The competition consists of two parts. Part 1: You submit your system before January 1st, 2016. Part 2: All submissions will be simulated with live market data for three months. We compare the Sharpe Ratio of your backtest with the one of the live simulation. The lower Sharpe Ratio of the two is your final score. The three trading systems with the highest score get investments of $1,000,000, $750,000, and $500,000.
You pocket 50% of the performance fees. You will earn money with your system as long as it performs well. Find the details about the Q4 Competition here.