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: 351
 
jrrdeshmukh
 
Q9 contest liquid
0.00
04/14/2017 20:31
evolution201704142331
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 352
 
HubertKaluzny
 
Q9 contest liquid
0.00
04/20/2017 13:55
test1
0.60%
2.10%
0.28
0.44
0.00%
0.00%
0.00
-
 Rank: 353
 
jrrdeshmukh
 
Q9 contest liquid
0.00
04/18/2017 16:45
evolution201704181946
0.00%
-%
-
-
0.00%
0.00%
0.00
-
 Rank: 354
 
KOBAS
 
Q9 contest
0.00
09/22/2017 04:31
170922E1Q420661KJJL
0.13%
0.67%
0.25
0.41
0.88%
2.27%
0.00
0.67
 Rank: 355
 
KOBAS
 
Q9 contest
0.00
09/22/2017 05:06
170922E1Q420661KJJLv2
0.74%
1.82%
0.37
0.77
2.24%
2.04%
0.00
4.22
 Rank: 356
 
mohamed
 
Q9 contest liquid
0.00
09/28/2017 12:54
j
0.95%
3.16%
0.30
0.64
0.00%
0.00%
0.00
-
 Rank: 357
 
charless
 
Q9 contest
-0.02
09/30/2017 12:00
Lassiter
125.90%
6.12%
21.20
78.76
-2.88%
4.44%
-0.02
-1.23
 Rank: 358
 
danielkscarmo
 
Q9 contest liquid
-0.03
09/30/2017 21:09
qaqee925a
11.35%
4.18%
2.75
5.16
-0.67%
2.61%
-0.03
-0.45
 Rank: 359
 
didi97
 
Q9 contest liquid
-0.03
09/29/2017 17:55
SesBetav1
20.63%
14.24%
1.50
2.51
-10.93%
11.71%
-0.03
-1.60
 Rank: 360
 
s_poramet
 
Q9 contest
-0.05
09/24/2017 07:57
CodeVU Minimalist
6.69%
3.58%
1.89
3.39
-0.61%
2.69%
-0.05
-0.43
 Rank: 361
 
charless
 
Q9 contest
-0.05
09/30/2017 11:59
Rickert
54.04%
3.86%
14.60
44.09
-2.84%
2.84%
-0.05
-1.98
 Rank: 362
 
KOBAS
 
Q9 contest liquid
-0.05
09/20/2017 05:20
170920E2Q503XKJJL
2.79%
6.50%
0.43
0.68
4.89%
9.36%
-0.05
1.12
 Rank: 363
 
KOBAS
 
Q9 contest
-0.05
09/19/2017 05:43
170919E2Q873KJJL
2.89%
6.57%
0.44
0.70
4.89%
9.36%
-0.05
1.12
 Rank: 364
 
s_poramet
 
Q9 contest liquid
-0.08
09/26/2017 09:23
VUHL Minimalist
9.53%
4.41%
2.22
3.85
-3.75%
3.49%
-0.08
-1.86
 Rank: 365
 
PS259
 
Q9 contest
-0.08
06/23/2017 06:42
mySystemName
1.35%
5.95%
0.24
0.36
-1.33%
3.79%
-0.08
-0.64
 Rank: 366
 
didi97
 
Q9 contest liquid
-0.14
09/30/2017 15:23
SesAlfav2
21.81%
14.19%
1.60
2.68
-12.78%
11.72%
-0.14
-1.96
 Rank: 367
 
didi97
 
Q9 contest liquid
-0.16
09/30/2017 15:16
SesAlfaversion1
21.61%
14.19%
1.59
2.65
-12.90%
11.73%
-0.16
-1.98
 Rank: 368
 
mrwisdom
 
Q9 contest liquid
-0.16
08/09/2017 15:22
trendFollowing
-0.98%
5.65%
-0.16
-0.27
-2.56%
3.96%
0.48
-1.12
 Rank: 369
 
mwalimudan
 
Q9 contest
-0.16
07/31/2017 04:34
RecentConvert13Q91
11.24%
8.45%
1.38
2.29
-3.71%
6.31%
-0.16
-1.22
 Rank: 370
 
ptoolis
 
Q9 contest liquid
-0.17
09/01/2017 08:55
spbayes
-0.02%
0.14%
-0.17
-0.23
0.02%
0.03%
1.74
2.91
 Rank: 371
 
mwalimudan
 
Q9 contest
-0.17
07/31/2017 02:11
RecentConvert11Q91
11.89%
8.46%
1.46
2.44
-3.84%
6.24%
-0.17
-1.26
 Rank: 372
 
KOBAS
 
Q9 contest
-0.19
09/19/2017 05:45
170919E2Q873KJJL_v2
2.22%
4.21%
0.54
0.83
-0.06%
2.69%
-0.19
-0.07
 Rank: 373
 
s_poramet
 
Q9 contest liquid
-0.20
04/14/2017 03:23
Arch Heat
96.52%
23.96%
4.07
7.28
-1.44%
11.90%
-0.20
-0.23
 Rank: 374
 
s_poramet
 
Q9 contest liquid
-0.21
05/17/2017 04:23
Reincarnated Moon
30.51%
8.13%
3.75
6.89
8.38%
6.37%
-0.21
3.22
 Rank: 375
 
krogman
 
Q9 contest liquid
-0.22
09/30/2017 18:46
mediumgreenonions
-1.69%
7.44%
-0.22
-0.34
-2.49%
5.02%
0.61
-0.87