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: 152
 
KOBAS
 
Q9 contest
0.44
09/22/2017 04:11
170922E1Q503860KJJL
0.79%
2.29%
0.44
0.66
3.52%
5.68%
0.70
1.01
 Rank: 153
 
quantkh
 
Q9 contest
0.43
08/05/2017 10:29
svmtest
2.36%
5.59%
0.43
0.66
-0.11%
4.06%
3.12
-0.05
 Rank: 154
 
charless
 
Q9 contest
0.43
09/30/2017 11:59
Campbell
122.63%
6.54%
19.25
66.31
-1.02%
4.57%
0.43
-0.41
 Rank: 155
 
sande2jm
 
Q9 contest
0.42
07/11/2017 21:55
Hello world test
2.33%
5.79%
0.42
0.64
-2.85%
3.78%
2.08
-1.33
 Rank: 156
 
jamespark_27
 
Q9 contest
0.42
06/16/2017 14:22
TestJames
2.34%
5.74%
0.42
0.64
-1.90%
3.75%
2.27
-0.87
 Rank: 157
 
mahidhar
 
Q9 contest
0.42
09/12/2017 00:15
Mahidhar-FirstSystem
2.34%
5.74%
0.42
0.64
-1.90%
3.75%
2.27
-0.87
 Rank: 158
 
mahidhar
 
Q9 contest
0.42
09/11/2017 00:58
Mahidhar-FirstSystem
2.34%
5.74%
0.42
0.64
-1.90%
3.75%
2.27
-0.87
 Rank: 159
 
HubertKaluzny
 
Q9 contest
0.41
04/16/2017 11:56
test1
2.10%
5.29%
0.41
0.61
-0.90%
5.43%
2.25
-0.28
 Rank: 160
 
ol
 
Q9 contest
0.41
04/14/2017 15:55
ts8_3
2.63%
6.98%
0.41
0.60
-2.91%
5.52%
1.36
-0.85
 Rank: 161
 
s_poramet
 
Q9 contest
0.41
09/23/2017 07:58
EGF Minimalist
4.88%
3.19%
1.54
2.64
0.78%
2.75%
0.41
0.51
 Rank: 162
 
dm7
 
Q9 contest
0.39
09/14/2017 02:40
trendFollowing
2.15%
5.66%
0.39
0.60
-0.72%
3.83%
2.22
-0.33
 Rank: 163
 
ProfJ
 
Q9 contest
0.39
04/14/2017 19:36
alsoovertrained201704142036
21.24%
7.25%
2.97
5.46
2.22%
6.53%
0.39
0.63
 Rank: 164
 
whiterogue
 
Q9 contest
0.38
06/07/2017 15:26
exampleSystem201706071826
2.14%
5.75%
0.38
0.60
-1.65%
3.42%
0.90
-0.88
 Rank: 165
 
quant.ajk
 
Q9 contest
0.38
08/27/2017 13:57
trendFollowing
2.19%
5.85%
0.38
0.60
-0.42%
3.79%
1.08
-0.21
 Rank: 166
 
duckhunt
 
Q9 contest
0.38
08/07/2017 21:13
trendFollowing
2.19%
5.85%
0.38
0.60
-0.42%
3.79%
1.08
-0.21
 Rank: 167
 
slowhand
 
Q9 contest
0.38
08/27/2017 01:31
trendfollowing201708271031
2.26%
5.90%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 168
 
Mukwaya
 
Q9 contest
0.38
08/15/2017 17:55
trendfollowing201708152055
2.26%
5.90%
0.38
0.61
1.01%
3.62%
1.00
0.50
 Rank: 169
 
Daveyjam182
 
Q9 contest
0.38
07/17/2017 18:02
Trend_Following
2.26%
5.90%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 170
 
Quip13
 
Q9 contest
0.38
07/23/2017 16:11
trendfollowing201707231911
2.26%
5.90%
0.38
0.61
1.01%
3.62%
1.00
0.50
 Rank: 171
 
gnikol85
 
Q9 contest
0.38
07/24/2017 08:11
trendfollowing201707241811
2.26%
5.90%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 172
 
Kcor
 
Q9 contest
0.38
07/29/2017 12:50
trendfollowing201707292150
2.26%
5.90%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 173
 
jsupes
 
Q9 contest
0.38
06/23/2017 16:44
trendfollowing201706231944
2.26%
5.90%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 174
 
arangana
 
Q9 contest
0.38
06/07/2017 11:12
trendfollowing201706071112
2.26%
5.90%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 175
 
Dannyboy
 
Q9 contest
0.38
05/17/2017 06:49
trendfollowing201705171547
2.26%
5.90%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 176
 
Sniperwolf
 
Q9 contest
0.38
05/12/2017 07:12
trendfollowing201705121612
2.26%
5.90%
0.38
0.61
1.01%
3.62%
1.00
0.50