The Q4 Algorithmic Trading Competition was the most successful contest with more than 140 submissions. Q4 was launched in October 2015. The backtests were extremely promising with a mean Sharpe Ratio of >1. After verifying the final results, we are thrilled to announce the winners of the Q4 Competition:
1.) DrKodiak gets an initial investment of $1,000,000
2.) AJackson gets an initial investment of $750,000
3.) s_poramet gets an initial investment of $500,000
DrKodiak’s top system achieved a score of 4.02 -- the SR of his backtest. In the live period his system achieved an impressive SR of 5.3. With a volatility of 30.8% DrKodiak’s winning system is nothing for bad nerves though. This is about ten times the volatility of AJackson’s trading algorithm, who made the second place with a score of 1.38. In the live trading AJackson’s system performed even better. S_poramet is coming in as number three with a score of 1.36.
We are going to start trading the three systems by end of next week. Congratulations to the winners and thanks to everybody who participated in the Q4 competition!
Q5 ALGORITHMIC TRADING COMPETITION
We started to simulate all submitted systems on live-data. This live simulation will go for three months until end of June 2016. The race for the next $2.25M is on. We wish all participants good luck in the live phase and see you in the next competition!
The Quantiacs Team