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: 151
 
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
 Rank: 152
 
administrator
 
Q8 contest
0.40
03/29/2017 11:25
TrendFollowing20173291125
2.30%
5.75%
0.40
0.63
1.10%
3.51%
1.33
0.38
 Rank: 153
 
administrator
 
Q8 contest
0.40
03/20/2017 10:58
TrendFollowing20173201058
2.36%
5.78%
0.40
0.65
2.13%
3.60%
1.33
0.94
 Rank: 154
 
administrator
 
Q8 contest
0.40
03/15/2017 16:36
TrendFollowing20173151636
2.30%
5.75%
0.40
0.63
1.10%
3.51%
1.33
0.38
 Rank: 155
 
administrator
 
Q8 contest
0.40
03/16/2017 09:32
TrendFollowing20173160932
2.30%
5.75%
0.40
0.63
1.10%
3.51%
1.33
0.38
 Rank: 156
 
administrator
 
Q8 contest
0.40
02/14/2017 15:50
TrendFollowing20172141550
2.30%
5.75%
0.40
0.63
1.10%
3.51%
1.33
0.38
 Rank: 157
 
administrator
 
Q8 contest
0.40
02/14/2017 15:54
TrendFollowing
2.30%
5.75%
0.40
0.63
1.10%
3.51%
1.33
0.38
 Rank: 158
 
administrator
 
Q8 contest
0.40
02/14/2017 16:05
TrendFollowing20172141605
2.30%
5.75%
0.40
0.63
1.10%
3.51%
1.33
0.38
 Rank: 159
 
administrator
 
Q8 contest
0.40
02/14/2017 16:19
TrendFollowing20172141619
2.30%
5.75%
0.40
0.63
1.10%
3.51%
1.33
0.38
 Rank: 160
 
administrator
 
Q8 contest
0.40
03/08/2017 17:38
TrendFollowing20173081738
2.36%
5.78%
0.40
0.65
2.13%
3.60%
1.33
0.94
 Rank: 161
 
mwalimudan
 
Q8 contest
0.39
04/06/2017 10:51
JustTesting12c
7.38%
2.64%
2.89
5.44
1.26%
2.93%
0.39
0.52
 Rank: 162
 
edgar
 
Q8 contest
0.38
03/29/2017 13:06
trendfollowing201703292206
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 163
 
Lucullus
 
Q8 contest
0.38
03/26/2017 20:28
trendfollowing201703262328
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 164
 
sharifidxb
 
Q8 contest
0.38
02/18/2017 07:34
trendfollowing201702181905
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 165
 
sharifidxb
 
Q8 contest
0.38
02/18/2017 07:34
trendfollowing201702181905
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 166
 
AlexSn
 
Q8 contest
0.38
02/02/2017 07:24
trendfollowing201702021624
2.26%
5.90%
0.38
0.61
1.72%
3.67%
1.40
0.56
 Rank: 167
 
gintnil2
 
Q8 contest
0.38
01/22/2017 19:10
trendfollowing201701231110
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 168
 
be4chst
 
Q8 contest
0.38
01/26/2017 17:01
trendfollowing201701261701
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 169
 
angel.marchev
 
Q8 contest
0.38
04/12/2017 04:47
trendfollowing201704121448
2.26%
5.90%
0.38
0.61
1.72%
3.67%
1.40
0.56
 Rank: 170
 
kaarvik
 
Q8 contest
0.38
04/12/2017 08:21
trendfollowing201704121719
2.26%
5.90%
0.38
0.61
1.72%
3.67%
1.40
0.56
 Rank: 171
 
DrissBadiane
 
Q8 contest
0.38
04/10/2017 10:46
trendfollowing201704101347
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 172
 
DrissBadiane
 
Q8 contest
0.38
04/10/2017 10:46
trendfollowing201704101347
2.26%
5.90%
0.38
0.61
1.53%
3.66%
1.40
0.51
 Rank: 173
 
pkhokhlov
 
Q8 contest
0.38
04/09/2017 14:08
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
3.66%
1.41
0.51
 Rank: 174
 
RamiaL
 
Q8 contest
0.38
04/12/2017 07:46
main
2.23%
5.89%
0.38
0.61
1.55%
3.66%
1.41
0.51
 Rank: 175
 
sparkrisp
 
Q8 contest
0.38
01/22/2017 05:59
ejemplo1
2.30%
5.92%
0.38
0.62
2.60%
3.73%
1.41
1.11