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

CLOSED

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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 326
 
csherfield
 
Q8 contest
-0.40
03/31/2017 16:37
testSubmit
-2.14%
5.45%
-0.40
-0.61
0.47%
3.65%
-0.38
0.15
 Rank: 327
 
kailashnva
 
Q8 contest
-0.40
04/09/2017 20:03
trendFollowing
-2.14%
5.45%
-0.40
-0.61
0.47%
3.65%
-0.38
0.15
 Rank: 328
 
Starlord
 
Q8 contest
-0.41
01/01/2017 00:10
follower1_3
-2.02%
5.03%
-0.41
-0.61
0.99%
3.38%
1.22
0.48
 Rank: 329
 
s_poramet
 
Q8 contest
-0.42
02/26/2017 02:26
MxMnMnMxBasic
5.84%
4.81%
1.30
2.01
-6.72%
3.74%
-0.42
-2.05
 Rank: 330
 
psui1989
 
Q8 contest
-0.43
04/09/2017 22:50
test
-17.13%
40.75%
-0.43
-0.65
2.22%
26.54%
0.97
0.10
 Rank: 331
 
kaarvik
 
Q8 contest
-0.43
04/11/2017 14:11
teststrategy
-0.68%
5.69%
-0.10
-0.19
-3.28%
3.69%
-0.43
-1.02
 Rank: 332
 
jrrdeshmukh
 
Q8 contest
-0.47
04/13/2017 22:40
evolution201704140140
-1.18%
11.13%
-0.09
-0.17
-4.68%
8.91%
-0.47
-0.67
 Rank: 333
 
algonell
 
Q8 contest
-0.48
03/25/2017 14:04
AlgonellFutures
2.47%
3.65%
0.70
1.11
-0.78%
2.47%
-0.48
-0.40
 Rank: 334
 
srivathsansubramanian
 
Q8 contest
-0.48
04/02/2017 14:02
test123
0.73%
5.91%
0.14
0.20
-2.98%
3.33%
-0.48
-1.47
 Rank: 335
 
crosscent
 
Q8 contest
-0.49
01/05/2017 16:09
sample
1.02%
6.26%
0.19
0.26
-2.90%
5.25%
-0.49
-0.69
 Rank: 336
 
KOBAS
 
Q8 contest
-0.49
04/06/2017 01:56
00E18A04KOBAS06
9.14%
14.08%
0.74
1.11
-21.29%
11.64%
-0.49
-2.27
 Rank: 337
 
s_poramet
 
Q8 contest
-0.50
04/11/2017 07:13
Agri Angella
42.45%
8.48%
5.20
10.06
12.41%
7.53%
-0.50
2.09
 Rank: 338
 
s_poramet
 
Q8 contest
-0.50
04/11/2017 07:44
Agri Angella B
42.45%
8.48%
5.20
10.06
12.41%
7.53%
-0.50
2.09
 Rank: 339
 
AzureFractal
 
Q8 contest
-0.55
04/13/2017 20:49
SkyrmionCovecta
23.73%
6.85%
3.53
6.47
-2.94%
5.30%
-0.55
-0.86
 Rank: 340
 
s_poramet
 
Q8 contest
-0.55
04/04/2017 05:21
RateSimpleSelectFull
1.99%
1.41%
1.43
2.41
0.06%
0.84%
-0.55
0.08
 Rank: 341
 
s_poramet
 
Q8 contest
-0.57
04/12/2017 07:00
CT Simplex Select
38.40%
5.90%
6.71
13.98
-2.75%
4.08%
-0.57
-0.85
 Rank: 342
 
AzureFractal
 
Q8 contest
-0.57
04/05/2017 20:35
CrimsonDamascus
8.47%
3.18%
2.79
4.90
-3.93%
2.78%
-0.57
-1.76
 Rank: 343
 
s_poramet
 
Q8 contest
-0.58
04/13/2017 04:05
CT Simplex Selected Enhanced
38.54%
5.95%
6.68
13.78
-2.36%
4.05%
-0.58
-0.74
 Rank: 344
 
mwalimudan
 
Q8 contest
-0.62
04/06/2017 12:22
JustTesting12rcde
11.32%
4.20%
2.72
5.00
0.59%
2.60%
-0.62
0.37
 Rank: 345
 
mwalimudan
 
Q8 contest
-0.62
03/07/2017 12:12
JustTestingNineteen
18.12%
12.98%
1.41
2.34
4.50%
7.70%
-0.62
0.69
 Rank: 346
 
AzureFractal
 
Q8 contest
-0.63
04/11/2017 21:31
EgeriaGenesis7Up
15.11%
6.59%
2.38
4.03
-4.97%
4.54%
-0.63
-1.31
 Rank: 347
 
Evolution71
 
Q8 contest
-0.64
03/06/2017 12:18
Three_SA
3.40%
3.93%
0.88
1.53
-0.16%
2.69%
-0.64
-0.08
 Rank: 348
 
charless
 
Q8 contest
-0.65
04/12/2017 17:13
Gekko
81.97%
6.03%
14.26
41.14
-9.92%
3.44%
-0.65
-3.43
 Rank: 349
 
charless
 
Q8 contest
-0.65
04/13/2017 15:49
Gekko
81.97%
6.03%
14.26
41.14
-9.92%
3.44%
-0.65
-3.43
 Rank: 350
 
s_poramet
 
Q8 contest
-0.66
04/13/2017 19:30
CT Compass Select Full
45.50%
6.15%
7.57
16.14
3.51%
3.93%
-0.66
1.07