Quantitative trading competition Q8, Guaranteed investments of $2,250,000

JOIN Q8

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 April 15 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:   04/14/2017  (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:   04/15/2017 – 07/31/2017  (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 August 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 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 April 15 2017 to July 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
 
danielkscarmo
 
Q8 contest
3.32
04/14/2017 12:44
qaqee803a
11.33%
3.46%
3.32
6.60
2.49%
346
2.36%
3.54
1.37
 Rank: 2
 
AzureFractal
 
Q8 contest
2.30
04/10/2017 08:36
EphemeralRollBackTime
6.47%
2.75%
2.46
4.25
-2.84%
344
2.38%
2.30
-1.41
 Rank: 3
 
AzureFractal
 
Q8 contest
2.22
04/12/2017 21:19
SkyrmionTornado
15.06%
6.51%
2.32
4.01
8.14%
349
4.86%
2.22
2.02
 Rank: 4
 
AzureFractal
 
Q8 contest
2.19
04/12/2017 21:01
SkyrmionHDR
14.20%
6.50%
2.19
3.76
6.91%
344
4.83%
2.19
1.75
 Rank: 5
 
AzureFractal
 
Q8 contest
2.17
04/10/2017 08:38
EphemeralNoetherian
7.71%
3.64%
2.17
3.77
-1.60%
259
3.08%
2.38
-0.85
 Rank: 6
 
charless
 
Q8 contest
2.17
04/14/2017 07:29
Belfort
26.61%
5.05%
5.46
10.83
-3.89%
344
3.76%
2.17
-1.28
 Rank: 7
 
AzureFractal
 
Q8 contest
1.97
04/11/2017 09:57
EphemeralReversal
6.98%
2.85%
2.53
4.43
-1.33%
344
2.44%
1.97
-0.67
 Rank: 8
 
mwalimudan
 
Q8 contest
1.93
02/22/2017 08:52
JustTesting4
6.92%
3.81%
1.93
3.06
5.34%
344
6.72%
2.24
0.86
 Rank: 9
 
s_poramet
 
Q8 contest
1.83
04/04/2017 05:20
ABCEasy5
33.59%
9.63%
3.59
6.42
1.00%
344
7.49%
1.83
0.16
 Rank: 10
 
s_poramet
 
Q8 contest
1.82
02/21/2017 05:26
Code233HappyPlusTilt
9.56%
4.69%
2.06
3.54
2.54%
344
3.32%
1.82
0.92
 Rank: 11
 
mwalimudan
 
Q8 contest
1.75
04/04/2017 02:12
JustTesting12r1
18.71%
9.53%
1.94
3.41
16.57%
348
6.87%
1.75
2.86
 Rank: 12
 
s_poramet
 
Q8 contest
1.73
02/19/2017 08:40
Code133HappyPlusContingentSeries
12.71%
7.38%
1.73
2.93
6.00%
345
4.86%
1.96
1.49
 Rank: 13
 
durasm
 
Q8 contest
1.72
04/10/2017 07:18
Osor
10.21%
6.05%
1.72
3.04
-0.23%
344
3.73%
2.03
-0.07
 Rank: 14
 
durasm
 
Q8 contest
1.72
04/12/2017 01:53
Osor
10.21%
6.05%
1.72
3.04
-0.23%
344
3.73%
2.03
-0.07
 Rank: 15
 
mwalimudan
 
Q8 contest
1.71
04/07/2017 02:28
JustTesting12rc50
26.28%
15.03%
1.71
3.04
30.85%
345
10.36%
1.90
3.57
 Rank: 16
 
AzureFractal
 
Q8 contest
1.65
04/11/2017 09:55
EphemeralQuine
7.88%
3.26%
2.51
4.36
-2.62%
344
2.63%
1.65
-1.17
 Rank: 17
 
mwalimudan
 
Q8 contest
1.62
04/07/2017 01:58
JustTesting12rc5
26.13%
15.97%
1.62
2.88
21.99%
344
10.96%
1.94
2.49
 Rank: 18
 
mwalimudan
 
Q8 contest
1.62
03/06/2017 14:55
JustTesting22
6.38%
3.32%
1.99
3.28
3.21%
344
4.51%
1.62
0.83
 Rank: 19
 
mwalimudan
 
Q8 contest
1.62
03/06/2017 14:56
JustTesting23
10.26%
5.62%
1.81
3.07
5.66%
259
3.80%
1.62
2.41
 Rank: 20
 
AzureFractal
 
Q8 contest
1.60
04/12/2017 20:55
SkyrmionSonic
17.05%
6.62%
2.56
4.60
12.79%
345
4.88%
1.60
3.23
 Rank: 21
 
AzureFractal
 
Q8 contest
1.56
04/08/2017 00:13
EphemeralPure
9.69%
3.73%
2.71
4.71
-3.64%
344
3.17%
1.56
-1.43
 Rank: 22
 
AzureFractal
 
Q8 contest
1.56
04/12/2017 20:49
SkyrmionScatter
16.47%
6.61%
2.48
4.43
12.29%
344
4.88%
1.56
3.10
 Rank: 23
 
s_poramet
 
Q8 contest
1.56
02/14/2017 05:26
IntermediateSet333Aggressive
17.94%
11.46%
1.56
2.62
12.81%
344
7.91%
2.23
1.83
 Rank: 24
 
AzureFractal
 
Q8 contest
1.55
04/11/2017 09:55
EphemeralKrull
8.46%
3.80%
2.28
3.89
-0.27%
344
2.86%
1.55
-0.11
 Rank: 25
 
charless
 
Q8 contest
1.54
04/12/2017 17:14
Wildman
53.26%
6.06%
9.10
20.86
-0.27%
344
4.21%
1.54
-0.08