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: 26
 
s_poramet
 
Q9 contest
1.51
09/29/2017 04:35
MHouse Stretched
2.39%
1.31%
1.81
2.96
0.58%
227
0.61%
1.51
1.84
 Rank: 27
 
mwalimudan
 
Q9 contest
1.51
09/30/2017 15:50
JustTesting4Q92
10.17%
6.81%
1.51
2.45
0.94%
227
6.99%
2.84
0.22
 Rank: 28
 
danielkscarmo
 
Q9 contest
1.50
04/14/2017 22:52
qaqee805a
23.46%
5.78%
4.14
8.28
-2.88%
232
4.54%
1.50
-1.05
 Rank: 29
 
s_poramet
 
Q9 contest
1.49
09/23/2017 00:23
DirectDirector - Minimal
4.46%
2.99%
1.49
2.49
0.15%
142
2.83%
1.79
0.15
 Rank: 30
 
s_poramet
 
Q9 contest
1.49
09/17/2017 03:17
Goingly Minimalist
3.82%
2.55%
1.49
2.57
2.51%
227
2.35%
2.82
2.08
 Rank: 31
 
danielkscarmo
 
Q9 contest
1.47
09/29/2017 22:40
qaqee901d
13.00%
3.76%
3.51
6.54
-2.16%
227
2.12%
1.47
-1.85
 Rank: 32
 
s_poramet
 
Q9 contest
1.43
09/23/2017 07:58
EGF Normal
4.85%
3.37%
1.43
2.46
2.75%
227
3.18%
1.85
1.56
 Rank: 33
 
durasm
 
Q9 contest
1.41
07/07/2017 05:54
Q8_MM_Single_Dynamic_v1
128.27%
12.36%
10.64
25.39
4.70%
227
11.14%
1.41
0.96
 Rank: 34
 
s_poramet
 
Q9 contest
1.40
09/26/2017 09:22
VUHL Softened
7.77%
3.07%
2.54
4.53
-0.60%
142
2.62%
1.40
-0.73
 Rank: 35
 
charless
 
Q9 contest
1.37
09/29/2017 11:11
Dale
121.96%
6.07%
20.61
77.35
-1.01%
227
3.80%
1.37
-0.52
 Rank: 36
 
s_poramet
 
Q9 contest
1.37
09/20/2017 10:41
Director - Inner Circle
6.00%
4.35%
1.37
2.33
4.02%
227
4.08%
3.46
1.86
 Rank: 37
 
s_poramet
 
Q9 contest
1.36
09/17/2017 03:15
Goingly
4.79%
3.52%
1.36
2.24
1.88%
227
3.43%
2.56
0.99
 Rank: 38
 
s_poramet
 
Q9 contest
1.36
09/19/2017 11:04
Director - Tester
0.47%
0.22%
2.21
3.65
-0.08%
227
0.26%
1.36
-0.53
 Rank: 39
 
s_poramet
 
Q9 contest
1.33
09/24/2017 00:30
JumboEGF Stretched
1.65%
1.23%
1.33
2.04
0.76%
227
0.74%
3.82
1.89
 Rank: 40
 
mwalimudan
 
Q9 contest
1.31
08/04/2017 09:22
RecentConvert81Q92
11.80%
9.22%
1.31
2.17
3.33%
222
10.44%
1.67
0.61
 Rank: 41
 
s_poramet
 
Q9 contest
1.30
09/26/2017 09:14
Grace Minimalist
9.15%
4.66%
2.03
3.42
-4.17%
227
4.16%
1.30
-1.90
 Rank: 42
 
mwalimudan
 
Q9 contest
1.30
07/31/2017 05:17
RecentConvert81Q9
11.95%
9.45%
1.30
2.14
3.33%
222
10.44%
1.67
0.61
 Rank: 43
 
danielkscarmo
 
Q9 contest
1.29
04/14/2017 22:01
qaqee806b
31.21%
7.18%
4.44
8.75
-4.28%
227
5.34%
1.29
-1.40
 Rank: 44
 
s_poramet
 
Q9 contest
1.28
09/30/2017 08:31
Kindness Slowly
3.62%
2.79%
1.28
2.11
1.88%
142
3.14%
3.91
1.58
 Rank: 45
 
s_poramet
 
Q9 contest
1.28
09/26/2017 09:25
VUHL Baked
3.53%
1.78%
2.07
3.37
-1.78%
227
2.24%
1.28
-1.49
 Rank: 46
 
s_poramet
 
Q9 contest
1.27
09/30/2017 07:14
Kindness Baked
4.68%
3.67%
1.27
2.13
0.67%
142
2.48%
2.49
0.71
 Rank: 47
 
s_poramet
 
Q9 contest
1.26
09/26/2017 09:13
Grace Normal
5.90%
4.64%
1.26
2.11
1.64%
142
3.42%
1.47
1.37
 Rank: 48
 
s_poramet
 
Q9 contest
1.26
09/30/2017 07:26
Kindness Table
10.49%
8.37%
1.26
2.12
1.69%
227
5.77%
2.50
0.54
 Rank: 49
 
s_poramet
 
Q9 contest
1.25
09/24/2017 00:31
JumboEGF Minimax
1.60%
1.25%
1.25
1.90
1.01%
227
0.75%
3.95
2.57
 Rank: 50
 
mwalimudan
 
Q9 contest
1.25
07/31/2017 11:29
Determinist4Q9
9.77%
7.87%
1.25
2.10
2.12%
139
3.83%
1.49
1.81