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: 201
 
mslovegrove
 
Q9 contest
0.38
07/01/2017 04:31
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 202
 
jamespark_27
 
Q9 contest
0.38
06/17/2017 12:01
TestJames2
2.30%
5.92%
0.38
0.62
1.87%
142
3.71%
1.00
1.45
 Rank: 203
 
jamespark_27
 
Q9 contest
0.38
06/17/2017 12:08
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 204
 
mascota
 
Q9 contest
0.38
06/18/2017 02:49
test
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 205
 
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: 206
 
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: 207
 
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: 208
 
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: 209
 
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: 210
 
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: 211
 
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: 212
 
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: 213
 
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: 214
 
Johannes
 
Q9 contest
0.38
07/02/2017 08:04
temp
2.23%
5.89%
0.38
0.61
0.83%
227
3.61%
1.00
0.42
 Rank: 215
 
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: 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
 
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: 220
 
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: 221
 
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: 222
 
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: 223
 
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: 224
 
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
 Rank: 225
 
derek
 
Q9 contest
0.38
08/19/2017 16:09
mySystemName
2.29%
5.90%
0.38
0.62
2.07%
202
3.53%
1.00
1.21