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: 701
 
KOBAS
 
Q13 contest
-0.36
04/09/2019 14:18
B07KOBAS04L3A00c
6.03%
6.44%
1.06
1.49
 Rank: 702
 
s_poramet
 
Q13 contest
-0.36
02/11/2019 00:22
Z Clamp CNR Square 11
50.05%
7.76%
6.73
13.36
 Rank: 703
 
s_poramet
 
Q13 contest
-0.36
01/09/2019 00:08
Y Lvl All Seventy 70b
15.31%
10.43%
1.78
2.40
 Rank: 704
 
charless
 
Q13 contest
-0.36
05/22/2019 10:26
Q13-090.py
153.33%
7.02%
22.61
92.66
 Rank: 705
 
charless
 
Q13 contest
-0.36
05/22/2019 10:26
Q13-090.py
149.76%
7.21%
22.61
74.92
 Rank: 706
 
poldier
 
Q13 contest liquid
-0.37
07/03/2019 09:19
trading_sample
0.46%
7.03%
0.06
0.10
 Rank: 707
 
s_poramet
 
Q13 contest
-0.38
02/09/2019 00:05
Z Clamp CNR Ranger 10
8.11%
5.08%
1.67
2.76
 Rank: 708
 
dm7
 
Q13 contest
-0.38
07/24/2019 13:23
tsq13b9d4d555ca16417db2cd4b2e4d75931f
60.55%
12.01%
5.62
9.06
 Rank: 709
 
charless
 
Q13 contest
-0.38
05/12/2019 13:11
Q13-027.py
144.66%
6.22%
25.01
110.51
 Rank: 710
 
Troy B
 
Q13 contest
-0.39
07/09/2019 21:32
July19_V7
18.04%
9.38%
1.92
3.35
 Rank: 711
 
charless
 
Q13 contest
-0.39
05/16/2019 15:24
Q13-073.py
223.76%
10.63%
21.73
68.53
 Rank: 712
 
s_poramet
 
Q13 contest
-0.40
07/30/2019 03:26
xAll SIM 33
30.60%
7.61%
4.23
7.46
 Rank: 713
 
s_poramet
 
Q13 contest
-0.40
01/02/2019 03:02
Swoosh Lvl Gold 85
37.24%
8.38%
4.95
8.09
 Rank: 714
 
dm7
 
Q13 contest
-0.42
07/24/2019 12:51
tsq13c845434e254a41749132ada46a8f2bbb
99.75%
17.93%
6.26
9.92
 Rank: 715
 
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: 716
 
KOBAS
 
Q13 contest
-0.42
04/09/2019 13:59
B07KOBAS04L3A00b
5.30%
5.69%
1.03
1.47
 Rank: 717
 
s_poramet
 
Q13 contest
-0.43
07/29/2019 01:12
Cookie Box
22.05%
6.92%
3.20
5.81
 Rank: 718
 
mwalimudan
 
Q13 contest
-0.44
07/26/2019 09:52
CO2EQ131
14.67%
13.26%
1.35
1.86
 Rank: 719
 
s_poramet
 
Q13 contest
-0.44
07/14/2019 22:06
Devali
10.24%
3.85%
2.65
4.46
 Rank: 720
 
Sun73
 
Q13 contest
-0.44
06/11/2019 12:25
sun73_v5f_rev10
225.67%
11.51%
20.88
62.77
 Rank: 721
 
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: 722
 
s_poramet
 
Q13 contest
-0.45
07/30/2019 03:26
xAll Duo EV 33
27.52%
5.88%
4.85
8.94
 Rank: 723
 
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: 724
 
xxing9703
 
Q13 contest liquid
-0.45
01/28/2019 21:29
trendfollowing201901290029
1.12%
6.95%
0.20
0.26
 Rank: 725
 
s_poramet
 
Q13 contest
-0.46
01/03/2019 03:47
Swoosh Lvl Diamond 85 Mini
26.63%
15.93%
1.98
2.63