Quantitative trading competition Q7, 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 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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 101
 
ol
 
Q7 contest liquid
0.00
12/27/2016 21:27
TS71_5
0.00%
0.00%
-
-
0.00%
0.00%
0.00
-
 Rank: 102
 
ol
 
Q7 contest liquid
0.00
12/27/2016 17:35
ts529_ml_sf201612272035
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 103
 
ol
 
Q7 contest liquid
0.00
12/29/2016 23:06
ts536_61_3_sb08_29de
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 104
 
ol
 
Q7 contest liquid
0.00
12/29/2016 23:07
ts536_61_5_sb08_29de
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 105
 
ol
 
Q7 contest liquid
0.00
12/29/2016 23:07
ts536_61_8_sb08_29de
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 106
 
ol
 
Q7 contest liquid
0.00
12/29/2016 23:07
ts536_61_10_sb08_29de
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 107
 
ol
 
Q7 contest liquid
0.00
12/29/2016 23:10
ts536_61_9_29de
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 108
 
funnelDNA
 
Q7 contest liquid
0.00
12/16/2016 08:37
trendfollowing201612161137
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 109
 
jeandarolt
 
Q7 contest
0.00
11/10/2016 18:25
australopithecus
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 110
 
jeandarolt
 
Q7 contest
0.00
11/11/2016 17:37
best_australopithecus
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 111
 
Evolution71
 
Q7 contest liquid
0.00
11/10/2016 02:54
AssetPricer
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 112
 
Evolution71
 
Q7 contest liquid
0.00
10/24/2016 10:27
Tilt
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 113
 
NelsonMok
 
Q7 contest liquid
0.00
09/01/2016 00:35
RSITrading201609011535
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 114
 
NelsonMok
 
Q7 contest liquid
0.00
08/25/2016 22:09
mytrendfollowing201608261309
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 115
 
JeppeFabricius
 
Q7 contest liquid
0.00
09/25/2016 04:42
rsi201609251342
0.01%
0.42%
0.04
0.04
-0.02%
0.63%
0.00
-0.03
 Rank: 116
 
JeppeFabricius
 
Q7 contest liquid
0.00
09/25/2016 04:43
rsi201609251343
0.01%
0.42%
0.04
0.04
-0.02%
0.63%
0.00
-0.03
 Rank: 117
 
JeppeFabricius
 
Q7 contest liquid
0.00
09/25/2016 04:43
rsi201609251343
0.01%
0.42%
0.04
0.04
-0.02%
0.63%
0.00
-0.03
 Rank: 118
 
JeppeFabricius
 
Q7 contest liquid
0.00
09/25/2016 04:43
rsi201609251343
0.01%
0.42%
0.04
0.04
-0.02%
0.63%
0.00
-0.03
 Rank: 119
 
JeppeFabricius
 
Q7 contest liquid
0.00
09/25/2016 04:43
rsi201609251343
0.01%
0.42%
0.04
0.04
-0.02%
0.63%
0.00
-0.03
 Rank: 120
 
christian.dambon
 
Q7 contest liquid
0.00
08/02/2016 05:29
trendfollowing2201608021429
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 121
 
NelsonMok
 
Q7 contest liquid
0.00
08/23/2016 19:42
mytrendfollowing201608241042
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 122
 
DrKodiak
 
Q7 contest liquid
0.00
12/30/2016 21:55
Neptunium
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 123
 
DrKodiak
 
Q7 contest liquid
0.00
12/30/2016 21:55
Americium
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 124
 
DrKodiak
 
Q7 contest liquid
0.00
12/30/2016 22:38
Californium
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 125
 
ol
 
Q7 contest liquid
0.00
12/29/2016 00:01
TS52_5_28
0.00%
-%
-
-
0.00%
0.00%
0.00
-