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: 201
 
jiantu
 
Q9 contest
0.38
06/19/2017 14:30
tf
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 202
 
fionavarian
 
Q9 contest
0.38
06/19/2017 21:45
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 203
 
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: 204
 
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: 205
 
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: 206
 
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: 207
 
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: 208
 
hskang9
 
Q9 contest
0.38
07/31/2017 05:08
myFirstQuant
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 209
 
Leandro1637BR
 
Q9 contest
0.38
07/30/2017 16:04
Trend Following
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 210
 
Leandro1637BR
 
Q9 contest
0.38
07/30/2017 16:08
Trend Following
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 211
 
michaelabera
 
Q9 contest
0.38
07/21/2017 20:14
temp
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 212
 
alcon13
 
Q9 contest
0.38
07/24/2017 15:10
trendFollowing
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 213
 
dataguru54
 
Q9 contest
0.38
07/24/2017 16:40
charlie
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 214
 
happyhzq
 
Q9 contest
0.38
07/24/2017 19:22
temp
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 215
 
tabulation
 
Q9 contest
0.38
07/25/2017 10:35
Trend_Following_Trading_System
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 216
 
xji
 
Q9 contest
0.38
07/16/2017 08:38
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 217
 
saurinchoksi
 
Q9 contest
0.38
07/16/2017 10:37
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 218
 
sande2jm
 
Q9 contest
0.38
07/16/2017 22:35
trendFollowing
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 219
 
iAmir
 
Q9 contest
0.38
07/04/2017 07:09
main
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 220
 
NonCitrusOranges
 
Q9 contest
0.38
07/09/2017 20:48
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 221
 
gkmanu8
 
Q9 contest
0.38
07/10/2017 12:30
trading
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 222
 
jcianci
 
Q9 contest
0.38
07/11/2017 09:22
quant stragegy test
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 223
 
kaves23
 
Q9 contest
0.38
08/16/2017 12:39
First Quantics Alorythm
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 224
 
aidarbek
 
Q9 contest
0.38
08/17/2017 15:59
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 225
 
traderross
 
Q9 contest
0.38
08/18/2017 14:41
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42