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: 601
 
Noblegaz
 
Q13 contest liquid
-0.22
07/09/2019 07:40
trendFollowing
0.51%
6.96%
0.11
0.11
 Rank: 602
 
Galois
 
Q13 contest liquid
-0.22
07/06/2019 10:35
trendFollowing
0.49%
6.96%
0.11
0.11
 Rank: 603
 
EssamGoda
 
Q13 contest liquid
-0.22
07/26/2019 12:13
system1
0.49%
6.96%
0.11
0.11
 Rank: 604
 
TisQUANTum
 
Q13 contest liquid
-0.22
07/23/2019 18:44
Test1
0.49%
6.96%
0.11
0.11
 Rank: 605
 
14NichJ11
 
Q13 contest liquid
-0.22
07/19/2019 08:19
temp
0.49%
6.96%
0.11
0.11
 Rank: 606
 
dfbls
 
Q13 contest liquid
-0.22
05/07/2019 17:34
trendFollowing
0.49%
6.96%
0.14
0.11
 Rank: 607
 
gekko9505
 
Q13 contest liquid
-0.22
04/02/2019 12:36
trendFollowing
0.49%
6.96%
0.14
0.11
 Rank: 608
 
gekko9505
 
Q13 contest liquid
-0.22
04/02/2019 12:36
trendFollowing
0.49%
6.96%
0.14
0.11
 Rank: 609
 
Seroko
 
Q13 contest liquid
-0.22
04/04/2019 12:08
trendfollowing
0.49%
6.96%
0.14
0.11
 Rank: 610
 
diogoap00
 
Q13 contest liquid
-0.22
05/05/2019 07:48
trendFollowing
0.49%
6.96%
0.14
0.11
 Rank: 611
 
ProfCalculus
 
Q13 contest liquid
-0.22
05/02/2019 13:23
trendFollowing
0.49%
6.96%
0.14
0.11
 Rank: 612
 
the_vyld
 
Q13 contest liquid
-0.22
06/05/2019 23:38
first
0.49%
6.96%
0.12
0.11
 Rank: 613
 
Sundar
 
Q13 contest liquid
-0.22
02/28/2019 22:38
Trend
0.49%
6.96%
0.15
0.11
 Rank: 614
 
alenasal
 
Q13 contest liquid
-0.22
02/26/2019 05:57
trendFollowing
0.49%
6.96%
0.15
0.11
 Rank: 615
 
ahmedengu
 
Q13 contest liquid
-0.22
02/27/2019 06:51
mySystemName
0.49%
6.96%
0.15
0.11
 Rank: 616
 
sidhardha
 
Q13 contest liquid
-0.22
02/06/2019 00:43
sample_strategy
0.49%
6.96%
0.15
0.11
 Rank: 617
 
mostafa
 
Q13 contest liquid
-0.22
02/07/2019 10:29
temp
0.49%
6.96%
0.15
0.11
 Rank: 618
 
skypank
 
Q13 contest liquid
-0.22
02/02/2019 05:02
trendFollowing
0.51%
6.96%
0.15
0.11
 Rank: 619
 
kcwoodson
 
Q13 contest liquid
-0.22
01/29/2019 18:26
temp
0.51%
6.96%
0.16
0.11
 Rank: 620
 
Yolo
 
Q13 contest liquid
-0.22
01/27/2019 21:40
trendFollowing
0.49%
6.96%
0.16
0.11
 Rank: 621
 
Phang Chee Haw
 
Q13 contest liquid
-0.22
01/01/2019 09:19
trendFollowing
0.49%
6.96%
0.18
0.11
 Rank: 622
 
pandichamy
 
Q13 contest liquid
-0.22
01/08/2019 22:14
temp
0.49%
6.96%
0.17
0.11
 Rank: 623
 
setibasan
 
Q13 contest liquid
-0.22
07/28/2019 11:16
Sample Trading Strategy
0.51%
6.96%
0.11
0.11
 Rank: 624
 
sinamz
 
Q13 contest liquid
-0.22
03/02/2019 06:01
trendfollowing201903021731
0.52%
6.96%
0.15
0.12
 Rank: 625
 
sinamz
 
Q13 contest liquid
-0.22
03/02/2019 06:01
trendfollowing201903021731
0.50%
6.96%
0.15
0.11