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: 176
 
Sniperwolf
 
Q9 contest
0.38
05/12/2017 07:12
trendfollowing201705121612
2.26%
5.90%
0.38
0.61
1.01%
232
3.62%
1.00
0.50
 Rank: 177
 
jaikumarm
 
Q9 contest
0.38
05/09/2017 14:05
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 178
 
pejato
 
Q9 contest
0.38
05/09/2017 00:57
LAPTOP
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 179
 
Daveskj
 
Q9 contest
0.38
05/27/2017 00:47
test
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 180
 
zugtrader
 
Q9 contest
0.38
05/27/2017 06:28
trading_system
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 181
 
markbekker77
 
Q9 contest
0.38
05/27/2017 11:23
trendFollowing
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 182
 
tom19235
 
Q9 contest
0.38
06/04/2017 00:18
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 183
 
brandonlattt
 
Q9 contest
0.38
06/05/2017 21:21
temp
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 184
 
sanctyalpha
 
Q9 contest
0.38
04/29/2017 06:48
temp
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 185
 
nmirman
 
Q9 contest
0.38
04/30/2017 20:20
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 186
 
kharma
 
Q9 contest
0.38
05/08/2017 16:56
Trend Following - Quantiacs Example Source
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 187
 
kharma
 
Q9 contest
0.38
05/08/2017 19:01
Trend Following - Quantiacs Example Source
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 188
 
Vasek
 
Q9 contest
0.38
04/14/2017 16:29
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 189
 
alfredaita
 
Q9 contest
0.38
04/15/2017 04:48
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 190
 
bludso4L
 
Q9 contest
0.38
04/26/2017 11:07
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 191
 
cohomology
 
Q9 contest
0.38
04/21/2017 23:37
cohomology
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 192
 
ryanparker
 
Q9 contest
0.38
06/10/2017 14:58
system
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 193
 
luisfelipe2091
 
Q9 contest
0.38
06/15/2017 02:59
temp
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 194
 
rits
 
Q9 contest
0.38
06/15/2017 10:10
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 195
 
rits
 
Q9 contest
0.38
06/15/2017 10:13
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 196
 
hector
 
Q9 contest
0.38
06/24/2017 00:52
tradealgo1
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 197
 
avdomm
 
Q9 contest
0.38
06/14/2017 11:16
temp
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 198
 
NABIL
 
Q9 contest
0.38
06/27/2017 11:59
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 199
 
christso
 
Q9 contest
0.38
06/27/2017 20:05
TrendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 200
 
mslovegrove
 
Q9 contest
0.38
07/01/2017 04:31
trendFollowing
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45