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: 751
 
charless
 
Q13 contest
-0.69
05/14/2019 12:45
Q13-052.py
75.65%
4.37%
18.39
93.08
 Rank: 752
 
s_poramet
 
Q13 contest
-0.69
02/08/2019 00:55
Z Clamp CNR Ranger 4
5.32%
2.46%
2.24
4.31
 Rank: 753
 
s_poramet
 
Q13 contest
-0.70
01/21/2019 02:24
W Clamp CNR Square 15
53.00%
7.98%
6.77
13.92
 Rank: 754
 
s_poramet
 
Q13 contest
-0.70
07/18/2019 08:39
Gapberry
12.45%
6.42%
2.03
3.09
 Rank: 755
 
s_poramet
 
Q13 contest
-0.70
07/23/2019 11:08
Cardirack
55.72%
49.96%
1.18
1.59
 Rank: 756
 
charless
 
Q13 contest
-0.70
05/11/2019 04:56
Q13-026.py
87.86%
3.82%
23.56
207.31
 Rank: 757
 
s_poramet
 
Q13 contest
-0.70
01/31/2019 01:56
Y Clamp CNR Trio 17
62.61%
8.02%
7.88
17.62
 Rank: 758
 
dm7
 
Q13 contest
-0.70
07/25/2019 03:12
tsq138cddfc72b1004c8da4c5d729e90e006f
41.55%
8.41%
5.33
9.84
 Rank: 759
 
charless
 
Q13 contest
-0.70
06/18/2019 23:47
Q13-172.py
286.81%
12.59%
24.93
67.34
 Rank: 760
 
vsujith
 
Q13 contest
-0.70
07/19/2019 04:02
1305Garcia
7.48%
2.59%
2.94
5.13
 Rank: 761
 
charless
 
Q13 contest
-0.71
05/12/2019 14:48
Q13-036.py
78.28%
3.63%
23.07
128.51
 Rank: 762
 
charless
 
Q13 contest
-0.71
05/13/2019 17:42
Q13-041.py
59.74%
3.80%
16.58
67.85
 Rank: 763
 
emmarfan
 
Q13 contest
-0.71
01/07/2019 01:01
rf
2.14%
6.86%
0.31
0.50
 Rank: 764
 
emmarfan
 
Q13 contest
-0.71
01/11/2019 08:01
TrendFollowing20191120001
2.14%
6.86%
0.30
0.50
 Rank: 765
 
s_poramet
 
Q13 contest liquid
-0.71
02/18/2019 06:47
Z Lvl Third Stack 66 Selector 3
66.03%
12.82%
5.63
10.48
 Rank: 766
 
s_poramet
 
Q13 contest
-0.71
01/18/2019 02:03
W Clamp CNR Ranger 5
2.93%
1.01%
2.91
5.73
 Rank: 767
 
s_poramet
 
Q13 contest
-0.71
01/26/2019 00:09
Y Clamp CNR Ranger 5
2.93%
1.01%
2.90
5.73
 Rank: 768
 
Troy B
 
Q13 contest
-0.72
07/14/2019 17:33
SLPMSTR1
9.84%
8.62%
1.19
1.86
 Rank: 769
 
Troy B
 
Q13 contest
-0.72
07/14/2019 17:25
junk
14.74%
10.74%
1.44
2.30
 Rank: 770
 
s_poramet
 
Q13 contest
-0.72
02/02/2019 02:45
Y Lvl Mn1 Miracle 75b
63.70%
12.81%
5.15
9.34
 Rank: 771
 
s_poramet
 
Q13 contest
-0.72
01/28/2019 00:23
Y Clamp CNR Square 7
56.91%
7.80%
7.37
15.93
 Rank: 772
 
s_poramet
 
Q13 contest
-0.72
01/20/2019 02:17
W Clamp CNR Square 7
56.91%
7.80%
7.39
15.93
 Rank: 773
 
s_poramet
 
Q13 contest
-0.73
01/07/2019 02:12
LvlSD Fifty 200
18.59%
4.77%
4.30
7.08
 Rank: 774
 
charless
 
Q13 contest
-0.73
06/10/2019 15:30
Q13-162.py
249.20%
7.35%
37.02
199.40
 Rank: 775
 
mwalimudan
 
Q13 contest
-0.73
04/29/2019 08:58
AnExpensiveSplit
7.63%
9.70%
0.91
1.20