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: 401
 
KOBAS
 
Q8 contest
-1.40
04/03/2017 05:03
00E5C03KOBAS31T2
1.13%
1.32%
0.93
1.42
-1.00%
0.42%
-1.40
-2.27
 Rank: 402
 
s_poramet
 
Q8 contest
-1.42
04/12/2017 06:37
Reduced Archangel Woman2
31.44%
4.88%
6.62
13.67
3.51%
4.33%
-1.42
1.04
 Rank: 403
 
mwalimudan
 
Q8 contest
-1.44
03/07/2017 12:13
JustTestingThirteen
11.26%
7.16%
1.57
2.60
3.34%
5.38%
-1.44
0.99
 Rank: 404
 
Evolution71
 
Q8 contest
-1.46
03/14/2017 05:24
SingleLayer_RiskNeutral
15.75%
6.67%
2.47
4.33
-7.57%
5.11%
-1.46
-1.74
 Rank: 405
 
cg94301
 
Q8 contest
-1.47
01/18/2017 09:22
pipecleaner
8.98%
26.74%
0.42
0.56
-37.69%
28.23%
-1.47
-1.98
 Rank: 406
 
Evolution71
 
Q8 contest
-1.48
02/21/2017 01:20
Premia
10.73%
4.75%
2.40
4.08
-9.86%
3.49%
-1.48
-3.17
 Rank: 407
 
Evolution71
 
Q8 contest
-1.48
02/21/2017 04:16
Premia_III
8.69%
3.26%
2.83
4.95
-6.98%
2.96%
-1.48
-2.78
 Rank: 408
 
s_poramet
 
Q8 contest
-1.48
04/11/2017 09:54
Agri Select
42.18%
8.03%
5.49
10.84
-2.75%
7.08%
-1.48
-0.62
 Rank: 409
 
alfredaita
 
Q8 contest
-1.52
01/08/2017 07:21
trendFollowing
-2.93%
7.28%
-0.39
-0.66
-4.82%
5.08%
-1.52
-1.54
 Rank: 410
 
mintaka
 
Q8 contest
-1.53
04/13/2017 05:38
teste
-2.10%
5.48%
-0.38
-0.60
-1.88%
3.66%
-1.53
-0.60
 Rank: 411
 
SakalouskiA
 
Q8 contest
-1.53
03/17/2017 08:18
withexception
-2.52%
6.84%
-0.36
-0.60
-2.90%
5.45%
-1.53
-0.68
 Rank: 412
 
KOBAS
 
Q8 contest
-1.54
04/11/2017 14:45
00C3L04KOBAS11
7.43%
12.00%
0.62
0.99
4.58%
11.42%
-1.54
0.62
 Rank: 413
 
Evolution71
 
Q8 contest
-1.58
02/21/2017 01:22
Premia_II
9.41%
4.78%
2.08
3.51
-7.15%
3.61%
-1.58
-2.24
 Rank: 414
 
s_poramet
 
Q8 contest
-1.60
03/29/2017 09:54
RATEEasy
4.06%
5.21%
1.18
1.94
2.58%
4.06%
-1.60
0.74
 Rank: 415
 
durasm
 
Q8 contest
-1.60
04/12/2017 01:54
Skradin
31.34%
15.21%
2.25
4.04
-26.37%
15.54%
-1.60
-1.98
 Rank: 416
 
durasm
 
Q8 contest
-1.60
04/10/2017 07:17
Skradin
32.16%
15.19%
2.25
4.18
-19.63%
15.06%
-1.60
-1.94
 Rank: 417
 
mwalimudan
 
Q8 contest
-1.64
02/24/2017 10:11
JustTesting6
12.62%
7.75%
1.66
2.73
2.19%
5.82%
-1.64
0.44
 Rank: 418
 
KOBAS
 
Q8 contest
-1.64
04/10/2017 01:29
00A5AB04KOBAS10
7.70%
17.96%
0.44
0.72
3.57%
14.88%
-1.64
0.28
 Rank: 419
 
ProfJ
 
Q8 contest
-1.64
03/15/2017 20:28
elmtsb13201703152128
5.34%
22.05%
0.26
0.39
-6.62%
9.89%
-1.64
-0.88
 Rank: 420
 
s_poramet
 
Q8 contest
-1.64
04/12/2017 06:50
UHT World Archangel
29.78%
4.62%
6.62
13.71
2.86%
4.00%
-1.64
0.91
 Rank: 421
 
Evolution71
 
Q8 contest
-1.65
03/16/2017 07:18
FeedForward
8.38%
2.68%
3.27
5.96
-3.64%
2.28%
-1.65
-1.83
 Rank: 422
 
Evolution71
 
Q8 contest
-1.71
03/17/2017 09:57
TwoLayers_RiskAverse
14.35%
7.73%
1.94
3.27
-6.03%
6.79%
-1.71
-1.05
 Rank: 423
 
s_poramet
 
Q8 contest
-1.73
03/18/2017 19:49
UHT Dual World Q1_17
20.92%
5.39%
3.96
7.21
-0.36%
3.26%
-1.73
-0.12
 Rank: 424
 
s_poramet
 
Q8 contest
-1.73
03/07/2017 21:46
UHT Dual World
20.92%
5.39%
3.96
7.21
-0.36%
3.26%
-1.73
-0.12
 Rank: 425
 
Evolution71
 
Q8 contest
-1.76
03/01/2017 02:05
AlphaModel
11.30%
5.94%
2.07
3.42
-14.77%
4.88%
-1.76
-3.45