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: 476
 
charless
 
Q13 contest
0.04
05/05/2019 22:07
Q13-014.py
99.42%
4.16%
25.99
115.43
0.03% 2.03%
0.04
0.07
 Rank: 477
 
s_poramet
 
Q13 contest
0.03
01/13/2019 03:29
W LvlSd Mc1 Miracle 75-3B
31.71%
11.93%
3.06
4.20
0.09% 9.89%
0.03
0.04
 Rank: 478
 
s_poramet
 
Q13 contest
0.02
01/14/2019 02:22
W LvlSD Mn1 Miracle 75
36.23%
9.15%
4.49
6.93
0.09% 11.10%
0.02
0.03
 Rank: 479
 
Markus
 
Q13 contest liquid
0.02
01/11/2019 02:36
trendfollowing
-0.30%
6.76%
0.02
-0.07
0.55% 3.95%
0.41
0.64
 Rank: 480
 
s_poramet
 
Q13 contest
0.02
07/21/2019 01:44
Keylock
15.96%
3.93%
4.13
7.28
0.03% 3.58%
0.02
0.03
 Rank: 481
 
mwalimudan
 
Q13 contest
0.02
05/03/2019 08:03
CongenitalSplitter
6.40%
7.29%
0.94
1.31
0.02% 3.99%
0.02
0.03
 Rank: 482
 
s_poramet
 
Q13 contest
0.02
02/05/2019 06:03
PVO Tree Miracle 66b
27.42%
12.60%
2.45
3.85
0.05% 10.34%
0.02
0.03
 Rank: 483
 
Szczepan86
 
Q13 contest liquid
0.01
02/12/2019 09:30
trendFollowing
-0.26%
6.76%
0.01
-0.06
0.55% 3.95%
0.41
0.64
 Rank: 484
 
s_poramet
 
Q13 contest
0.01
02/27/2019 08:48
Madness Rain
10.98%
5.65%
1.95
3.24
0.01% 4.89%
0.01
0.03
 Rank: 485
 
s_poramet
 
Q13 contest
0.01
01/04/2019 03:21
Swoosh Lvl Diamond 80 Reflector
26.35%
9.43%
3.23
4.97
0.04% 8.78%
0.01
0.02
 Rank: 486
 
s_poramet
 
Q13 contest
0.01
01/01/2019 02:53
PP Diamond 90
32.43%
21.74%
1.74
2.16
0.08% 35.90%
0.01
0.01
 Rank: 487
 
charless
 
Q13 contest
0.00
05/11/2019 04:36
Q13-023.py
270.90%
7.28%
41.83
190.84
0.00% 4.03%
0.00
0.00
 Rank: 488
 
WingNut
 
Q13 contest liquid
0.00
03/23/2019 15:48
WingNut1
0.41%
1.15%
0.37
0.76
0.00%
251
---
---
---
 Rank: 489
 
issam
 
Q13 contest liquid
0.00
06/03/2019 18:30
BollingerBands20196032130
0.19%
0.55%
0.36
0.97
0.00%
209
---
---
---
 Rank: 490
 
Troy B
 
Q13 contest liquid
0.00
07/14/2019 12:22
TB_Bollinger1
1.47%
1.70%
0.88
3.57
0.00%
175
---
---
---
 Rank: 491
 
Troy B
 
Q13 contest liquid
0.00
07/14/2019 12:42
TB_Bol2
1.52%
1.73%
0.90
4.24
0.00%
175
---
---
---
 Rank: 492
 
Troy B
 
Q13 contest liquid
0.00
07/14/2019 13:05
TB_Bol3
0.81%
1.25%
0.66
9.42
0.00%
175
---
---
---
 Rank: 493
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:20
sun73_v9a_rev3b
0.00%
-%
-
-
0.00%
1
---
---
---
 Rank: 494
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:20
sun73_v9a_rev3c
0.00%
-%
-
-
0.00%
1
---
---
---
 Rank: 495
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:21
sun73_v9b_rev3b
0.00%
-%
-
-
0.00%
1
---
---
---
 Rank: 496
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:22
sun73_v9b_rev3c
0.00%
-%
-
-
0.00%
1
---
---
---
 Rank: 497
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:22
sun73_v9c_rev3b
0.00%
-%
-
-
0.00%
1
---
---
---
 Rank: 498
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:23
sun73_v9c_rev3c
0.00%
-%
-
-
0.00%
1
---
---
---
 Rank: 499
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:24
sun73_v9d_rev3b
0.00%
-%
-
-
0.00%
1
---
---
---
 Rank: 500
 
Sun73
 
Q13 contest
0.00
07/01/2019 12:24
sun73_v9d_rev3c
0.00%
-%
-
-
0.00%
1
---
---
---