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: 401
 
DamienS
 
Q9 contest
-0.68
05/06/2017 06:52
trendfollowing_23201705060852
1.28%
5.93%
0.22
0.35
-1.16%
227
3.57%
-0.68
-0.61
 Rank: 402
 
s_poramet
 
Q9 contest
-0.69
09/23/2017 07:59
EGV Stretched
2.36%
1.50%
1.57
2.51
0.47%
227
0.96%
-0.69
0.98
 Rank: 403
 
Krishna
 
Q9 contest
-0.72
09/30/2017 16:53
Trend1
-11.60%
16.33%
-0.72
-1.07
-1.01%
227
14.93%
-0.41
-0.13
 Rank: 404
 
Krishna
 
Q9 contest
-0.72
09/30/2017 18:13
Trend1
-11.60%
16.33%
-0.72
-1.07
-1.01%
227
14.93%
-0.41
-0.13
 Rank: 405
 
s_poramet
 
Q9 contest
-0.74
04/14/2017 02:22
Arch Coin
19.20%
5.31%
3.65
6.60
0.91%
227
4.13%
-0.74
0.43
 Rank: 406
 
durasm
 
Q9 contest
-0.75
09/21/2017 03:36
US4984449A_v2
25.57%
13.62%
1.94
3.67
-7.40%
227
11.41%
-0.75
-1.24
 Rank: 407
 
Krishna
 
Q9 contest
-0.75
09/30/2017 18:14
Trend1
-12.18%
16.38%
-0.75
-1.12
-2.02%
227
15.18%
-0.49
-0.26
 Rank: 408
 
Krishna
 
Q9 contest
-0.75
09/30/2017 18:12
Trend2
-12.18%
16.38%
-0.75
-1.12
-2.02%
227
15.18%
-0.49
-0.26
 Rank: 409
 
s_poramet
 
Q9 contest
-0.82
04/14/2017 02:41
Arch Farmer
73.13%
7.42%
9.85
23.64
4.45%
142
6.03%
-0.82
2.43
 Rank: 410
 
charless
 
Q9 contest
-0.83
09/30/2017 12:00
Cash
241.37%
9.35%
26.76
90.49
-8.81%
227
5.82%
-0.83
-2.48
 Rank: 411
 
mcrugby
 
Q9 contest
-0.94
05/06/2017 07:41
trendfollowing201705061641
1.63%
19.51%
0.09
0.13
-2.14%
227
8.59%
-0.94
-0.44
 Rank: 412
 
charless
 
Q9 contest
-0.98
09/30/2017 11:58
Burry
128.53%
6.42%
20.62
76.98
-3.52%
227
4.35%
-0.98
-1.51
 Rank: 413
 
Jenia
 
Q9 contest
-1.06
04/14/2017 23:47
Attention
27.81%
7.07%
3.97
7.90
1.55%
227
4.08%
-1.06
0.75
 Rank: 414
 
durasm
 
Q9 contest
-1.07
09/21/2017 03:34
US20060196862_v4
26.66%
12.41%
2.20
4.48
-2.85%
227
10.12%
-1.07
-0.53
 Rank: 415
 
MAOMAO
 
Q9 contest
-1.11
08/30/2017 10:55
F_combine_no_metal
13.33%
7.11%
1.93
3.20
-6.05%
227
5.37%
-1.11
-2.01
 Rank: 416
 
MAOMAO
 
Q9 contest
-1.11
08/30/2017 10:57
F_combine_inturn_v2
13.33%
7.11%
1.93
3.20
-6.05%
227
5.37%
-1.11
-2.01
 Rank: 417
 
MAOMAO
 
Q9 contest
-1.11
08/30/2017 12:38
F_combine_inturn_v2
13.33%
7.11%
1.93
3.20
-6.05%
227
5.37%
-1.11
-2.01
 Rank: 418
 
MAOMAO
 
Q9 contest
-1.11
08/30/2017 13:25
F_combine_inturn_no_metal
13.33%
7.11%
1.93
3.20
-6.05%
227
5.37%
-1.11
-2.01
 Rank: 419
 
durasm
 
Q9 contest
-1.11
09/25/2017 02:14
Hysteresis_GA_OF_v3
125.40%
10.66%
12.00
28.09
2.24%
142
14.37%
-1.11
0.49
 Rank: 420
 
danielkscarmo
 
Q9 contest
-1.14
09/30/2017 21:10
qaqee926b
17.53%
5.50%
3.21
6.81
-0.75%
232
3.11%
-1.14
-0.40
 Rank: 421
 
danielkscarmo
 
Q9 contest
-1.14
09/28/2017 22:36
qaqee901b
12.68%
3.54%
3.61
7.46
-0.36%
227
1.94%
-1.14
-0.35
 Rank: 422
 
KOBAS
 
Q9 contest
-1.15
09/25/2017 01:27
170925E1Q67708XXKJJA
1.49%
5.09%
0.33
0.46
1.94%
222
14.09%
-1.15
0.26
 Rank: 423
 
s_poramet
 
Q9 contest
-1.16
09/20/2017 10:42
Director - Outer Circle
5.53%
4.16%
1.43
2.27
-7.72%
227
4.15%
-1.16
-3.23
 Rank: 424
 
danielkscarmo
 
Q9 contest
-1.28
09/30/2017 21:10
qaqee926a
21.65%
8.67%
2.52
5.09
-1.04%
227
5.90%
-1.28
-0.31
 Rank: 425
 
Aug
 
Q9 contest
-1.28
09/07/2017 10:03
SMA_OPT_MA
-2.40%
4.74%
-0.50
-0.80
-1.31%
227
3.58%
-1.28
-0.68