Quantitative trading competition Q7, Guaranteed investments of $2,250,000

JOIN Q7

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 2017

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 backtesting toolbox.
 

TIME LINE

There are two main phases in the competition: The submission period and the live simulation period.

                                                                          Deadline for trading algorithm submissions:   12/31/2016  (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 3 months with live market data.

                                                                                    Live simulation period:   01/01/2017 – 03/31/2017  (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 system we will take the one with the highest score. We will announce the winners beginning of April 2017. 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 10 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.

Good luck to all participants!

RANKING

Backtest

Live Test Jan. 2017 to March 31 2017

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 1
 
Timeroot
 
Q7 contest
4.40
12/31/2016 19:04
MetamorphicSquirt
24.21%
5.68%
4.40
9.12
3.11%
416
4.11%
5.30
0.84
 Rank: 2
 
Timeroot
 
Q7 contest
3.26
12/31/2016 19:03
MetamorphicBlast
29.90%
6.45%
4.83
9.92
0.57%
415
5.28%
3.26
0.12
 Rank: 3
 
Jenia
 
Q7 contest
3.14
12/25/2016 23:41
Sphere
20.50%
6.62%
3.14
5.88
9.51%
416
3.97%
3.23
2.45
 Rank: 4
 
janchatko
 
Q7 contest
3.03
12/31/2016 19:24
sleepy
16.88%
4.82%
3.59
6.94
5.14%
420
3.85%
3.03
1.43
 Rank: 5
 
janchatko
 
Q7 contest
3.03
12/31/2016 19:27
sleepy
17.17%
4.83%
3.59
7.06
5.63%
311
3.86%
3.03
2.16
 Rank: 6
 
janchatko
 
Q7 contest
3.03
12/31/2016 19:33
sneezy
16.89%
4.82%
3.59
6.94
5.18%
416
3.86%
3.03
1.45
 Rank: 7
 
danielkscarmo
 
Q7 contest
1.73
12/29/2016 10:41
qaqee702b
8.77%
3.39%
2.63
4.95
3.15%
416
2.29%
1.73
1.53
 Rank: 8
 
Jenia
 
Q7 contest
1.53
12/31/2016 17:37
NoPlot
9.99%
6.70%
1.53
2.54
3.44%
415
5.52%
3.27
0.63
 Rank: 9
 
durasm
 
Q7 contest
1.40
12/19/2016 07:01
MI_single_fs
31.09%
16.57%
2.00
3.46
-4.83%
415
19.56%
1.40
-0.26
 Rank: 10
 
brucet30
 
Q7 contest
1.31
12/15/2016 16:48
ephemeris1
13.07%
10.10%
1.31
2.22
7.32%
415
7.53%
1.80
1.01
 Rank: 11
 
mwalimudan
 
Q7 contest
1.27
12/31/2016 08:51
RecentConvert9
8.36%
6.58%
1.27
2.14
10.32%
410
4.84%
2.10
2.17
 Rank: 12
 
DrKodiak
 
Q7 contest
1.25
12/30/2016 21:17
Plutonium
169.34%
27.31%
6.98
13.55
-37.36%
410
25.77%
1.25
-1.41
 Rank: 13
 
DrKodiak
 
Q7 contest
1.25
12/30/2016 22:39
Plutonium
169.34%
27.31%
6.98
13.55
-37.36%
410
25.77%
1.25
-1.41
 Rank: 14
 
DrKodiak
 
Q7 contest
1.25
12/30/2016 21:16
Thorium
169.50%
27.31%
6.98
13.57
-36.33%
410
25.69%
1.25
-1.38
 Rank: 15
 
mwalimudan
 
Q7 contest
1.22
12/31/2016 04:38
RecentConvert8
11.40%
9.35%
1.22
2.04
15.72%
410
9.23%
2.09
1.59
 Rank: 16
 
mwalimudan
 
Q7 contest
1.20
12/31/2016 09:01
RecentConvert10
6.22%
5.24%
1.20
1.95
4.18%
415
4.44%
2.07
0.91
 Rank: 17
 
mwalimudan
 
Q7 contest
1.19
12/31/2016 08:22
Determinist3
4.69%
3.98%
1.19
2.02
2.06%
308
1.46%
1.66
2.06
 Rank: 18
 
mwalimudan
 
Q7 contest
1.17
12/31/2016 04:18
RecentConvert7
9.19%
7.98%
1.17
1.89
5.65%
415
7.58%
2.07
0.70
 Rank: 19
 
mwalimudan
 
Q7 contest
1.14
12/31/2016 07:13
Determinist2
2.70%
2.36%
1.14
1.93
1.48%
415
0.95%
1.62
1.67
 Rank: 20
 
DrKodiak
 
Q7 contest
1.11
12/30/2016 21:17
Uranium
189.51%
30.99%
6.66
12.66
-5.58%
410
21.98%
1.11
-0.27
 Rank: 21
 
mwalimudan
 
Q7 contest
1.07
12/23/2016 05:33
RecentConvert1
9.36%
8.55%
1.07
1.77
17.16%
311
9.10%
1.80
2.39
 Rank: 22
 
Jenia
 
Q7 contest
1.07
12/26/2016 23:30
Bump
6.80%
6.47%
1.07
1.73
2.49%
415
4.20%
1.49
0.58
 Rank: 23
 
mwalimudan
 
Q7 contest
1.07
12/26/2016 12:11
recentconvert0
9.66%
8.96%
1.07
1.75
18.75%
415
9.36%
1.45
1.86
 Rank: 24
 
Jenia
 
Q7 contest
1.02
12/31/2016 16:27
Smize
23.92%
6.94%
3.56
6.32
-1.76%
415
3.73%
1.02
-0.46
 Rank: 25
 
Jenia
 
Q7 contest
1.02
12/31/2016 16:55
EtsyBetsy
7.03%
7.04%
1.02
1.66
1.74%
415
5.57%
2.09
0.33