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: 351
 
charless
 
Q8 contest
-0.68
04/13/2017 06:54
Belfort
40.14%
4.14%
10.24
24.40
-12.34%
344
3.18%
-0.68
-4.25
 Rank: 352
 
charless
 
Q8 contest
-0.68
04/13/2017 15:54
Belfort
40.14%
4.14%
10.24
24.40
-12.34%
344
3.18%
-0.68
-4.25
 Rank: 353
 
SakalouskiA
 
Q8 contest
-0.78
03/15/2017 00:13
anotherTest
-1.77%
9.46%
-0.18
-0.30
-2.70%
259
6.65%
-0.78
-0.63
 Rank: 354
 
SakalouskiA
 
Q8 contest
-0.78
03/17/2017 08:12
withmodsandfunc
-1.75%
9.44%
-0.18
-0.30
-2.31%
324
6.48%
-0.78
-0.45
 Rank: 355
 
cfcquant
 
Q8 contest
-0.78
03/17/2017 17:31
ForSubmission
7.68%
6.60%
1.21
1.94
-4.26%
344
4.43%
-0.78
-1.16
 Rank: 356
 
mwalimudan
 
Q8 contest
-0.79
03/06/2017 15:01
JustTestingSixteen
7.77%
4.48%
1.80
2.93
0.65%
344
5.10%
-0.79
0.14
 Rank: 357
 
mwalimudan
 
Q8 contest
-0.79
02/26/2017 06:09
JustTesting14
11.15%
6.02%
1.90
3.09
0.65%
344
5.10%
-0.79
0.14
 Rank: 358
 
s_poramet
 
Q8 contest
-0.81
04/11/2017 07:50
Agri Angel Turning B
25.42%
5.58%
4.73
9.06
7.49%
339
4.95%
-0.81
1.90
 Rank: 359
 
s_poramet
 
Q8 contest
-0.81
04/11/2017 07:27
Agri Angel Turning
25.36%
5.58%
4.73
9.01
6.22%
340
5.05%
-0.81
1.50
 Rank: 360
 
durasm
 
Q8 contest
-0.83
04/11/2017 07:02
OverFit
84.37%
10.77%
8.21
17.29
-4.93%
259
13.05%
-0.83
-0.53
 Rank: 361
 
durasm
 
Q8 contest
-0.83
04/13/2017 05:43
r1d1cul0u5ly 0v3rf17
179.65%
11.09%
17.51
44.10
-4.19%
344
13.00%
-0.83
-0.36
 Rank: 362
 
charless
 
Q8 contest
-0.85
04/13/2017 07:52
Duchess
42.84%
4.29%
10.50
25.98
-10.77%
344
2.90%
-0.85
-4.07
 Rank: 363
 
charless
 
Q8 contest
-0.85
04/13/2017 15:52
Ducchess
42.84%
4.29%
10.50
25.98
-10.77%
344
2.90%
-0.85
-4.07
 Rank: 364
 
Evolution71
 
Q8 contest
-0.86
02/20/2017 00:44
YieldCurve_II
8.20%
5.01%
1.75
2.81
-9.02%
344
3.64%
-0.86
-2.80
 Rank: 365
 
s_poramet
 
Q8 contest
-0.86
04/13/2017 04:39
Elite Tower
42.36%
5.05%
8.64
19.13
1.96%
344
3.87%
-0.86
0.63
 Rank: 366
 
Evolution71
 
Q8 contest
-0.86
03/01/2017 01:09
RiskPremia_II
9.80%
4.93%
2.06
3.50
-3.53%
344
3.58%
-0.86
-1.16
 Rank: 367
 
AzureFractal
 
Q8 contest
-0.87
04/05/2017 20:38
CrimsonPower
9.65%
3.72%
2.72
4.75
-4.69%
344
3.23%
-0.87
-1.81
 Rank: 368
 
AzureFractal
 
Q8 contest
-0.88
04/02/2017 02:16
trendFollowingTestingAgain
-0.24%
5.72%
-0.01
-0.06
-4.72%
344
3.67%
-0.88
-1.51
 Rank: 369
 
KOBAS
 
Q8 contest
-0.92
04/13/2017 15:19
00C3L04KOBAS12
6.08%
10.42%
0.60
0.92
1.82%
259
10.27%
-0.92
0.24
 Rank: 370
 
NormanSteel
 
Q8 contest
-0.92
03/11/2017 02:25
meanreversion201703111125
-5.48%
27.08%
-0.18
-0.33
-19.28%
344
18.16%
-0.92
-1.25
 Rank: 371
 
s_poramet
 
Q8 contest
-0.94
04/04/2017 06:00
RateEasyAndFast
1.99%
1.43%
1.42
2.39
-0.16%
344
0.84%
-0.94
-0.22
 Rank: 372
 
Evolution71
 
Q8 contest
-0.95
02/19/2017 15:25
YieldCurve_Bayes
9.15%
4.75%
2.04
3.42
-7.57%
344
3.37%
-0.95
-2.57
 Rank: 373
 
KOBAS
 
Q8 contest
-0.96
04/05/2017 04:45
00E17bL04KOBAS05
0.65%
0.94%
0.71
1.11
-0.20%
237
0.26%
-0.96
-1.23
 Rank: 374
 
Evolution71
 
Q8 contest
-0.97
02/20/2017 01:53
YC_Dynamic
5.81%
4.22%
1.51
2.31
-9.59%
349
3.53%
-0.97
-3.00
 Rank: 375
 
KOBAS
 
Q8 contest
-0.98
04/11/2017 05:31
00A9L04KOBAS11
10.45%
16.24%
0.64
1.06
12.20%
344
12.65%
-0.98
1.00