Quantitative trading competition Q9, 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 October 1 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:   09/30/2017  (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 4 months with live market data.
                                                                                    Live simulation period:   10/01/2017 – 01/31/2018  (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 in February 2018. 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 Oct. 2017 to Jan. 31 2018

Rank
Name
Score
Upload Date
Trading System
Yearly Perf. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 276
 
amangarg96
 
Q9 contest
0.25
05/10/2017 11:52
trading_system
1.83%
7.27%
0.25
0.39
0.23%
5.73%
2.74
0.07
 Rank: 277
 
MoreUpThanDown
 
Q9 contest
0.25
09/30/2017 16:42
LongAllFut
1.83%
7.27%
0.25
0.39
0.23%
5.73%
2.74
0.07
 Rank: 278
 
Sun73
 
Q9 contest
0.25
09/23/2017 13:03
trendfollowing201709231703
1.82%
7.27%
0.25
0.38
0.23%
5.72%
2.74
0.07
 Rank: 279
 
Sun73
 
Q9 contest
0.25
09/23/2017 13:05
sun73
1.82%
7.27%
0.25
0.38
0.23%
5.72%
2.74
0.07
 Rank: 280
 
mcrugby
 
Q9 contest
0.25
05/06/2017 09:28
prueba12222201705061828
1.82%
7.27%
0.25
0.38
0.23%
5.72%
2.74
0.07
 Rank: 281
 
administrator
 
Q9 contest
0.25
05/01/2017 13:05
TrendFollowing20175011305
1.37%
5.72%
0.25
0.38
-1.86%
3.35%
0.29
-0.98
 Rank: 282
 
durasm
 
Q9 contest
0.24
09/25/2017 01:57
Hysteresis_v1
30.40%
16.31%
1.90
3.34
-0.44%
16.21%
0.24
-0.05
 Rank: 283
 
AzureFractal
 
Q9 contest
0.23
04/14/2017 18:06
SkyrmionUltraviolet
27.05%
7.28%
3.73
7.08
-0.69%
6.62%
0.23
-0.29
 Rank: 284
 
tm1000
 
Q9 contest
0.22
04/14/2017 17:51
APR2017sys1v1
1.73%
9.19%
0.22
0.31
-3.78%
7.19%
2.02
-0.94
 Rank: 285
 
tm1000
 
Q9 contest
0.22
04/14/2017 17:49
APR2017sys1v1
1.65%
9.19%
0.22
0.30
-5.26%
7.15%
2.02
-1.34
 Rank: 286
 
yizheng
 
Q9 contest
0.22
05/22/2017 13:39
TrendFollowing20175221339
1.24%
5.81%
0.22
0.34
-1.04%
3.64%
0.46
-0.51
 Rank: 287
 
administrator
 
Q9 contest
0.22
06/15/2017 20:23
TrendFollowing20176152023
1.24%
5.81%
0.22
0.34
-1.04%
3.64%
0.46
-0.51
 Rank: 288
 
SebastianCaan
 
Q9 contest
0.22
05/08/2017 04:28
VWAP algo
3.51%
15.00%
0.22
0.36
10.35%
11.58%
4.28
1.63
 Rank: 289
 
wcasper6490
 
Q9 contest
0.22
07/03/2017 11:18
sma_test
1.20%
5.82%
0.22
0.33
-1.41%
3.47%
0.65
-0.72
 Rank: 290
 
s_poramet
 
Q9 contest
0.21
09/26/2017 09:21
VUHL Normal
6.28%
4.57%
1.43
2.32
-4.60%
3.48%
0.21
-2.23
 Rank: 291
 
Daveyjam182
 
Q9 contest
0.21
07/17/2017 23:37
Trend_Follower
1.03%
5.87%
0.21
0.27
-5.32%
3.28%
3.82
-2.49
 Rank: 292
 
DollarRabbit
 
Q9 contest
0.21
05/17/2017 01:03
trendFollowing
1.45%
7.08%
0.21
0.31
0.23%
5.73%
2.74
0.07
 Rank: 293
 
s_poramet
 
Q9 contest
0.21
09/17/2017 10:21
Going to Bar - Generally
2.33%
3.02%
0.83
1.25
-4.47%
2.27%
0.21
-3.29
 Rank: 294
 
ptoolis
 
Q9 contest
0.20
04/19/2017 07:04
spbayes
0.17%
0.75%
0.20
0.34
0.79%
1.21%
4.86
1.02
 Rank: 295
 
isorser
 
Q9 contest
0.19
08/18/2017 16:01
trendFollowing
1.12%
5.95%
0.19
0.30
-0.47%
3.90%
0.34
-0.22
 Rank: 296
 
MoreUpThanDown
 
Q9 contest
0.19
09/30/2017 17:05
LongMy5Fut
1.78%
9.09%
0.19
0.32
4.03%
6.55%
4.08
1.13
 Rank: 297
 
jimurcia
 
Q9 contest
0.18
06/14/2017 12:34
temp
1.01%
5.64%
0.18
0.29
-0.51%
3.64%
1.38
-0.39
 Rank: 298
 
algonell
 
Q9 contest
0.18
09/02/2017 15:24
AlgonellMean
4.12%
25.11%
0.18
0.27
-8.12%
16.48%
0.59
-0.88
 Rank: 299
 
qt_winter_soldier
 
Q9 contest
0.17
08/28/2017 11:42
test
1.82%
5.66%
0.34
0.51
-2.75%
3.27%
0.17
-1.54
 Rank: 300
 
Filemon
 
Q9 contest
0.16
05/30/2017 10:50
wtf
0.88%
5.62%
0.16
0.25
-0.40%
3.68%
0.80
-0.33