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: 626
 
KOBAS
 
Q12 contest
-0.62
10/26/2018 08:56
1810230QKXX30
8.64%
7.55%
1.21
1.98
-1.97% 9.42%
-0.62
-1.02
 Rank: 627
 
Sun73
 
Q12 contest
-0.63
11/23/2018 07:46
sun73_v7a_s5v1c2a9a
47.47%
4.53%
10.70
24.93
-0.89% 4.25%
-0.63
-0.99
 Rank: 628
 
KOBAS
 
Q12 contest
-0.64
10/17/2018 14:09
1810110QKXX29
7.72%
7.45%
1.12
1.69
-1.25% 5.90%
-0.64
-0.87
 Rank: 629
 
chojamaru
 
Q12 contest
-0.64
08/22/2018 13:11
temp
0.72%
3.94%
0.18
0.30
-0.60% 2.89%
-0.64
-1.06
 Rank: 630
 
KOBAS
 
Q12 contest
-0.65
12/27/2018 15:58
181222OR0S0F3LKJJ32
9.75%
9.38%
1.48
2.39
-1.57% 7.17%
-0.65
-1.04
 Rank: 631
 
mwalimudan
 
Q12 contest
-0.66
12/31/2018 14:05
EmbrasserLaChance
11.53%
9.28%
1.26
2.09
-1.47% 6.59%
-0.66
-0.95
 Rank: 632
 
mwalimudan
 
Q12 contest
-0.67
12/31/2018 04:52
CongenitalHedgist
10.34%
9.17%
1.14
1.89
-1.23% 5.52%
-0.67
-0.96
 Rank: 633
 
KOBAS
 
Q12 contest
-0.71
12/22/2018 12:02
181220OR0S0F1KJJ10
7.32%
15.05%
1.49
2.40
-5.21% 21.06%
-0.71
-1.05
 Rank: 634
 
bananaiogurt
 
Q12 contest
-0.71
12/11/2018 06:14
EGG
-5.22%
25.33%
-0.22
-0.35
-5.03% 20.80%
-0.71
-1.09
 Rank: 635
 
KOBAS
 
Q12 contest
-0.72
12/24/2018 14:45
181222OR0S0F3LKJJ8
6.86%
7.48%
1.08
1.53
-2.39% 9.87%
-0.72
-1.04
 Rank: 636
 
charless
 
Q12 contest
-0.73
11/02/2018 19:16
Q12-013
41.00%
4.48%
9.33
23.60
-0.78% 3.23%
-0.73
-1.15
 Rank: 637
 
durasm
 
Q12 contest
-0.73
07/12/2018 00:17
Q11_Samorad
97.11%
12.22%
8.27
18.38
-1.68% 6.82%
-0.73
-1.29
 Rank: 638
 
charless
 
Q12 contest
-0.74
11/14/2018 17:39
Q12-035
44.85%
4.41%
10.30
26.77
-0.83% 3.38%
-0.74
-1.23
 Rank: 639
 
KOBAS
 
Q12 contest
-0.74
10/30/2018 03:50
1810230QKXX65
8.51%
6.16%
1.39
2.26
-1.19% 4.81%
-0.74
-1.21
 Rank: 640
 
Sun73
 
Q12 contest
-0.75
11/29/2018 11:46
sun73_v7b_s5v1c2a9a
46.14%
6.11%
8.53
12.95
-4.15% 16.19%
-0.75
-1.31
 Rank: 641
 
KOBAS
 
Q12 contest
-0.75
10/26/2018 02:03
1810230QKXX25
8.41%
15.67%
1.68
2.71
-5.76% 21.96%
-0.75
-1.14
 Rank: 642
 
KOBAS
 
Q12 contest
-0.75
10/15/2018 05:49
1810110QKXX6
6.58%
4.82%
1.37
2.27
-1.10% 4.38%
-0.75
-1.10
 Rank: 643
 
KOBAS
 
Q12 contest
-0.76
12/24/2018 13:52
181222OR0S0F3LKJJ6
3.28%
3.12%
1.08
1.75
-0.79% 3.14%
-0.76
-1.25
 Rank: 644
 
rawlund
 
Q12 contest
-0.76
11/29/2018 12:54
trendFollowing
5.08%
9.62%
0.54
0.87
-2.48% 9.65%
-0.76
-1.55
 Rank: 645
 
KOBAS
 
Q12 contest
-0.77
11/15/2018 06:03
1810230QKXX115
5.73%
5.63%
1.40
2.32
-0.96% 3.72%
-0.77
-1.33
 Rank: 646
 
dpips
 
Q12 contest
-0.78
12/06/2018 05:22
smaTest
-14.16%
39.76%
-0.36
-0.55
-9.30% 32.90%
-0.78
-1.54
 Rank: 647
 
KOBAS
 
Q12 contest
-0.78
12/28/2018 15:33
181228OR0S0F20HLKJJ6
4.07%
3.61%
1.12
1.90
-0.62% 2.40%
-0.78
-1.28
 Rank: 648
 
Sun73
 
Q12 contest
-0.79
11/29/2018 08:58
sun73_v7a_s3v5c2a5b
48.97%
4.60%
10.85
25.26
-1.48% 5.57%
-0.79
-1.28
 Rank: 649
 
durasm
 
Q12 contest
-0.80
12/21/2018 13:07
Careful
97.63%
12.27%
8.14
18.38
-1.94% 7.22%
-0.80
-1.38
 Rank: 650
 
KOBAS
 
Q12 contest
-0.82
10/19/2018 01:59
1810110QKXX42
6.17%
5.37%
1.57
2.63
-1.27% 4.66%
-0.82
-1.40