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: 451
 
s_poramet
 
Q8 contest liquid
-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: 452
 
durasm
 
Q8 contest liquid
-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: 453
 
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: 454
 
mwalimudan
 
Q8 contest liquid
-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: 455
 
KOBAS
 
Q8 contest liquid
-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: 456
 
ProfJ
 
Q8 contest liquid
-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: 457
 
s_poramet
 
Q8 contest liquid
-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: 458
 
Evolution71
 
Q8 contest liquid
-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: 459
 
Evolution71
 
Q8 contest liquid
-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: 460
 
s_poramet
 
Q8 contest liquid
-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: 461
 
s_poramet
 
Q8 contest liquid
-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: 462
 
Evolution71
 
Q8 contest liquid
-1.76
03/01/2017 02:05
AlphaModel
11.30%
5.94%
2.07
3.42
-14.77%
4.88%
-1.76
-3.45
 Rank: 463
 
pkhokhlov
 
Q8 contest liquid
-1.85
04/09/2017 20:50
trendFollowingAdapted
-1.22%
6.05%
-0.18
-0.33
-4.03%
4.39%
-1.85
-1.13
 Rank: 464
 
SakalouskiA
 
Q8 contest liquid
-1.85
03/18/2017 10:33
testOneFut3Ma2Par_right
-1.16%
6.86%
-0.20
-0.24
4.64%
2.96%
-1.85
1.95
 Rank: 465
 
s_poramet
 
Q8 contest liquid
-1.88
04/09/2017 10:07
BlueCollar
30.28%
9.13%
3.40
5.94
-1.94%
5.48%
-1.88
-0.41
 Rank: 466
 
davinci
 
Q8 contest liquid
-1.88
03/14/2017 10:51
mySystemName
-1.07%
5.62%
-0.17
-0.30
-3.11%
3.82%
-1.88
-0.95
 Rank: 467
 
s_poramet
 
Q8 contest
-1.91
02/07/2017 08:32
TestMetalLongOnlySentFromQuantinator20172072331
2.97%
18.49%
0.21
0.26
-21.76%
14.59%
-1.91
-1.42
 Rank: 468
 
Evolution71
 
Q8 contest liquid
-1.91
03/14/2017 05:27
SingleLayer_RiskAverse
14.21%
7.58%
1.97
3.31
-8.46%
6.45%
-1.91
-1.53
 Rank: 469
 
s_poramet
 
Q8 contest
-1.94
03/05/2017 04:51
CTSpecialSimple
12.84%
4.34%
3.00
5.37
0.61%
2.26%
-1.94
0.31
 Rank: 470
 
mwalimudan
 
Q8 contest
-1.95
02/24/2017 10:12
JustTesting7
9.50%
5.95%
1.66
2.68
-2.76%
4.82%
-1.95
-0.70
 Rank: 471
 
brucet30
 
Q8 contest
-1.95
04/11/2017 15:45
ephemeris1
13.07%
10.10%
1.32
2.22
1.62%
7.13%
-1.95
0.30
 Rank: 472
 
s_poramet
 
Q8 contest liquid
-2.02
04/12/2017 06:44
Full Archangel 2
40.84%
6.46%
6.47
13.21
5.42%
4.93%
-2.02
1.34
 Rank: 473
 
s_poramet
 
Q8 contest
-2.04
04/13/2017 04:53
Arch Angel Compass Select Tilt
51.34%
3.80%
14.16
41.19
-0.77%
3.31%
-2.04
-0.28
 Rank: 474
 
Evolution71
 
Q8 contest liquid
-2.17
03/16/2017 07:20
FeedForward_RiskNeutral
15.97%
6.71%
2.51
4.40
-10.85%
5.04%
-2.17
-2.45
 Rank: 475
 
ol
 
Q8 contest liquid
-2.19
04/14/2017 15:56
ts8_5
2.22%
6.04%
0.61
0.79
-8.28%
4.72%
-2.19
-1.65