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: 476
 
dc975
 
Q12 contest
0.20
12/16/2018 04:17
test
1.64%
7.30%
0.20
0.35
3.39% 5.30%
2.01
3.61
 Rank: 477
 
harrisonshen
 
Q12 contest
0.20
09/22/2018 01:09
trendFollowing
0.85%
5.53%
0.20
0.24
0.50% 3.55%
0.43
0.76
 Rank: 478
 
Sun73
 
Q12 contest
0.19
12/04/2018 04:21
sun73_v7b_s3v1c2a5am
49.94%
4.78%
11.34
24.28
0.55% 8.79%
0.19
0.28
 Rank: 479
 
andrijagajic
 
Q12 contest
0.19
07/09/2018 13:19
linearRegression201807092219
2.03%
9.12%
0.19
0.34
1.75% 2.85%
1.95
0.00
 Rank: 480
 
hediaza
 
Q12 contest
0.19
12/10/2018 07:55
svm
2.04%
10.33%
0.19
0.31
7.88% 7.26%
3.57
7.05
 Rank: 481
 
hediaza
 
Q12 contest
0.19
12/10/2018 07:56
svm
2.02%
10.33%
0.19
0.31
7.88% 7.26%
3.57
7.05
 Rank: 482
 
hediaza
 
Q12 contest
0.19
12/10/2018 07:56
svm
2.04%
10.33%
0.19
0.31
7.88% 7.26%
3.57
7.05
 Rank: 483
 
hstayte
 
Q12 contest
0.18
12/28/2018 13:13
NotsoMagicAlgorithm17
5.66%
4.89%
1.13
1.81
0.12% 2.09%
0.18
0.33
 Rank: 484
 
Sun73
 
Q12 contest
0.17
11/14/2018 11:38
sun73_v6e_r0p5s5_rev1
44.81%
5.18%
8.66
23.64
0.18% 3.17%
0.17
0.28
 Rank: 485
 
mwalimudan
 
Q12 contest
0.15
12/19/2018 02:28
EnergeticTesting
28.97%
23.35%
1.23
2.10
0.46% 9.16%
0.15
0.27
 Rank: 486
 
swgraham
 
Q12 contest
0.15
12/12/2018 20:10
myFirstSystem
0.75%
5.39%
0.15
0.21
2.24% 3.38%
2.06
3.90
 Rank: 487
 
charless
 
Q12 contest
0.14
11/14/2018 17:39
Q12-034
39.58%
4.28%
9.55
23.42
0.17% 3.61%
0.14
0.25
 Rank: 488
 
KOBAS
 
Q12 contest
0.12
10/26/2018 08:57
1810230QKXX32
9.49%
11.30%
1.45
2.37
0.36% 9.57%
0.12
0.19
 Rank: 489
 
KOBAS
 
Q12 contest
0.11
10/22/2018 05:31
1810110QKXX78
8.63%
6.23%
1.37
2.19
0.14% 3.82%
0.11
0.16
 Rank: 490
 
KOBAS
 
Q12 contest
0.11
12/27/2018 08:41
181222OR0S0F3LKJJ24
6.29%
8.20%
1.26
2.14
0.25% 7.14%
0.11
0.18
 Rank: 491
 
KOBAS
 
Q12 contest
0.10
12/17/2018 05:58
181211OR0S0FKJJ6
6.02%
8.37%
1.18
1.86
0.28% 8.13%
0.10
0.15
 Rank: 492
 
KOBAS
 
Q12 contest
0.09
12/12/2018 13:51
181212OR0S0FKJJ4
9.63%
7.19%
1.31
2.20
0.17% 5.57%
0.09
0.15
 Rank: 493
 
KOBAS
 
Q12 contest
0.09
12/12/2018 13:48
181212OR0S0FKJJ3
8.29%
6.29%
1.30
2.16
0.16% 5.44%
0.09
0.15
 Rank: 494
 
KOBAS
 
Q12 contest
0.09
11/08/2018 14:21
1810230QKXX79
3.74%
8.15%
1.30
2.00
0.17% 6.20%
0.09
0.13
 Rank: 495
 
KOBAS
 
Q12 contest
0.08
12/23/2018 13:53
181223OCOMBKJJ4
6.01%
4.22%
1.39
2.30
0.10% 3.90%
0.08
0.15
 Rank: 496
 
mwalimudan
 
Q12 contest
0.06
10/31/2018 07:01
CongenitalOptimist
21.29%
15.67%
1.37
2.25
0.22% 10.48%
0.06
0.09
 Rank: 497
 
KOBAS
 
Q12 contest
0.06
12/15/2018 13:09
181213OR0S0FKJJ3
5.67%
3.96%
1.39
2.31
0.07% 3.67%
0.06
0.11
 Rank: 498
 
KOBAS
 
Q12 contest
0.05
10/18/2018 12:42
1810110QKXX41
9.94%
8.32%
1.67
2.66
0.09% 5.28%
0.05
0.09
 Rank: 499
 
KOBAS
 
Q12 contest
0.05
10/18/2018 12:49
1810110QKXX41
10.11%
8.36%
1.67
2.71
0.09% 5.28%
0.05
0.09
 Rank: 500
 
KOBAS
 
Q12 contest
0.05
12/26/2018 14:12
181222OR0S0F3LKJJ19
4.06%
3.48%
1.19
1.91
0.07% 4.15%
0.05
0.09