Quantitative trading competition Q9, Guaranteed investments of $2,250,000

JOIN Q9

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.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 301
 
Filemon
 
Q9 contest
0.16
05/30/2017 10:50
wtf
0.88%
5.62%
0.16
0.25
-0.40%
142
3.68%
0.80
-0.33
 Rank: 302
 
lanceoom21
 
Q9 contest
0.15
05/21/2017 13:29
test_system
1.26%
5.85%
0.23
0.34
-1.41%
227
3.52%
0.15
-0.71
 Rank: 303
 
dataunknown
 
Q9 contest
0.15
05/08/2017 11:02
trendFollowing
1.26%
5.85%
0.23
0.34
-1.41%
227
3.52%
0.15
-0.71
 Rank: 304
 
nicolab
 
Q9 contest
0.15
06/12/2017 12:50
trading_system
1.30%
5.87%
0.23
0.35
-0.79%
142
3.53%
0.15
-0.61
 Rank: 305
 
dodadoa
 
Q9 contest
0.15
07/12/2017 05:00
testFirstTime
1.26%
5.85%
0.23
0.34
-1.41%
227
3.52%
0.15
-0.71
 Rank: 306
 
rosros2000
 
Q9 contest
0.15
09/18/2017 01:38
trendfollowing
1.26%
5.85%
0.23
0.34
-1.41%
227
3.52%
0.15
-0.71
 Rank: 307
 
DAIHUA
 
Q9 contest
0.15
04/17/2017 00:35
temp
0.85%
5.96%
0.15
0.23
-0.70%
227
3.56%
0.53
-0.35
 Rank: 308
 
wengkhong
 
Q9 contest
0.14
05/25/2017 20:53
testSystem
1.84%
5.77%
0.34
0.52
-2.43%
227
3.45%
0.14
-1.29
 Rank: 309
 
averysfeit
 
Q9 contest
0.14
07/06/2017 12:59
asfSystem1
1.84%
5.77%
0.34
0.52
-2.43%
227
3.45%
0.14
-1.29
 Rank: 310
 
ptoolis
 
Q9 contest
0.14
09/04/2017 08:57
spbayesbuy
1.02%
6.33%
0.14
0.24
5.49%
222
8.28%
5.33
1.05
 Rank: 311
 
ptoolis
 
Q9 contest
0.14
05/12/2017 21:13
spbayes_tenlot
1.02%
6.33%
0.14
0.24
5.49%
222
8.28%
5.33
1.05
 Rank: 312
 
Ucherl
 
Q9 contest
0.14
07/27/2017 02:14
testing201707271714
1.89%
5.78%
0.35
0.53
-2.44%
227
3.44%
0.14
-1.29
 Rank: 313
 
SebastianCaan
 
Q9 contest
0.13
05/08/2017 05:02
VWAP algo
1.04%
7.53%
0.13
0.21
3.95%
227
4.10%
1.60
1.87
 Rank: 314
 
SebastianCaan
 
Q9 contest
0.13
05/08/2017 05:05
VWAP algo
1.04%
7.52%
0.13
0.21
3.95%
232
4.06%
1.60
1.85
 Rank: 315
 
administrator
 
Q9 contest
0.13
09/21/2017 13:07
GoldLong
2.10%
15.68%
0.13
0.22
3.56%
139
10.52%
1.61
1.07
 Rank: 316
 
miguel
 
Q9 contest
0.12
05/26/2017 08:08
trendFollowing
0.70%
5.88%
0.12
0.19
-0.70%
227
3.56%
0.53
-0.35
 Rank: 317
 
kimboguk
 
Q9 contest
0.12
06/14/2017 08:34
test_Quantiacs_01
0.70%
5.88%
0.12
0.19
-0.70%
227
3.56%
0.53
-0.35
 Rank: 318
 
SebastianCaan
 
Q9 contest
0.11
05/08/2017 04:17
VWAP algo
2.05%
16.29%
0.11
0.20
8.47%
222
12.05%
4.28
1.31
 Rank: 319
 
SebastianCaan
 
Q9 contest
0.10
05/08/2017 04:41
VWAP algo
0.25%
3.05%
0.10
0.13
-0.89%
227
2.48%
1.48
-0.60
 Rank: 320
 
MoreUpThanDown
 
Q9 contest
0.10
09/30/2017 17:06
LongMy10Fut
1.03%
10.13%
0.10
0.16
2.03%
226
7.24%
1.35
0.52
 Rank: 321
 
tm1000
 
Q9 contest
0.09
04/14/2017 17:49
APR2017sys2v1
0.76%
11.10%
0.09
0.12
-4.62%
222
6.54%
1.58
-1.37
 Rank: 322
 
didi97
 
Q9 contest
0.08
08/10/2017 09:14
trendFollowing
1.67%
5.89%
0.29
0.45
-1.16%
227
3.69%
0.08
-0.58
 Rank: 323
 
ptoolis
 
Q9 contest
0.08
04/19/2017 01:38
sandpbayes
0.02%
0.27%
0.08
0.11
0.01%
222
0.05%
1.00
0.36
 Rank: 324
 
dm7
 
Q9 contest
0.07
09/22/2017 06:54
rf0
0.75%
11.70%
0.07
0.10
-2.87%
217
7.97%
0.64
-0.68
 Rank: 325
 
SebastianCaan
 
Q9 contest
0.07
05/08/2017 05:08
VWAP algo
0.40%
5.57%
0.07
0.11
0.59%
227
3.77%
2.22
0.28