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: 126
 
ol
 
Q8 contest
0.52
04/14/2017 15:58
ts8_9
3.63%
6.91%
0.52
0.83
2.41%
3.44%
3.44
0.91
 Rank: 127
 
KOBAS
 
Q8 contest
0.50
04/03/2017 06:04
00E10C04KOBAS03T
7.76%
14.01%
0.50
0.90
30.11%
9.79%
3.72
3.68
 Rank: 128
 
KOBAS
 
Q8 contest
0.50
04/03/2017 06:22
00E10C04KOBAS03T
7.76%
14.01%
0.50
0.90
30.11%
9.79%
3.72
3.68
 Rank: 129
 
AzureFractal
 
Q8 contest
0.50
04/05/2017 08:01
CrimsonEarthquake
7.88%
2.71%
2.98
5.41
-1.01%
2.45%
0.50
-0.69
 Rank: 130
 
ol
 
Q8 contest
0.49
04/14/2017 15:58
ts8_8
3.82%
7.58%
0.49
0.79
4.62%
3.42%
3.18
1.68
 Rank: 131
 
coinlab
 
Q8 contest
0.48
03/30/2017 10:19
kourkas_
7.11%
14.20%
0.48
0.79
13.63%
11.80%
3.06
1.58
 Rank: 132
 
Luffy
 
Q8 contest
0.48
03/02/2017 15:11
goku
3.60%
7.75%
0.48
0.69
2.41%
8.65%
1.41
0.27
 Rank: 133
 
vinayski
 
Q8 contest
0.47
04/03/2017 13:06
momentum
2.71%
5.58%
0.47
0.77
2.33%
3.57%
1.33
1.01
 Rank: 134
 
ol
 
Q8 contest
0.47
04/09/2017 18:45
ts529_1ml_q7
2.33%
5.40%
0.47
0.68
-2.22%
5.98%
1.17
-0.42
 Rank: 135
 
s_poramet
 
Q8 contest
0.47
03/04/2017 06:40
Code333HappyPlusFullest
13.51%
4.37%
3.12
5.64
1.66%
3.38%
0.47
0.78
 Rank: 136
 
pronoun
 
Q8 contest
0.45
01/14/2017 13:23
trendFollowing
2.60%
5.81%
0.45
0.71
0.96%
3.71%
1.45
0.31
 Rank: 137
 
KOBAS
 
Q8 contest
0.45
04/11/2017 05:23
00A9B04KOBAS11
9.65%
18.00%
0.55
0.92
2.84%
14.58%
0.45
0.24
 Rank: 138
 
KOBAS
 
Q8 contest
0.44
04/11/2017 14:32
00C1C04KOBAS11
5.56%
31.08%
0.44
0.73
10.92%
22.79%
0.67
0.83
 Rank: 139
 
denniskwng
 
Q8 contest
0.43
04/12/2017 01:02
myTradingSystem
2.34%
5.74%
0.43
0.64
-1.48%
3.80%
0.69
-0.45
 Rank: 140
 
Marcusmmba
 
Q8 contest
0.43
01/15/2017 13:11
trendFollowing
2.49%
5.76%
0.43
0.68
1.95%
3.86%
0.69
0.76
 Rank: 141
 
nSean
 
Q8 contest
0.42
04/13/2017 02:12
trendfollowing
2.49%
5.90%
0.42
0.68
1.25%
3.67%
1.39
0.41
 Rank: 142
 
UbajakaCJ
 
Q8 contest
0.42
02/03/2017 05:03
UbajakaCJ
2.28%
5.73%
0.42
0.62
-2.08%
3.81%
0.49
-0.63
 Rank: 143
 
UbajakaCJ
 
Q8 contest
0.42
02/03/2017 19:58
UbajakaCJ
2.44%
5.75%
0.42
0.66
1.49%
3.88%
0.49
0.58
 Rank: 144
 
UbajakaCJ
 
Q8 contest
0.42
02/03/2017 20:01
UbajakaCJ
2.28%
5.73%
0.42
0.62
-2.08%
3.81%
0.49
-0.63
 Rank: 145
 
KOBAS
 
Q8 contest
0.41
04/10/2017 05:13
00A6L04KOBAS10
5.55%
13.30%
0.41
0.68
7.44%
9.28%
1.74
1.01
 Rank: 146
 
KOBAS
 
Q8 contest
0.41
04/02/2017 13:59
00E4L03KOBAS31
3.42%
7.64%
0.41
0.66
13.66%
11.02%
1.29
1.32
 Rank: 147
 
fabrizio_ff
 
Q8 contest
0.41
04/09/2017 07:53
TFTwo
4.77%
11.59%
0.41
0.65
4.41%
7.43%
1.05
0.67
 Rank: 148
 
fabrizio_ff
 
Q8 contest
0.41
04/09/2017 07:54
TFTwo
4.94%
11.63%
0.41
0.68
7.82%
7.56%
1.05
1.57
 Rank: 149
 
fabrizio_ff
 
Q8 contest
0.41
04/09/2017 07:59
TFT3
4.94%
11.63%
0.41
0.68
7.82%
7.56%
1.05
1.57
 Rank: 150
 
adelaidetrader
 
Q8 contest
0.41
04/13/2017 06:16
3ma
2.37%
5.85%
0.41
0.65
0.50%
3.67%
1.09
0.16