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: 176
 
Rogers320
 
Q8 contest
0.38
02/01/2017 21:46
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 177
 
robertogiura
 
Q8 contest
0.38
01/26/2017 01:14
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 178
 
Murlock
 
Q8 contest
0.38
02/04/2017 14:57
trendFollowing
2.30%
5.92%
0.38
0.62
2.60%
259
3.73%
1.41
1.11
 Rank: 179
 
tomsouthwell
 
Q8 contest
0.38
01/16/2017 15:02
trendFollowing
2.30%
5.92%
0.38
0.62
2.60%
259
3.73%
1.41
1.11
 Rank: 180
 
katom
 
Q8 contest
0.38
01/07/2017 01:22
katom
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 181
 
drzymala
 
Q8 contest
0.38
01/04/2017 07:06
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 182
 
adeardorf
 
Q8 contest
0.38
02/15/2017 22:31
temp
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 183
 
timfoxmf
 
Q8 contest
0.38
02/17/2017 09:22
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 184
 
gumer
 
Q8 contest
0.38
02/07/2017 14:03
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 185
 
snico1995
 
Q8 contest
0.38
02/09/2017 20:35
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 186
 
balpreetspankaj
 
Q8 contest
0.38
02/20/2017 09:50
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 187
 
jeedo
 
Q8 contest
0.38
03/09/2017 19:52
test
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 188
 
mandrsn1
 
Q8 contest
0.38
03/07/2017 18:13
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 189
 
Drclohite
 
Q8 contest
0.38
03/08/2017 02:49
trendfollowing
2.29%
5.92%
0.38
0.62
2.21%
240
3.72%
1.41
1.02
 Rank: 190
 
Drclohite
 
Q8 contest
0.38
03/08/2017 02:50
trendfollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 191
 
efeller1
 
Q8 contest
0.38
03/13/2017 14:00
trendfollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 192
 
Capstone
 
Q8 contest
0.38
03/03/2017 18:07
a2Prep
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 193
 
antman
 
Q8 contest
0.38
02/22/2017 20:13
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 194
 
algonell
 
Q8 contest
0.38
03/22/2017 14:37
AlgonellRegressionFutures
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 195
 
GMoney
 
Q8 contest
0.38
03/30/2017 11:00
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 196
 
thuletrader
 
Q8 contest
0.38
03/17/2017 03:40
trendfollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 197
 
tradingUniverse
 
Q8 contest
0.38
03/15/2017 14:48
test_1
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 198
 
ninebridges
 
Q8 contest
0.38
03/23/2017 06:41
mySystemName
2.30%
5.92%
0.38
0.62
2.60%
259
3.73%
1.41
1.11
 Rank: 199
 
xdx24
 
Q8 contest
0.38
04/03/2017 20:22
trendFollowing
2.23%
5.89%
0.38
0.61
1.55%
344
3.66%
1.41
0.51
 Rank: 200
 
vinayski
 
Q8 contest
0.38
04/03/2017 11:56
trendFollowing
2.30%
5.92%
0.38
0.62
2.60%
259
3.73%
1.41
1.11