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: 676
 
s_poramet
 
Q13 contest
-0.40
07/30/2019 03:26
xAll SIM 33
30.60%
7.61%
4.23
7.46
 Rank: 677
 
s_poramet
 
Q13 contest
-0.40
01/02/2019 03:02
Swoosh Lvl Gold 85
37.24%
8.38%
4.95
8.09
 Rank: 678
 
dm7
 
Q13 contest
-0.42
07/24/2019 12:51
tsq13c845434e254a41749132ada46a8f2bbb
99.75%
17.93%
6.26
9.92
 Rank: 679
 
s_poramet
 
Q13 contest
-0.42
02/08/2019 00:54
Z Clamp CNR Pentagon 5
50.76%
7.87%
6.72
13.59
 Rank: 680
 
KOBAS
 
Q13 contest
-0.42
04/09/2019 13:59
B07KOBAS04L3A00b
5.30%
5.69%
1.03
1.47
 Rank: 681
 
s_poramet
 
Q13 contest
-0.43
07/29/2019 01:12
Cookie Box
22.05%
6.92%
3.20
5.81
 Rank: 682
 
mwalimudan
 
Q13 contest
-0.44
07/26/2019 09:52
CO2EQ131
14.67%
13.26%
1.35
1.86
 Rank: 683
 
s_poramet
 
Q13 contest
-0.44
07/14/2019 22:06
Devali
10.24%
3.85%
2.65
4.46
 Rank: 684
 
Sun73
 
Q13 contest
-0.44
06/11/2019 12:25
sun73_v5f_rev10
225.67%
11.51%
20.88
62.77
 Rank: 685
 
s_poramet
 
Q13 contest
-0.44
02/08/2019 00:54
Z Clamp CNR Pentagon 4
56.08%
7.78%
7.50
16.05
 Rank: 686
 
s_poramet
 
Q13 contest
-0.45
07/30/2019 03:26
xAll Duo EV 33
27.52%
5.88%
4.85
8.94
 Rank: 687
 
s_poramet
 
Q13 contest
-0.45
01/29/2019 00:17
Y Clamp CNR Square 13
55.54%
7.23%
7.57
17.35
 Rank: 688
 
xxing9703
 
Q13 contest liquid
-0.45
01/28/2019 21:29
trendfollowing201901290029
1.12%
6.95%
0.20
0.26
 Rank: 689
 
s_poramet
 
Q13 contest
-0.46
01/03/2019 03:47
Swoosh Lvl Diamond 85 Mini
26.63%
15.93%
1.98
2.63
 Rank: 690
 
dm7
 
Q13 contest
-0.47
07/30/2019 09:39
tsq13Man0
54.67%
15.30%
3.77
4.13
 Rank: 691
 
s_poramet
 
Q13 contest
-0.47
02/10/2019 08:26
Z Clamp CNR Square 6
46.75%
7.58%
6.44
12.56
 Rank: 692
 
vsujith
 
Q13 contest
-0.47
07/31/2019 06:37
1312Hedwig
17.65%
5.88%
3.11
5.81
 Rank: 693
 
s_poramet
 
Q13 contest
-0.48
03/02/2019 00:12
Immo Digital - Long
5.57%
1.44%
3.89
7.33
 Rank: 694
 
charless
 
Q13 contest
-0.48
06/09/2019 10:19
Q13-154.py
144.28%
6.85%
22.94
87.63
 Rank: 695
 
s_poramet
 
Q13 contest
-0.48
07/28/2019 03:56
Eruption
51.47%
16.99%
3.08
5.25
 Rank: 696
 
s_poramet
 
Q13 contest
-0.49
01/15/2019 01:22
W Lvl Mn1 Miracle 75 B
60.24%
12.91%
5.14
8.67
 Rank: 697
 
charless
 
Q13 contest
-0.49
05/16/2019 15:23
Q13-069.py
327.33%
9.89%
34.57
182.36
 Rank: 698
 
charless
 
Q13 contest
-0.50
06/19/2019 00:01
Q13-177.py
420.49%
11.76%
38.84
146.00
 Rank: 699
 
s_poramet
 
Q13 contest
-0.50
01/21/2019 02:23
W Clamp CNR Square 11
53.11%
7.84%
6.89
14.02
 Rank: 700
 
charless
 
Q13 contest
-0.50
06/08/2019 05:40
Q13-147.py
94.00%
3.98%
25.22
125.56