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: 201
 
ol
 
Q8 contest
0.37
04/14/2017 15:58
ts8_7
5.13%
13.13%
0.37
0.61
4.30%
15
6.59%
17.20
53.43
 Rank: 202
 
administrator
 
Q8 contest
0.36
02/10/2017 13:30
TrendFollowing20172101330
2.03%
5.66%
0.36
0.54
0.89%
259
3.75%
1.09
0.33
 Rank: 203
 
mwalimudan
 
Q8 contest
0.34
04/06/2017 14:38
JustTesting12rc1
20.72%
10.68%
1.94
3.36
6.08%
259
6.69%
0.34
1.45
 Rank: 204
 
magpie123
 
Q8 contest
0.34
01/04/2017 21:31
mag13_241
5.12%
16.47%
0.34
0.52
-9.19%
344
13.87%
0.81
-0.82
 Rank: 205
 
JohnJol
 
Q8 contest
0.29
02/07/2017 11:52
TEST_1201702072352
1.59%
5.90%
0.29
0.43
-3.11%
344
3.53%
0.51
-1.05
 Rank: 206
 
s_poramet
 
Q8 contest
0.29
04/11/2017 07:37
Mini World
37.98%
13.58%
2.82
5.03
12.77%
344
8.19%
0.29
1.97
 Rank: 207
 
AzureFractal
 
Q8 contest
0.28
04/11/2017 09:57
EphemeralEquinox
6.57%
3.04%
2.27
3.91
-3.67%
344
2.46%
0.28
-1.72
 Rank: 208
 
AzureFractal
 
Q8 contest
0.27
04/05/2017 20:37
CrimsonElectrum
10.37%
4.65%
2.26
3.91
-0.41%
240
3.32%
0.27
-0.19
 Rank: 209
 
Evolution71
 
Q8 contest
0.27
03/13/2017 01:58
CER
13.87%
6.59%
2.16
3.78
-0.02%
349
5.30%
0.27
0.00
 Rank: 210
 
Luffy
 
Q8 contest
0.26
03/06/2017 09:51
goku1
4.56%
17.03%
0.26
0.41
5.05%
339
8.93%
1.41
0.55
 Rank: 211
 
KOBAS
 
Q8 contest
0.26
04/11/2017 13:58
00B2L04KOBAS11
6.17%
9.93%
0.61
0.99
7.51%
259
7.90%
0.26
1.37
 Rank: 212
 
Luffy
 
Q8 contest
0.26
03/06/2017 12:16
goku2
4.61%
16.80%
0.26
0.42
9.18%
340
8.96%
1.41
1.00
 Rank: 213
 
Luffy
 
Q8 contest
0.25
03/06/2017 15:30
goku8
11.07%
47.03%
0.25
0.36
-11.30%
344
26.92%
1.38
-0.40
 Rank: 214
 
Luffy
 
Q8 contest
0.25
03/06/2017 15:48
gohan
11.07%
47.04%
0.25
0.36
-11.30%
341
27.04%
1.38
-0.40
 Rank: 215
 
toqitahamid
 
Q8 contest
0.25
04/03/2017 12:19
trendFollowing
1.83%
7.27%
0.25
0.39
1.58%
344
5.39%
1.49
0.35
 Rank: 216
 
Jenkin
 
Q8 contest
0.25
01/02/2017 08:42
trendfollowing201701021742
1.82%
7.27%
0.25
0.38
1.58%
344
5.38%
1.49
0.35
 Rank: 217
 
Jenkin
 
Q8 contest
0.25
01/02/2017 08:42
trendfollowing201701021742
1.82%
7.27%
0.25
0.38
1.58%
344
5.38%
1.49
0.35
 Rank: 218
 
Jenkin
 
Q8 contest
0.25
01/02/2017 08:42
trendfollowing201701021742
1.81%
7.27%
0.25
0.38
1.44%
349
5.38%
1.49
0.32
 Rank: 219
 
alvaroems
 
Q8 contest
0.25
01/12/2017 10:24
trendfollowing201701121324
1.82%
7.27%
0.25
0.38
1.58%
344
5.38%
1.49
0.35
 Rank: 220
 
fabrizio_ff
 
Q8 contest
0.24
03/29/2017 06:13
TFTwo
1.93%
7.28%
0.24
0.42
5.49%
259
5.77%
1.93
1.48
 Rank: 221
 
fabrizio_ff
 
Q8 contest
0.24
04/09/2017 07:59
TFTwooo
1.80%
7.27%
0.24
0.39
2.26%
344
6.06%
1.93
0.42
 Rank: 222
 
Evolution71
 
Q8 contest
0.24
03/12/2017 09:47
Information
7.45%
2.64%
2.89
5.26
0.34%
344
2.30%
0.24
0.18
 Rank: 223
 
tinywork
 
Q8 contest
0.24
02/22/2017 20:57
test SMA
1.35%
5.95%
0.24
0.36
-0.92%
344
3.69%
1.45
-0.30
 Rank: 224
 
gumer
 
Q8 contest
0.24
02/07/2017 14:18
trendFollowing
1.35%
5.95%
0.24
0.36
-0.92%
344
3.69%
1.45
-0.30
 Rank: 225
 
twgffc106
 
Q8 contest
0.24
04/08/2017 15:43
test
1.35%
5.95%
0.24
0.36
-0.92%
344
3.69%
1.45
-0.30