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: 626
 
foxlele
 
Q13 contest liquid
-0.22
06/07/2019 11:41
CourseraPFDA
0.49%
6.96%
0.12
0.11
 Rank: 627
 
foxlele
 
Q13 contest liquid
-0.22
06/07/2019 11:41
CourseraPFDA
0.51%
6.96%
0.12
0.11
 Rank: 628
 
foxlele
 
Q13 contest liquid
-0.22
06/07/2019 11:41
CourseraPFDA
0.49%
6.96%
0.12
0.11
 Rank: 629
 
chinym33
 
Q13 contest liquid
-0.22
02/08/2019 23:16
trendfollowingsimple
0.51%
6.96%
0.16
0.11
 Rank: 630
 
sidhardha
 
Q13 contest liquid
-0.22
02/06/2019 00:43
sample_strategy
0.49%
6.96%
0.15
0.11
 Rank: 631
 
mostafa
 
Q13 contest liquid
-0.22
02/07/2019 10:29
temp
0.49%
6.96%
0.15
0.11
 Rank: 632
 
everyTribe
 
Q13 contest liquid
-0.22
02/07/2019 21:24
SampleTrading
0.51%
6.96%
0.15
0.11
 Rank: 633
 
skypank
 
Q13 contest liquid
-0.22
02/02/2019 05:02
trendFollowing
0.51%
6.96%
0.15
0.11
 Rank: 634
 
Cranse
 
Q13 contest liquid
-0.22
02/02/2019 10:44
Test
0.51%
6.96%
0.15
0.11
 Rank: 635
 
kcwoodson
 
Q13 contest liquid
-0.22
01/29/2019 18:26
temp
0.51%
6.96%
0.16
0.11
 Rank: 636
 
malweyer
 
Q13 contest liquid
-0.22
02/19/2019 15:47
test
0.51%
6.96%
0.15
0.11
 Rank: 637
 
harlesjthomas
 
Q13 contest liquid
-0.22
02/17/2019 23:29
trandFollowing
0.51%
6.96%
0.15
0.11
 Rank: 638
 
Sundar
 
Q13 contest liquid
-0.22
02/28/2019 22:38
Trend
0.49%
6.96%
0.15
0.11
 Rank: 639
 
alenasal
 
Q13 contest liquid
-0.22
02/26/2019 05:57
trendFollowing
0.49%
6.96%
0.15
0.11
 Rank: 640
 
ahmedengu
 
Q13 contest liquid
-0.22
02/27/2019 06:51
mySystemName
0.49%
6.96%
0.15
0.11
 Rank: 641
 
ahmedengu
 
Q13 contest liquid
-0.22
02/27/2019 06:59
myTF
0.51%
6.96%
0.15
0.11
 Rank: 642
 
ppquant
 
Q13 contest liquid
-0.22
02/12/2019 23:20
Quantiacs_trendfollowing
0.51%
6.96%
0.16
0.11
 Rank: 643
 
Yolo
 
Q13 contest liquid
-0.22
01/27/2019 21:40
trendFollowing
0.49%
6.96%
0.16
0.11
 Rank: 644
 
Script
 
Q13 contest liquid
-0.22
01/20/2019 00:21
trendFollowing
0.51%
6.96%
0.17
0.11
 Rank: 645
 
stonerich
 
Q13 contest liquid
-0.22
01/06/2019 03:31
trendfollowing
0.49%
6.96%
0.17
0.11
 Rank: 646
 
a
 
Q13 contest liquid
-0.22
01/04/2019 23:27
trendFollowing
0.49%
6.96%
0.17
0.11
 Rank: 647
 
tylernass
 
Q13 contest liquid
-0.22
01/02/2019 14:32
temp
0.51%
6.96%
0.18
0.11
 Rank: 648
 
ZHU Cungen
 
Q13 contest liquid
-0.22
01/03/2019 22:52
temp
0.51%
6.96%
0.18
0.11
 Rank: 649
 
Phang Chee Haw
 
Q13 contest liquid
-0.22
01/01/2019 09:19
trendFollowing
0.49%
6.96%
0.18
0.11
 Rank: 650
 
pandichamy
 
Q13 contest liquid
-0.22
01/08/2019 22:14
temp
0.49%
6.96%
0.17
0.11