Quantitative trading competition Q10, Guaranteed investments of $2,250,000

CLOSED

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 February 1 2018

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:   01/31/2018  (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 3 months with live market data.
                                                                                    Live simulation period:   02/01/2018 – 05/31/2018  (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 systems we will take the one with the highest score. We will announce the winners beginning of June 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 Feb. 2018 to May 31 2018

Rank
Name
Score
Upload Date
Trading System
Yearly Perf. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 1
 
Sun73
 
Q10 contest
5.34
01/26/2018 04:51
sun73_v4i
53.14%
6.83%
7.88
19.42
10.84%
6.14%
5.34
2.28
 Rank: 2
 
Sun73
 
Q10 contest
5.34
01/26/2018 04:56
sun73_v4k
68.97%
6.81%
10.31
27.49
10.84%
6.14%
5.34
2.28
 Rank: 3
 
Sun73
 
Q10 contest
5.34
01/26/2018 04:46
sun73_v4h
42.90%
6.86%
6.31
14.69
10.84%
6.14%
5.34
2.28
 Rank: 4
 
Sun73
 
Q10 contest
4.92
01/26/2018 04:36
sun73_v4g
33.81%
6.91%
4.92
10.87
10.84%
6.14%
5.34
2.28
 Rank: 5
 
Sun73
 
Q10 contest
4.64
01/27/2018 09:00
sun73_v5e
104.40%
6.62%
16.16
52.97
12.23%
5.67%
4.64
3.03
 Rank: 6
 
Sun73
 
Q10 contest
3.88
01/26/2018 04:28
sun73_v4f201801261028
26.99%
6.96%
3.88
8.25
10.84%
6.14%
5.34
2.28
 Rank: 7
 
dm7
 
Q10 contest
2.82
11/07/2017 08:37
ada2b
87.50%
30.23%
2.82
5.20
114.19%
21.54%
10.65
6.27
 Rank: 8
 
Sun73
 
Q10 contest
2.76
01/25/2018 15:39
sun73_v4e201801252139
20.11%
7.26%
2.76
5.35
10.84%
6.14%
5.34
2.28
 Rank: 9
 
Sun73
 
Q10 contest
2.75
01/27/2018 11:40
sun73_v5g
120.33%
6.41%
19.24
71.78
14.69%
5.09%
2.75
4.02
 Rank: 10
 
mwalimudan
 
Q10 contest liquid
2.59
01/15/2018 11:33
JustTesting4cQ10extra
13.77%
5.40%
2.59
4.75
1.16%
3.64%
2.70
0.37
 Rank: 11
 
mwalimudan
 
Q10 contest liquid
2.39
01/15/2018 11:54
JustTesting4cQ10big
17.05%
7.23%
2.39
4.36
0.56%
3.68%
2.59
0.17
 Rank: 12
 
Sun73
 
Q10 contest
2.29
01/25/2018 15:22
sun73_v4d201801252122
16.76%
7.23%
2.29
4.43
13.33%
6.54%
5.49
3.51
 Rank: 13
 
mwalimudan
 
Q10 contest liquid
2.29
01/07/2018 03:59
JustTesting4cQ10
14.37%
6.02%
2.43
4.39
0.72%
4.21%
2.29
0.20
 Rank: 14
 
Sun73
 
Q10 contest
2.23
01/29/2018 12:53
sun73_v5h
136.15%
6.39%
21.91
90.34
12.88%
4.90%
2.23
3.47
 Rank: 15
 
mwalimudan
 
Q10 contest liquid
2.17
01/09/2018 15:52
JustTesting12dQ10
14.60%
5.20%
2.86
5.34
1.22%
3.57%
2.17
0.40
 Rank: 16
 
danielkscarmo
 
Q10 contest liquid
2.05
01/31/2018 21:48
qaqee1015a
22.49%
6.28%
3.61
6.69
3.32%
5.36%
2.05
0.73
 Rank: 17
 
Sun73
 
Q10 contest
2.05
01/25/2018 13:39
sun73_v4c201801251939
16.70%
8.56%
2.05
3.39
-1.87%
10.72%
3.87
-0.21
 Rank: 18
 
danielkscarmo
 
Q10 contest liquid
1.91
01/31/2018 23:55
qaqee1004d
16.19%
3.53%
4.56
9.57
3.10%
1.75%
1.91
2.25
 Rank: 19
 
Sun73
 
Q10 contest
1.84
01/27/2018 07:26
sun73_v5d201801271325
126.14%
8.94%
14.56
45.44
21.05%
9.88%
1.84
2.74
 Rank: 20
 
charless
 
Q10 contest
1.83
01/28/2018 16:54
Marvin
28.69%
3.84%
7.83
19.20
8.05%
7.08%
1.83
4.41
 Rank: 21
 
mwalimudan
 
Q10 contest liquid
1.77
01/29/2018 09:04
JustTesting4Q10
12.69%
5.47%
2.36
4.15
1.98%
4.36%
1.77
0.50
 Rank: 22
 
mwalimudan
 
Q10 contest liquid
1.71
01/31/2018 14:27
JustTestingRC5Q10
23.70%
14.08%
1.71
2.92
2.51%
8.41%
2.59
0.34
 Rank: 23
 
KOBAS
 
Q10 contest
1.45
01/07/2018 14:12
180106MSE1Q2237KJJ
9.55%
6.66%
1.45
2.34
1.40%
5.89%
2.16
0.27
 Rank: 24
 
danielkscarmo
 
Q10 contest liquid
1.43
01/31/2018 21:51
qaqee1017a
20.12%
4.15%
4.88
10.39
0.28%
2.47%
1.43
0.13
 Rank: 25
 
charless
 
Q10 contest
1.40
01/28/2018 16:56
chuckie
48.64%
4.80%
11.53
31.54
0.74%
9.94%
1.40
0.13