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: 726
 
s_poramet
 
Q13 contest
-0.61
07/05/2019 10:07
S_Appreciation
21.26%
5.77%
3.64
6.66
 Rank: 727
 
s_poramet
 
Q13 contest
-0.61
01/11/2019 07:48
Y Wpass Forty 80
17.99%
16.80%
1.10
1.66
 Rank: 728
 
s_poramet
 
Q13 contest
-0.62
07/16/2019 08:08
Mc Pancake
14.84%
6.45%
2.30
3.74
 Rank: 729
 
s_poramet
 
Q13 contest
-0.62
01/13/2019 03:29
W LvlSd Mc1 Miracle 75-All B
37.30%
7.14%
5.83
9.87
 Rank: 730
 
charless
 
Q13 contest
-0.62
06/23/2019 05:22
Q13-216.py
458.08%
13.61%
37.47
106.08
 Rank: 731
 
charless
 
Q13 contest
-0.62
05/04/2019 23:49
Q13-009.py
0.52%
10.07%
-0.04
0.08
 Rank: 732
 
Sun73
 
Q13 contest
-0.62
06/29/2019 04:56
sun73_v9e_rev4
32.28%
6.58%
4.82
9.69
 Rank: 733
 
s_poramet
 
Q13 contest
-0.63
01/16/2019 01:23
W Clamp CNR Duo 4
56.48%
7.72%
7.42
15.86
 Rank: 734
 
s_poramet
 
Q13 contest
-0.63
01/23/2019 00:47
W Clamp CNR Trio 16
50.05%
7.97%
6.38
12.82
 Rank: 735
 
s_poramet
 
Q13 contest
-0.63
01/31/2019 01:55
Y Clamp CNR Trio 16
50.05%
7.97%
6.39
12.82
 Rank: 736
 
s_poramet
 
Q13 contest
-0.63
02/16/2019 08:23
Z Lvl Mn1 Miracle 75B
61.36%
12.89%
5.04
8.85
 Rank: 737
 
s_poramet
 
Q13 contest
-0.63
01/22/2019 01:31
W Clamp CNR Trio 12
50.26%
7.80%
6.53
13.05
 Rank: 738
 
s_poramet
 
Q13 contest
-0.64
07/24/2019 08:58
MCxMC
19.38%
8.02%
2.43
4.14
 Rank: 739
 
charless
 
Q13 contest
-0.64
05/22/2019 10:26
Q13-087.py
154.08%
10.00%
16.67
42.30
 Rank: 740
 
mwalimudan
 
Q13 contest
-0.65
04/29/2019 08:12
SplittingUpAgain
7.42%
8.18%
1.00
1.39
 Rank: 741
 
s_poramet
 
Q13 contest
-0.65
01/26/2019 00:09
Y Clamp CNR Ranger 4
5.60%
2.48%
2.27
4.50
 Rank: 742
 
s_poramet
 
Q13 contest
-0.65
01/18/2019 02:03
W Clamp CNR Ranger 4
5.60%
2.48%
2.27
4.50
 Rank: 743
 
s_poramet
 
Q13 contest
-0.65
02/11/2019 00:23
Z Clamp CNR Square 14
55.97%
7.87%
7.39
15.79
 Rank: 744
 
s_poramet
 
Q13 contest
-0.65
02/13/2019 03:06
Z Clamp CNR Trio 13
45.52%
7.59%
6.25
12.10
 Rank: 745
 
Sun73
 
Q13 contest
-0.67
06/27/2019 09:48
sun73_v8a_rev4
125.36%
7.24%
16.88
59.52
 Rank: 746
 
s_poramet
 
Q13 contest
-0.68
02/11/2019 00:21
Z Clamp CNR Square 9
46.70%
7.72%
6.30
12.39
 Rank: 747
 
s_poramet
 
Q13 contest
-0.68
03/09/2019 03:17
Second Chance Pass
13.74%
5.27%
2.63
4.67
 Rank: 748
 
s_poramet
 
Q13 contest
-0.69
01/06/2019 02:27
Lvl Full Seventy 70b
17.72%
10.45%
1.78
2.85
 Rank: 749
 
s_poramet
 
Q13 contest
-0.69
01/24/2019 01:28
Y Clamp CNR Duo 3
48.86%
7.87%
6.31
12.39
 Rank: 750
 
s_poramet
 
Q13 contest
-0.69
03/09/2019 05:17
Turn bAll
15.41%
5.21%
3.05
5.39