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: 376
 
KOBAS
 
Q9 contest
-0.19
09/19/2017 05:45
170919E2Q873KJJL_v2
2.22%
4.21%
0.54
0.83
-0.06%
139
2.69%
-0.19
-0.07
 Rank: 377
 
s_poramet
 
Q9 contest
-0.20
04/14/2017 03:23
Arch Heat
96.52%
23.96%
4.07
7.28
-1.44%
227
11.90%
-0.20
-0.23
 Rank: 378
 
s_poramet
 
Q9 contest
-0.21
05/17/2017 04:23
Reincarnated Moon
30.51%
8.13%
3.75
6.89
8.38%
227
6.37%
-0.21
3.22
 Rank: 379
 
krogman
 
Q9 contest
-0.22
09/30/2017 18:46
mediumgreenonions
-1.69%
7.44%
-0.22
-0.34
-2.49%
229
5.02%
0.61
-0.87
 Rank: 380
 
danielkscarmo
 
Q9 contest
-0.25
09/30/2017 22:52
qaqee927a
56.91%
13.21%
4.41
9.32
-9.88%
227
10.76%
-0.25
-1.44
 Rank: 381
 
danielkscarmo
 
Q9 contest
-0.26
04/14/2017 23:53
qaqee809a
16.07%
4.11%
3.98
7.78
-2.50%
227
3.20%
-0.26
-1.30
 Rank: 382
 
charless
 
Q9 contest
-0.35
09/29/2017 10:24
Rogers
227.25%
8.81%
26.73
102.55
-6.99%
227
5.94%
-0.35
-2.06
 Rank: 383
 
charless
 
Q9 contest
-0.39
09/28/2017 17:59
Mortimer
356.22%
13.26%
28.45
86.63
-2.09%
222
7.27%
-0.39
-0.57
 Rank: 384
 
mcrugby
 
Q9 contest
-0.43
05/06/2017 07:01
meanreversion201705061601
-8.72%
26.59%
-0.32
-0.53
-10.04%
227
17.00%
-0.43
-1.09
 Rank: 385
 
mcrugby
 
Q9 contest
-0.43
05/06/2017 07:01
meanreversion201705061601
-8.72%
26.59%
-0.32
-0.53
-10.04%
227
17.00%
-0.43
-1.09
 Rank: 386
 
MAOMAO
 
Q9 contest
-0.43
09/13/2017 17:39
F_r1
13.71%
6.90%
2.03
3.44
-4.98%
227
4.94%
-0.43
-1.83
 Rank: 387
 
bsnodin
 
Q9 contest
-0.44
05/06/2017 03:38
meanReversion
-8.54%
26.67%
-0.30
-0.52
-14.47%
142
17.13%
-0.44
-2.33
 Rank: 388
 
mjhemmingsen
 
Q9 contest
-0.44
05/04/2017 04:17
meanreversion
-8.54%
26.67%
-0.30
-0.52
-14.47%
142
17.13%
-0.44
-2.33
 Rank: 389
 
kharma
 
Q9 contest
-0.44
05/08/2017 18:59
Mean Reversion - Quantiacs Example Source
-8.28%
26.58%
-0.30
-0.50
-9.86%
227
16.99%
-0.44
-1.07
 Rank: 390
 
KOBAS
 
Q9 contest
-0.44
09/20/2017 01:47
170920E2Q675XKJJL_v2
1.25%
2.00%
0.59
1.01
3.03%
227
2.52%
-0.44
2.40
 Rank: 391
 
KOBAS
 
Q9 contest
-0.45
09/20/2017 01:49
170920E2Q675XKJJL_v3
1.48%
2.17%
0.65
1.16
3.03%
227
2.51%
-0.45
2.42
 Rank: 392
 
danielkscarmo
 
Q9 contest
-0.45
09/30/2017 21:09
qaqee925b
12.32%
4.27%
2.93
5.71
-1.12%
227
2.87%
-0.45
-0.72
 Rank: 393
 
ol
 
Q9 contest
-0.48
04/14/2017 15:56
ts8_5
2.22%
6.04%
0.59
0.79
-7.55%
224
5.59%
-0.48
-1.86
 Rank: 394
 
durasm
 
Q9 contest
-0.48
09/25/2017 02:14
Hysteric_GA_v2
33.69%
15.86%
2.17
3.93
-0.27%
227
14.80%
-0.48
-0.03
 Rank: 395
 
charless
 
Q9 contest
-0.52
09/30/2017 11:58
Vennett
59.57%
5.10%
12.19
31.02
-2.00%
227
4.57%
-0.52
-0.80
 Rank: 396
 
s_poramet
 
Q9 contest
-0.58
04/14/2017 06:18
AE Love Compass
52.43%
7.44%
7.18
15.04
-0.02%
227
6.41%
-0.58
-0.01
 Rank: 397
 
danielkscarmo
 
Q9 contest
-0.60
09/28/2017 23:12
qaqee907a
23.34%
4.95%
4.79
9.87
-2.97%
227
3.33%
-0.60
-1.53
 Rank: 398
 
danielkscarmo
 
Q9 contest
-0.61
09/30/2017 21:07
qaqee923a
20.61%
3.74%
5.58
12.90
-1.80%
227
2.01%
-0.61
-1.56
 Rank: 399
 
mwalimudan
 
Q9 contest
-0.66
09/30/2017 17:17
RecentConvert12Q91
5.50%
4.63%
1.23
2.01
-1.84%
222
2.92%
-0.66
-1.23
 Rank: 400
 
mwalimudan
 
Q9 contest
-0.66
09/30/2017 17:18
RecentConvert12Q92
5.48%
4.59%
1.23
2.02
-1.94%
139
2.97%
-0.66
-1.94