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: 251
 
paroussisc
 
Q9 contest
0.29
07/26/2017 04:10
crapp_first_one
1.68%
5.88%
0.29
0.46
-0.31%
3.58%
0.73
-0.16
 Rank: 252
 
Daveyjam182
 
Q9 contest liquid
0.29
07/21/2017 09:01
Magic
5.40%
17.32%
0.29
0.48
13.29%
12.74%
5.88
1.64
 Rank: 253
 
s_poramet
 
Q9 contest liquid
0.28
04/14/2017 04:28
Arch Minestrone
85.90%
8.64%
10.12
24.12
-0.85%
6.55%
0.28
-0.24
 Rank: 254
 
administrator
 
Q9 contest
0.28
05/02/2017 15:51
BlankTradingStrategy20175021551
2.05%
7.00%
0.28
0.45
2.76%
5.10%
2.76
1.63
 Rank: 255
 
YaMolekula
 
Q9 contest liquid
0.28
07/23/2017 02:31
mySystemName
1.93%
6.99%
0.28
0.42
0.31%
5.44%
2.76
0.10
 Rank: 256
 
YaMolekula
 
Q9 contest
0.28
07/23/2017 08:32
mySystemName
1.93%
6.99%
0.28
0.42
0.31%
5.44%
2.76
0.10
 Rank: 257
 
rgorlov
 
Q9 contest liquid
0.28
05/14/2017 16:25
momentum201705150124
2.53%
9.29%
0.28
0.41
-0.21%
8.20%
3.88
-0.04
 Rank: 258
 
ngopal
 
Q9 contest liquid
0.27
05/11/2017 14:59
trendFollowing
1.52%
5.77%
0.27
0.41
-0.82%
3.98%
1.08
-0.39
 Rank: 259
 
durasm
 
Q9 contest liquid
0.27
09/21/2017 03:35
US20140138050_v1
184.18%
11.31%
17.00
44.53
-1.65%
13.11%
0.27
-0.24
 Rank: 260
 
SebastianCaan
 
Q9 contest liquid
0.27
05/09/2017 23:51
VWAP algo
1.95%
7.26%
0.27
0.41
4.92%
3.83%
2.30
2.54
 Rank: 261
 
SebastianCaan
 
Q9 contest
0.27
05/09/2017 23:52
VWAP algo
1.95%
7.26%
0.27
0.41
4.92%
3.79%
2.30
2.51
 Rank: 262
 
ptfmiller
 
Q9 contest liquid
0.27
06/28/2017 19:26
SampleUpdate
1.43%
5.62%
0.27
0.40
-1.36%
3.89%
2.57
-0.63
 Rank: 263
 
CaputoNumerics
 
Q9 contest liquid
0.26
08/08/2017 09:17
trendfollowing201708081217
1.43%
5.60%
0.26
0.40
-0.74%
3.90%
2.63
-0.34
 Rank: 264
 
obara
 
Q9 contest liquid
0.25
08/29/2017 03:40
simpleTS
1.83%
7.27%
0.25
0.39
0.23%
5.73%
2.74
0.07
 Rank: 265
 
amangarg96
 
Q9 contest
0.25
05/10/2017 11:52
trading_system
1.83%
7.27%
0.25
0.39
0.23%
5.73%
2.74
0.07
 Rank: 266
 
MoreUpThanDown
 
Q9 contest liquid
0.25
09/30/2017 16:42
LongAllFut
1.83%
7.27%
0.25
0.39
0.23%
5.73%
2.74
0.07
 Rank: 267
 
Sun73
 
Q9 contest liquid
0.25
09/23/2017 13:03
trendfollowing201709231703
1.82%
7.27%
0.25
0.38
0.23%
5.72%
2.74
0.07
 Rank: 268
 
Sun73
 
Q9 contest liquid
0.25
09/23/2017 13:05
sun73
1.82%
7.27%
0.25
0.38
0.23%
5.72%
2.74
0.07
 Rank: 269
 
mcrugby
 
Q9 contest liquid
0.25
05/06/2017 09:28
prueba12222201705061828
1.82%
7.27%
0.25
0.38
0.23%
5.72%
2.74
0.07
 Rank: 270
 
administrator
 
Q9 contest liquid
0.25
05/01/2017 13:05
TrendFollowing20175011305
1.37%
5.72%
0.25
0.38
-1.86%
3.35%
0.29
-0.98
 Rank: 271
 
durasm
 
Q9 contest
0.24
09/25/2017 01:57
Hysteresis_v1
30.40%
16.31%
1.90
3.34
-0.44%
16.21%
0.24
-0.05
 Rank: 272
 
AzureFractal
 
Q9 contest
0.23
04/14/2017 18:06
SkyrmionUltraviolet
27.05%
7.28%
3.73
7.08
-0.69%
6.62%
0.23
-0.29
 Rank: 273
 
yizheng
 
Q9 contest
0.22
05/22/2017 13:39
TrendFollowing20175221339
1.24%
5.81%
0.22
0.34
-1.04%
3.64%
0.46
-0.51
 Rank: 274
 
administrator
 
Q9 contest
0.22
06/15/2017 20:23
TrendFollowing20176152023
1.24%
5.81%
0.22
0.34
-1.04%
3.64%
0.46
-0.51
 Rank: 275
 
SebastianCaan
 
Q9 contest
0.22
05/08/2017 04:28
VWAP algo
3.51%
15.00%
0.22
0.36
10.35%
11.58%
4.28
1.63