Quantitative trading competition Q12, Guaranteed investments of $2,250,000

JOIN Q12
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 January 1 2019
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 back testing toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.
Deadline for trading algorithm submissions:   12/31/2018 (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:   01/01/2019 – 4/30/2019 (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 systems we will take the one with the highest score. We will announce the winners beginning of June 2019. 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 January 2019 to April 30 2019

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 301
 
KOBAS
 
Q12 contest
1.04
11/12/2018 13:22
1810230QKXX83
7.53%
7.11%
1.04
1.69
6.03% 4.13%
4.71
8.72
 Rank: 302
 
KOBAS
 
Q12 contest
1.04
11/29/2018 00:45
1811230QKXX49
2.52%
2.32%
1.04
1.80
0.96% 2.15%
1.37
2.29
 Rank: 303
 
KOBAS
 
Q12 contest
1.04
10/19/2018 09:31
1810110QKXX51
5.86%
5.89%
1.04
1.65
1.72% 4.93%
1.08
1.62
 Rank: 304
 
KOBAS
 
Q12 contest
1.04
11/23/2018 09:19
1811230QKXX2
2.98%
2.76%
1.04
1.77
2.06% 1.92%
3.31
6.56
 Rank: 305
 
KOBAS
 
Q12 contest
1.03
12/23/2018 11:29
181222OR0S0F3LKJJ3
6.57%
10.04%
1.03
1.85
11.10% 11.75%
3.21
6.26
 Rank: 306
 
mwalimudan
 
Q12 contest
1.03
12/29/2018 09:28
RecentConvert2Q12
12.98%
12.03%
1.03
1.75
12.30% 13.28%
3.18
5.16
 Rank: 307
 
KOBAS
 
Q12 contest
1.03
12/29/2018 14:31
181228OR0S0F20HLKJJ8
9.61%
9.66%
1.03
1.54
4.35% 7.13%
1.94
3.42
 Rank: 308
 
KOBAS
 
Q12 contest
1.03
11/23/2018 09:11
1811230QKXX1
3.17%
2.96%
1.03
1.75
2.28% 2.03%
3.50
7.03
 Rank: 309
 
KOBAS
 
Q12 contest
1.02
11/24/2018 15:48
1811230QKXX8
4.89%
4.55%
1.02
1.60
3.03% 2.26%
4.19
7.32
 Rank: 310
 
KOBAS
 
Q12 contest
1.02
10/11/2018 15:03
1810110Q968953KXX3
3.74%
3.49%
1.02
1.74
3.14% 1.86%
5.28
10.46
 Rank: 311
 
KOBAS
 
Q12 contest
1.02
11/25/2018 13:44
1811230QKXX10
4.40%
4.07%
1.02
1.61
3.19% 3.13%
3.20
5.10
 Rank: 312
 
KOBAS
 
Q12 contest
1.02
11/25/2018 13:44
1811230QKXX10
4.37%
4.08%
1.02
1.59
3.19% 3.13%
3.20
5.10
 Rank: 313
 
KOBAS
 
Q12 contest
1.02
11/25/2018 14:23
1811230QKXX11
4.44%
4.17%
1.02
1.74
6.44% 6.17%
3.38
6.80
 Rank: 314
 
KOBAS
 
Q12 contest
1.02
11/27/2018 01:16
1811230QKXX27
4.44%
4.17%
1.02
1.74
6.44% 6.17%
3.38
6.80
 Rank: 315
 
KOBAS
 
Q12 contest
1.01
12/24/2018 15:09
181222OR0S0F3LKJJ12
6.58%
6.57%
1.37
2.26
2.37% 7.29%
1.01
1.86
 Rank: 316
 
KOBAS
 
Q12 contest
1.00
11/28/2018 01:04
1811230QKXX38
2.60%
2.50%
1.00
1.71
1.07% 2.35%
1.39
2.32
 Rank: 317
 
KOBAS
 
Q12 contest
1.00
12/27/2018 15:47
181222OR0S0F3LKJJ29
7.62%
6.28%
1.22
2.04
1.97% 6.13%
1.00
1.65
 Rank: 318
 
KOBAS
 
Q12 contest
1.00
11/28/2018 09:13
1811230QKXX42
2.32%
2.23%
1.00
1.71
0.96% 2.16%
1.36
2.27
 Rank: 319
 
KOBAS
 
Q12 contest
1.00
10/22/2018 05:24
1810110QKXX72
5.05%
3.76%
1.34
2.27
0.85% 2.62%
1.00
1.64
 Rank: 320
 
rawlund
 
Q12 contest
0.99
12/04/2018 08:31
q12_T_1931
18.26%
16.47%
0.99
1.84
8.00% 21.62%
1.22
2.16
 Rank: 321
 
Volatile
 
Q12 contest
0.99
12/31/2018 20:58
SeeSaw
7.02%
6.85%
0.99
1.60
2.65% 2.77%
2.99
5.01
 Rank: 322
 
Volatile
 
Q12 contest
0.99
12/31/2018 21:00
Q12 Long
7.02%
6.85%
0.99
1.60
2.65% 2.77%
2.99
5.01
 Rank: 323
 
fujin
 
Q12 contest
0.99
11/04/2018 08:02
zirtUchQ12dc
4.55%
4.44%
0.99
1.53
5.20% 3.53%
4.72
9.19
 Rank: 324
 
KOBAS
 
Q12 contest
0.99
11/25/2018 15:02
1811230QKXX14
2.44%
2.39%
0.99
1.67
1.56% 1.81%
2.66
5.20
 Rank: 325
 
KOBAS
 
Q12 contest
0.98
10/11/2018 13:15
1810110Q968953KXX1
4.47%
4.26%
0.98
1.69
5.15% 3.01%
5.47
10.66