Quantitative trading competition Q9, Guaranteed investments of $2,250,000

JOIN Q9

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 October 1 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:   09/30/2017  (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 4 months with live market data.
                                                                                    Live simulation period:   10/01/2017 – 01/31/2018  (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 in February 2018. 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 Oct. 2017 to Jan. 31 2018

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
 
s_poramet
 
Q9 contest
3.28
04/14/2017 02:54
Arch Vault
57.97%
12.88%
4.54
9.02
7.36%
227
10.66%
3.28
1.34
 Rank: 2
 
s_poramet
 
Q9 contest
2.99
04/14/2017 02:10
Arch XDI
31.43%
10.15%
3.14
5.57
-1.48%
227
7.53%
2.99
-0.31
 Rank: 3
 
danielkscarmo
 
Q9 contest
2.89
09/28/2017 22:37
qaqee903a
16.98%
3.47%
4.91
10.64
1.74%
227
2.14%
2.89
1.42
 Rank: 4
 
s_poramet
 
Q9 contest
2.79
09/24/2017 01:33
Mini Experiment
37.98%
13.58%
2.79
5.03
9.25%
227
8.39%
2.98
2.14
 Rank: 5
 
charless
 
Q9 contest
2.76
09/29/2017 10:23
Tuld
93.62%
7.64%
12.45
31.80
4.56%
227
5.37%
2.76
1.64
 Rank: 6
 
mwalimudan
 
Q9 contest
2.44
09/30/2017 17:12
JustTesting26Q91
16.93%
6.89%
2.44
4.53
6.82%
227
4.70%
3.19
2.91
 Rank: 7
 
s_poramet
 
Q9 contest
2.36
09/30/2017 03:38
Breeze Rainbow
8.75%
3.70%
2.36
4.19
0.45%
142
2.93%
2.88
0.45
 Rank: 8
 
s_poramet
 
Q9 contest
2.35
09/30/2017 03:39
Breeze Code20
7.24%
3.14%
2.35
4.07
-0.88%
227
2.76%
2.38
-0.59
 Rank: 9
 
Jenia
 
Q9 contest
2.26
04/14/2017 23:52
CleanWindows
20.36%
6.60%
3.08
5.85
5.07%
227
4.15%
2.26
2.31
 Rank: 10
 
s_poramet
 
Q9 contest
2.18
09/30/2017 03:37
Breeze Normal
9.95%
4.55%
2.18
3.79
1.03%
142
3.48%
2.69
0.84
 Rank: 11
 
s_poramet
 
Q9 contest
2.02
05/17/2017 02:33
Reincarnated Act
31.13%
4.39%
7.18
15.91
1.36%
228
3.50%
2.02
0.76
 Rank: 12
 
s_poramet
 
Q9 contest
1.92
05/17/2017 04:40
Reincarnated Shining Baby
41.18%
4.79%
8.69
20.60
4.75%
227
3.96%
1.92
2.61
 Rank: 13
 
mwalimudan
 
Q9 contest
1.91
09/30/2017 15:46
JustTesting4Q91
6.92%
3.81%
1.91
3.06
1.92%
227
7.44%
2.95
0.42
 Rank: 14
 
s_poramet
 
Q9 contest
1.89
09/26/2017 09:14
Grace Stretched
6.67%
2.86%
2.33
4.07
0.53%
142
2.77%
1.89
0.59
 Rank: 15
 
s_poramet
 
Q9 contest
1.88
05/19/2017 08:30
Reseed Refeed 77
36.31%
3.36%
11.05
27.29
-0.59%
227
3.33%
1.88
-0.32
 Rank: 16
 
s_poramet
 
Q9 contest
1.79
09/29/2017 04:30
MHouse Normal
7.38%
3.97%
1.85
3.24
0.84%
142
2.12%
1.79
1.19
 Rank: 17
 
mwalimudan
 
Q9 contest
1.78
09/30/2017 15:56
JustTesting12dQ91
7.49%
2.63%
2.84
5.60
2.14%
142
2.65%
1.78
2.72
 Rank: 18
 
s_poramet
 
Q9 contest
1.72
09/19/2017 11:02
Director - Generally
5.25%
3.11%
1.72
2.77
-0.58%
227
2.69%
1.83
-0.36
 Rank: 19
 
s_poramet
 
Q9 contest
1.67
09/20/2017 10:42
Director - Inner Circle Stretched
0.82%
0.50%
1.67
2.78
0.60%
227
0.65%
1.86
1.74
 Rank: 20
 
s_poramet
 
Q9 contest
1.65
09/30/2017 04:48
Breeze Relaxed
5.13%
3.08%
1.65
2.85
1.06%
123
2.64%
1.97
1.49
 Rank: 21
 
mwalimudan
 
Q9 contest
1.62
09/30/2017 17:26
JustTesting4cQ91
6.00%
2.76%
2.20
3.92
1.61%
227
3.24%
1.62
0.88
 Rank: 22
 
s_poramet
 
Q9 contest
1.58
09/19/2017 11:03
Director - Minimalist
5.63%
3.02%
1.93
3.21
-1.99%
227
3.07%
1.58
-1.13
 Rank: 23
 
s_poramet
 
Q9 contest
1.58
09/23/2017 00:23
DirectDirector - General
5.87%
3.74%
1.58
2.67
0.47%
227
3.19%
2.35
0.27
 Rank: 24
 
Jenia
 
Q9 contest
1.52
04/14/2017 23:51
NeIce
17.59%
6.59%
2.69
4.89
0.28%
227
3.13%
1.52
0.18
 Rank: 25
 
Jenia
 
Q9 contest
1.52
04/14/2017 23:49
Value
22.57%
7.26%
3.13
5.79
1.87%
232
4.13%
1.52
0.88