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: 301
 
s_poramet
 
Q13 contest
0.63
02/04/2019 01:27
First Stack Lvl 66
11.93%
28.38%
0.63
0.55
6.92% 23.39%
0.93
1.28
 Rank: 302
 
s_poramet
 
Q13 contest
0.62
07/13/2019 09:42
Puppy
12.96%
4.39%
2.94
5.24
0.61% 2.89%
0.62
0.95
 Rank: 303
 
charless
 
Q13 contest
0.62
05/14/2019 12:45
Q13-048.py
156.05%
6.98%
24.13
99.07
1.21% 5.78%
0.62
1.01
 Rank: 304
 
charless
 
Q13 contest
0.62
05/13/2019 17:42
Q13-042.py
80.73%
4.07%
21.15
117.83
0.56% 2.65%
0.62
1.11
 Rank: 305
 
s_poramet
 
Q13 contest
0.62
07/16/2019 10:26
Eyeberry
11.92%
3.49%
3.46
6.19
0.76% 3.63%
0.62
1.07
 Rank: 306
 
s_poramet
 
Q13 contest
0.62
01/05/2019 00:09
Swoosh Lvl Diamon 80 Mini Reflector
29.51%
9.23%
3.71
5.81
2.14% 10.41%
0.62
1.11
 Rank: 307
 
s_poramet
 
Q13 contest
0.61
02/12/2019 00:54
Z Clamp CNR Trio 6
43.11%
8.56%
5.20
9.72
1.09% 10.04%
0.61
1.27
 Rank: 308
 
charless
 
Q13 contest
0.61
06/10/2019 15:30
Q13-158.py
345.05%
9.42%
39.88
175.65
1.53% 7.49%
0.61
1.06
 Rank: 309
 
charless
 
Q13 contest
0.60
07/30/2019 01:46
Q13-340.py
31.14%
7.18%
4.44
7.92
1.26% 6.20%
0.60
1.18
 Rank: 310
 
charless
 
Q13 contest
0.60
05/11/2019 04:35
Q13-019.py
105.81%
4.10%
27.99
144.33
0.44% 2.15%
0.60
1.08
 Rank: 311
 
s_poramet
 
Q13 contest
0.60
07/29/2019 01:17
Cookie Box 01
20.74%
5.52%
3.75
7.18
0.86% 4.24%
0.60
0.95
 Rank: 312
 
s_poramet
 
Q13 contest
0.60
03/09/2019 05:17
Turn All
15.66%
7.30%
2.18
3.67
0.64% 5.92%
0.60
1.07
 Rank: 313
 
KOBAS
 
Q13 contest
0.59
04/18/2019 14:34
B10KOBAS04A6A00
4.60%
4.39%
1.06
1.67
1.04% 5.20%
0.59
1.16
 Rank: 314
 
s_poramet
 
Q13 contest
0.59
01/02/2019 03:04
Swoosh Lvl Diamond 70
27.11%
5.58%
5.35
8.87
0.80% 4.04%
0.59
1.04
 Rank: 315
 
mwalimudan
 
Q13 contest
0.58
05/04/2019 15:45
HowdyDoodly
5.61%
7.80%
0.96
1.02
0.85% 4.33%
0.58
0.89
 Rank: 316
 
charless
 
Q13 contest
0.57
05/11/2019 04:36
Q13-022.py
276.32%
7.16%
43.90
194.19
0.70% 3.63%
0.57
1.08
 Rank: 317
 
Sun73
 
Q13 contest
0.56
06/18/2019 14:14
sun73_v5f_rev12
80.41%
8.28%
9.90
32.20
1.25% 6.58%
0.56
0.82
 Rank: 318
 
s_poramet
 
Q13 contest
0.56
07/28/2019 01:45
Holy Grail 101
36.96%
7.84%
4.69
9.01
0.77% 4.04%
0.56
0.83
 Rank: 319
 
s_poramet
 
Q13 contest
0.56
02/06/2019 00:33
Z Clamp CNR Duo 6
56.94%
11.28%
5.16
9.89
1.04% 10.40%
0.56
1.12
 Rank: 320
 
ThierryS
 
Q13 contest liquid
0.56
05/10/2019 06:09
YJLProgram
16.46%
33.08%
0.56
0.69
7.42% 34.91%
0.67
0.92
 Rank: 321
 
s_poramet
 
Q13 contest
0.55
01/08/2019 00:09
wpass Hundred 66
7.92%
8.25%
1.19
1.47
1.05% 5.71%
0.55
0.93
 Rank: 322
 
charless
 
Q13 contest
0.53
07/27/2019 05:19
Q13-287.py
29.10%
6.64%
4.44
8.31
0.99% 5.50%
0.53
1.00
 Rank: 323
 
ptoolis
 
Q13 contest liquid
0.53
07/14/2019 17:45
spbayesmassetprod
2.03%
6.46%
0.53
0.46
5.55% 8.98%
1.96
3.23
 Rank: 324
 
AlgoQT
 
Q13 contest
0.53
07/23/2019 10:55
BlankTradingStrategy20197231355
3.69%
3.53%
1.03
1.61
0.56% 4.20%
0.53
0.80
 Rank: 325
 
s_poramet
 
Q13 contest
0.53
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-2
30.50%
11.59%
3.10
4.32
1.66% 9.39%
0.53
0.73