 contest
-0.35
03/10/2017 07:01
PR_SA
3.53%
4.02%
0.87
1.49
2.76%
349
3.29%
-0.35
1.06
 Rank: 319
 
AzureFractal
 
Q8 contest
-0.35
04/12/2017 09:01
SkyrmionHalf
12.72%
6.42%
2.03
3.40
-0.44%
344
4.37%
-0.35
-0.13
 Rank: 320
 
coinlab
 
Q8 contest
-0.38
04/08/2017 04:33
adx
14.73%
18.35%
0.83
1.29
-8.48%
259
13.12%
-0.38
-0.95
 Rank: 321
 
AzureFractal
 
Q8 contest
-0.38
04/13/2017 20:40
SkyrmionSpectrum
24.71%
6.89%
3.69
6.78
-0.96%
344
5.20%
-0.38
-0.22
 Rank: 322
 
mwalimudan
 
Q8 contest
-0.39
04/07/2017 06:38
JustTesting25
15.59%
6.78%
2.31
4.18
6.19%
344
4.75%
-0.39
1.66
 Rank: 323
 
csherfield
 
Q8 contest
-0.40
03/31/2017 16:37
testSubmit
-2.14%
5.45%
-0.40
-0.61
0.47%
344
3.65%
-0.38
0.15
 Rank: 324
 
kailashnva
 
Q8 contest
-0.40
04/09/2017 20:03
trendFollowing
-2.14%
5.45%
-0.40
-0.61
0.47%
344
3.65%
-0.38
0.15
 Rank: 325
 
Starlord
 
Q8 contest
-0.41
01/01/2017 00:10
follower1_3
-2.02%
5.03%
-0.41
-0.61
0.99%
259
3.38%
1.22
0.48