Q

Quantitative trading competition Q5, Guaranteed investments of $2,250,000

JOIN Q5

The biggest algorithmic trading competition with total investments of $2,250,000
Pocket half of the performance fees as long as your algo performs
All eligible trading algorithms that were submitted before April 1st 2016 are now simulated with live data until end of June.
We will announce the winners of the Q5 competition beginning of July 2016.

HOW IT WORKS

Write an algorithmic trading system and submit it to the Quantiacs platform. Your code remains a black box and you always keep the IP for your code. Use Quantiacs’ free futures data and the free and open source backtesting toolbox. There are two main phases you for the competition: The submission period and the live simulation period.

 

SUBMISSION DEADLINE

Submit your trading system before 11:59pm on March 31st, 2016 to compete for total investments of $2,250,000. Once your trading algorithm is uploaded you cannot change it but you can submit a new version of it. The Sharpe Ratio of you backtest makes the first part of your score.

LIVE SIMULATION

All submitted algorithmic trading strategies that were submitted before the deadline will be simulated with live market data from April 1st, 2016 until June 30th, 2016. The Sharpe Ratio of this live simulation makes your second score.

ANNONCING THE WINNERS

The lower of the two scores (Sharpe Ratio backtest & live simulation) makes your final score. We will announce the winners beginning of July. The three best algorithmic trading systems get guaranteed investments of $500,000, $750,000, and $1,000,000.

Good luck!

 

For a detailed collection of all rules please see the official rules.

SCORING

Your overall score in the competition is the single trading system with your highest overall score, which computes as

Min(Sharpe Ratio_backtest, Sharpe Ratio_live)

To score your trading system must
  • Evaluate in less than 10 minutes on our servers
  • Return the same result if it is run twice
  • Not use ex post common knowledge, like for example don’t trade in 2008.
  • Use a maximum lookback of 2520 trading days.

RANKING

Backtest

Live Test April 2016 to June 30 2016

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 1
 
Jenia
 
Q5 contest
3.22
03/31/2016 21:08
Hatchlings
32.98%
9.68%
3.60
6.49
7.67%
523
8.51%
3.22
0.77
 Rank: 2
 
Jenia
 
Q5 contest
2.32
03/31/2016 22:27
ALittleBitExtra
41.28%
9.64%
4.59
8.40
-0.90%
608
7.03%
2.32
-0.09
 Rank: 3
 
leoluo
 
Q5 contest
2.02
03/31/2016 16:11
leoluo_linear201603311811
70.22%
36.46%
2.02
3.34
7.38%
608
5.90%
2.50
0.85
 Rank: 4
 
kviggy0
 
Q5 contest
1.62
03/24/2016 05:42
rmlislylml
31.07%
17.74%
1.86
3.12
24.97%
612
16.38%
1.62
1.11
 Rank: 5
 
Jenia
 
Q5 contest
1.43
03/31/2016 23:23
Senor
11.08%
2.82%
4.28
7.56
-4.92%
608
2.29%
1.43
-1.46
 Rank: 6
 
Jenia
 
Q5 contest
1.35
03/30/2016 23:50
brerRabbit
48.58%
9.25%
5.77
10.58
-16.85%
608
6.84%
1.35
-1.68
 Rank: 7
 
kviggy0
 
Q5 contest
1.20
03/25/2016 06:01
Pigeon
39.29%
22.09%
1.93
3.11
8.75%
607
19.27%
1.20
0.32
 Rank: 8
 
Jenia
 
Q5 contest
1.14
03/30/2016 23:51
ReinardTheFox
48.28%
9.40%
5.44
10.43
0.34%
504
7.02%
1.14
0.04
 Rank: 9
 
Jenia
 
Q5 contest
1.07
03/31/2016 23:46
Echo
11.62%
2.70%
4.66
9.03
0.48%
608
2.67%
1.07
0.12
 Rank: 10
 
kviggy0
 
Q5 contest
0.98
03/07/2016 06:25
sharpPulse201603071956
9.23%
9.71%
0.98
1.61
13.02%
601
8.64%
4.08
1.14
 Rank: 11
 
tradx2
 
Q5 contest
0.94
03/31/2016 15:16
BEESPA
3.62%
4.20%
0.94
1.47
-3.69%
613
2.97%
2.98
-0.87
 Rank: 12
 
tradx2
 
Q5 contest
0.94
03/31/2016 15:58
BEESPAX
3.63%
4.20%
0.94
1.47
-3.45%
608
2.97%
2.98
-0.82
 Rank: 13
 
tm1000
 
Q5 contest
0.83
03/27/2016 00:48
FuturesDream3
5.71%
7.78%
0.83
1.20
-5.04%
607
8.22%
1.68
-0.41
 Rank: 14
 
tradx2
 
Q5 contest
0.83
03/31/2016 12:12
BEESPA
4.16%
5.41%
0.83
1.31
-0.78%
608
4.74%
6.38
-0.12
 Rank: 15
 
kviggy0
 
Q5 contest
0.80
03/07/2016 03:56
speedKnife201603071727
7.47%
9.44%
0.80
1.32
13.79%
601
8.00%
4.08
1.33
 Rank: 16
 
zzzzzzls
 
Q5 contest
0.80
03/07/2016 07:16
trendfollowing201603072317
5.99%
7.09%
0.80
1.30
19.93%
608
6.45%
2.83
1.97
 Rank: 17
 
js431
 
Q5 contest
0.78
03/31/2016 21:38
hovercraft01
4.08%
5.53%
0.78
1.25
0.69%
523
5.44%
1.69
0.10
 Rank: 18
 
eknylvac
 
Q5 contest
0.76
03/31/2016 13:26
realdeal2
7.35%
8.14%
1.00
1.48
-8.58%
608
5.52%
0.76
-1.01
 Rank: 19
 
kviggy0
 
Q5 contest
0.75
03/06/2016 22:01
koya201603071132
7.44%
10.62%
0.75
1.17
4.74%
601
9.93%
4.94
0.36
 Rank: 20
 
tm1000
 
Q5 contest
0.75
03/25/2016 20:36
FuturesDream2
4.67%
7.06%
0.75
1.08
-4.64%
607
6.69%
1.77
-0.46
 Rank: 21
 
eknylvac
 
Q5 contest
0.74
03/30/2016 20:06
realdeal
7.52%
8.32%
0.99
1.48
-7.65%
609
5.64%
0.74
-0.88
 Rank: 22
 
victoryu0720
 
Q5 contest
0.74
03/31/2016 12:05
Beta
7.48%
8.32%
0.99
1.47
-8.69%
608
5.65%
0.74
-1.00
 Rank: 23
 
tm1000
 
Q5 contest
0.73
03/25/2016 12:23
FuturesDream1
4.78%
7.06%
0.73
1.11
1.35%
607
6.62%
2.87
0.14
 Rank: 24
 
Skewness
 
Q5 contest
0.70
03/22/2016 09:57
FixedIncome
1.78%
2.83%
0.70
1.04
-2.69%
601
1.79%
1.66
-1.10
 Rank: 25
 
Skewness
 
Q5 contest
0.70
03/22/2016 09:58
FixedIncome2
1.78%
2.84%
0.70
1.04
-3.07%
518
1.81%
1.66
-1.42