Quantitative trading competition Q13
Guaranteed investments of $2,250,000

CLOSED
Enter 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 August 1, 2019.
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 back testing toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.
Deadline for trading algorithm submissions:   07/31/2019 (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:   08/01/2019 – 11/30/2019 (11:59:59PM PST)

SCORING
Your final score is the lower of your Sharpe Ratio of your backtest, which starts on January 1, 2005, and the Sharpe Ratio of the live simulation (Min[Sharpe Ratio backtest, Sharpe Ratio live]). If you submit several trading systems we will take the one with the highest score. We will announce the winners at the beginning of January 2020. 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)
• Have a live Sharpe Ratio that is no less than the backtest Sharpe ratio divided by two
• Evaluates in less than 30 minutes on our servers (rule of thumb)
• Returns the same result if it is run twice (deterministic)
• Have a backtest Sharpe Ratio greater than 1.0
• Does not use ex post common knowledge (e.g. ‘don’t trade in 2008 and 2009’)
• Uses a maximum lookback of 2520 trading days
 
For a detailed collection of all rules please see the official rules.

RANKING

Backtest

Live Test August 2019 to November 30 2019

Rank
Name
Score
Upload Date
Trading System
Yearly Perf. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 276
 
s_poramet
 
Q13 contest
0.74
01/05/2019 00:08
Swoosh Lvl Gold 90 Mini Reflector
43.94%
9.52%
4.72
8.84
1.75% 7.01%
0.74
1.38
 Rank: 277
 
s_poramet
 
Q13 contest
0.73
01/12/2019 07:44
W Lvlsd Mc1 Bicent 60
10.40%
10.03%
1.20
1.58
2.01% 8.20%
0.73
1.12
 Rank: 278
 
s_poramet
 
Q13 contest
0.73
02/02/2019 02:46
Y LvlSd Mc1 Bicent 60
10.45%
10.03%
1.20
1.59
2.01% 8.20%
0.73
1.12
 Rank: 279
 
s_poramet
 
Q13 contest
0.73
02/04/2019 01:28
First Stack Lvl 66 Selector
25.01%
13.52%
1.80
3.25
3.01% 13.21%
0.73
1.13
 Rank: 280
 
dm7
 
Q13 contest
0.72
07/29/2019 04:06
tsq13ce35aba1b154418dbee7ed913852afe5
151.52%
18.81%
8.83
17.12
3.52% 14.79%
0.72
1.29
 Rank: 281
 
charless
 
Q13 contest
0.71
06/09/2019 10:19
Q13-156.py
54.77%
3.80%
15.05
59.76
0.52% 2.14%
0.71
1.31
 Rank: 282
 
s_poramet
 
Q13 contest
0.71
07/31/2019 08:16
xAll SMA 33
24.89%
7.27%
3.42
6.21
1.36% 5.68%
0.71
1.27
 Rank: 283
 
mwalimudan
 
Q13 contest
0.71
05/09/2019 02:40
SmellItBangQ13
10.74%
10.92%
0.95
1.56
2.25% 9.53%
0.71
1.06
 Rank: 284
 
Troy B
 
Q13 contest
0.71
07/28/2019 21:51
Hedge1A
1.17%
1.96%
0.71
0.87
1.21% 1.85%
1.94
3.41
 Rank: 285
 
s_poramet
 
Q13 contest
0.71
01/16/2019 01:22
W Clamp CNR Duo 2
59.80%
8.42%
7.17
15.50
1.07% 8.31%
0.71
1.13
 Rank: 286
 
s_poramet
 
Q13 contest
0.70
07/13/2019 11:28
Fawny
6.30%
2.75%
2.28
3.93
0.36% 1.50%
0.70
1.14
 Rank: 287
 
charless
 
Q13 contest
0.69
06/08/2019 05:40
Q13-146.py
110.74%
4.11%
28.90
177.54
0.49% 2.08%
0.69
1.32
 Rank: 288
 
s_poramet
 
Q13 contest liquid
0.69
02/17/2019 02:06
Z Lvl Second Stack 66 Selector
47.48%
15.04%
3.48
5.96
2.53% 11.27%
0.69
1.33
 Rank: 289
 
charless
 
Q13 contest
0.68
06/05/2019 20:43
Q13-129.py
43.49%
3.35%
13.92
46.74
0.48% 2.07%
0.68
1.19
 Rank: 290
 
Troy B
 
Q13 contest
0.68
07/29/2019 20:41
July19_V11B
4.68%
7.07%
0.68
1.07
3.12% 8.44%
1.12
1.89
 Rank: 291
 
s_poramet
 
Q13 contest
0.68
07/20/2019 03:37
All I Want For Christmas
18.04%
4.63%
3.92
7.12
0.92% 4.04%
0.68
0.98
 Rank: 292
 
Troy B
 
Q13 contest
0.67
07/31/2019 21:30
July19_V11C
4.84%
6.98%
0.67
1.12
3.14% 8.55%
1.11
1.89
 Rank: 293
 
Troy B
 
Q13 contest
0.67
07/28/2019 19:27
July19_V11A
4.89%
6.57%
0.67
1.19
3.28% 10.54%
0.94
1.51
 Rank: 294
 
dm7
 
Q13 contest
0.66
07/29/2019 07:19
tsq137f34c276cbf7485db7c803c5c8886f8d
8.07%
3.53%
2.38
3.86
0.74% 3.31%
0.66
1.13
 Rank: 295
 
fujin
 
Q13 contest
0.64
07/04/2019 02:42
zirtUchQ12dc
2.80%
5.61%
0.64
0.69
2.10% 5.12%
1.23
1.80
 Rank: 296
 
charless
 
Q13 contest
0.64
06/10/2019 15:31
Q13-166.py
77.68%
4.06%
20.52
79.46
0.46% 2.10%
0.64
1.21
 Rank: 297
 
charless
 
Q13 contest
0.64
07/30/2019 01:45
Q13-337.py
25.58%
7.16%
3.67
6.43
1.48% 6.91%
0.64
1.10
 Rank: 298
 
s_poramet
 
Q13 contest
0.63
02/05/2019 06:02
PVO Ascending Miracle 66b
18.61%
8.75%
2.47
3.40
1.53% 7.19%
0.63
1.10
 Rank: 299
 
s_poramet
 
Q13 contest
0.63
07/29/2019 01:23
Cookie Box EV 01
22.11%
5.37%
4.10
7.85
0.90% 4.20%
0.63
0.98
 Rank: 300
 
s_poramet
 
Q13 contest
0.63
02/12/2019 00:54
Z Clamp CNR Trio 8
55.82%
9.74%
5.87
11.69
1.05% 9.34%
0.63
1.21