Quantitative trading competition Q9, 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 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. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 226
 
ccchoo881
 
Q9 contest liquid
0.38
09/11/2017 02:01
temp
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 227
 
Zhilin123
 
Q9 contest
0.38
09/11/2017 03:24
trading_system
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 228
 
JessicaGu
 
Q9 contest
0.38
09/02/2017 17:45
yg_test_090217
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 229
 
nitin
 
Q9 contest
0.38
09/02/2017 02:47
quantiacs_test
2.30%
5.92%
0.38
0.62
1.87%
3.71%
1.00
1.45
 Rank: 230
 
tradertanmay
 
Q9 contest liquid
0.38
09/26/2017 09:38
temp
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 231
 
tradertanmay
 
Q9 contest
0.38
09/26/2017 09:38
temp
2.30%
5.92%
0.38
0.62
1.87%
3.71%
1.00
1.45
 Rank: 232
 
bdista
 
Q9 contest
0.38
09/29/2017 07:35
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 233
 
johannventer2@gmail.com
 
Q9 contest
0.38
06/22/2017 07:52
sample1
2.30%
5.91%
0.38
0.62
2.10%
3.76%
1.51
1.65
 Rank: 234
 
vinod
 
Q9 contest
0.38
08/31/2017 00:53
trendFollowing
2.08%
5.75%
0.38
0.58
-1.65%
3.42%
0.90
-0.88
 Rank: 235
 
michaelabera
 
Q9 contest liquid
0.37
07/24/2017 11:41
temp
4.47%
11.67%
0.37
0.63
3.60%
9.04%
0.79
1.19
 Rank: 236
 
mcrugby
 
Q9 contest liquid
0.37
05/06/2017 13:13
seleccion_activos6mayo2017201705062213
2.21%
5.97%
0.37
0.58
0.52%
3.92%
2.32
0.24
 Rank: 237
 
Daveyjam182
 
Q9 contest liquid
0.37
07/17/2017 19:00
Trend_Following2
2.30%
6.31%
0.37
0.58
-0.36%
3.89%
1.09
-0.17
 Rank: 238
 
bstuddard
 
Q9 contest
0.36
05/30/2017 19:58
Test_One
2.05%
5.87%
0.36
0.56
-1.99%
3.50%
0.96
-1.01
 Rank: 239
 
brianjames235
 
Q9 contest
0.36
07/09/2017 09:27
bjmTrendFollowing6
2.06%
5.86%
0.36
0.57
-1.29%
3.47%
0.92
-0.67
 Rank: 240
 
kaves23
 
Q9 contest liquid
0.35
09/05/2017 12:50
First Quantics Alorythm commented
1.88%
5.71%
0.35
0.51
-2.22%
3.95%
1.95
-1.00
 Rank: 241
 
charless
 
Q9 contest
0.34
09/30/2017 11:58
Baum
93.84%
5.21%
18.84
65.91
-1.22%
3.65%
0.34
-0.65
 Rank: 242
 
feddie27
 
Q9 contest
0.33
06/12/2017 15:27
temp
1.98%
5.67%
0.33
0.55
2.45%
3.96%
2.36
1.75
 Rank: 243
 
GuysGoodJobThere
 
Q9 contest liquid
0.33
07/14/2017 03:03
trendfollowing201707141803
1.99%
5.89%
0.33
0.54
1.37%
3.63%
0.97
0.69
 Rank: 244
 
austinmw
 
Q9 contest
0.33
09/02/2017 14:08
trendFollowing
1.96%
5.71%
0.33
0.54
2.70%
3.66%
1.98
2.13
 Rank: 245
 
ptoolis
 
Q9 contest
0.31
09/12/2017 10:52
spbayes_ewma
0.24%
0.70%
0.31
0.53
0.78%
1.20%
4.89
1.03
 Rank: 246
 
adelaidetrader
 
Q9 contest
0.30
04/14/2017 03:59
3mash
1.96%
6.82%
0.30
0.46
-1.36%
5.34%
2.34
-0.45
 Rank: 247
 
s_poramet
 
Q9 contest liquid
0.30
05/19/2017 08:35
Reseed Refeed 77 Low
56.24%
6.44%
8.79
20.17
3.83%
3.80%
0.30
1.95
 Rank: 248
 
s_poramet
 
Q9 contest
0.29
09/29/2017 01:38
Rin Baked
3.98%
1.93%
2.11
3.63
-1.09%
1.61%
0.29
-1.21
 Rank: 249
 
TristamQuant
 
Q9 contest liquid
0.29
06/13/2017 13:09
trendFollowing
1.59%
5.73%
0.29
0.43
-1.94%
4.00%
1.63
-0.88
 Rank: 250
 
TristamQuant
 
Q9 contest
0.29
06/13/2017 13:27
trendFollowing
1.59%
5.73%
0.29
0.43
-1.94%
4.00%
1.63
-0.88