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: 176
 
rits
 
Q9 contest liquid
0.38
06/15/2017 10:13
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 177
 
NABIL
 
Q9 contest liquid
0.38
06/27/2017 11:59
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 178
 
christso
 
Q9 contest
0.38
06/27/2017 20:05
TrendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 179
 
mslovegrove
 
Q9 contest
0.38
07/01/2017 04:31
trendFollowing
2.30%
5.92%
0.38
0.62
1.87%
3.71%
1.00
1.45
 Rank: 180
 
mslovegrove
 
Q9 contest liquid
0.38
07/01/2017 04:31
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 181
 
Johannes
 
Q9 contest
0.38
07/02/2017 08:04
temp
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 182
 
iAmir
 
Q9 contest
0.38
07/04/2017 07:09
main
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 183
 
jamespark_27
 
Q9 contest
0.38
06/17/2017 12:01
TestJames2
2.30%
5.92%
0.38
0.62
1.87%
3.71%
1.00
1.45
 Rank: 184
 
jamespark_27
 
Q9 contest liquid
0.38
06/17/2017 12:08
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 185
 
mascota
 
Q9 contest
0.38
06/18/2017 02:49
test
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 186
 
jiantu
 
Q9 contest
0.38
06/19/2017 14:30
tf
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 187
 
fionavarian
 
Q9 contest
0.38
06/19/2017 21:45
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 188
 
alfredaita
 
Q9 contest liquid
0.38
04/15/2017 04:48
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 189
 
Vasek
 
Q9 contest liquid
0.38
04/14/2017 16:29
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 190
 
sanctyalpha
 
Q9 contest
0.38
04/29/2017 06:48
temp
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 191
 
nmirman
 
Q9 contest
0.38
04/30/2017 20:20
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 192
 
cohomology
 
Q9 contest
0.38
04/21/2017 23:37
cohomology
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 193
 
bludso4L
 
Q9 contest
0.38
04/26/2017 11:07
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 194
 
jaikumarm
 
Q9 contest
0.38
05/09/2017 14:05
trendFollowing
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 195
 
pejato
 
Q9 contest
0.38
05/09/2017 00:57
LAPTOP
2.30%
5.92%
0.38
0.62
1.87%
3.71%
1.00
1.45
 Rank: 196
 
kharma
 
Q9 contest
0.38
05/08/2017 16:56
Trend Following - Quantiacs Example Source
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 197
 
kharma
 
Q9 contest
0.38
05/08/2017 19:01
Trend Following - Quantiacs Example Source
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 198
 
michaelabera
 
Q9 contest
0.38
07/21/2017 20:14
temp
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42
 Rank: 199
 
alcon13
 
Q9 contest liquid
0.38
07/24/2017 15:10
trendFollowing
2.30%
5.92%
0.38
0.62
1.87%
3.71%
1.00
1.45
 Rank: 200
 
dataguru54
 
Q9 contest liquid
0.38
07/24/2017 16:40
charlie
2.23%
5.89%
0.38
0.61
0.83%
3.61%
1.00
0.42