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
 
s_poramet
 
Q13 contest
-0.59
07/16/2019 09:42
Buzzberry
12.47%
3.29%
3.85
7.04
 Rank: 752
 
s_poramet
 
Q13 contest
-0.59
01/03/2019 03:46
Swoosh Lvl Gold 60 Mini
22.18%
3.43%
6.93
14.08
 Rank: 753
 
charless
 
Q13 contest
-0.59
07/28/2019 04:02
Q13-294.py
41.17%
6.20%
6.92
13.97
 Rank: 754
 
s_poramet
 
Q13 contest
-0.60
01/01/2019 00:02
Diamond Rank 85 Reflector
66.98%
29.28%
2.63
3.90
 Rank: 755
 
s_poramet
 
Q13 contest
-0.60
07/19/2019 10:13
Kerbera
11.50%
6.95%
1.72
2.62
 Rank: 756
 
vsujith
 
Q13 contest
-0.60
07/16/2019 03:54
1302Tal
6.84%
2.59%
2.74
4.57
 Rank: 757
 
charless
 
Q13 contest
-0.61
06/22/2019 05:46
Q13-207.py
381.63%
17.43%
23.39
73.76
 Rank: 758
 
charless
 
Q13 contest
-0.61
06/18/2019 23:46
Q13-167.py
456.36%
11.11%
45.42
173.27
 Rank: 759
 
s_poramet
 
Q13 contest
-0.61
01/02/2019 03:05
Swoosh Lvl Diamond 85
27.75%
16.11%
2.04
2.73
 Rank: 760
 
s_poramet
 
Q13 contest
-0.61
07/05/2019 10:07
S_Appreciation
21.26%
5.77%
3.64
6.66
 Rank: 761
 
s_poramet
 
Q13 contest
-0.61
01/11/2019 07:48
Y Wpass Forty 80
17.99%
16.80%
1.10
1.66
 Rank: 762
 
s_poramet
 
Q13 contest
-0.62
07/16/2019 08:08
Mc Pancake
14.84%
6.45%
2.30
3.74
 Rank: 763
 
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: 764
 
charless
 
Q13 contest
-0.62
06/23/2019 05:22
Q13-216.py
458.08%
13.61%
37.47
106.08
 Rank: 765
 
charless
 
Q13 contest
-0.62
05/04/2019 23:49
Q13-009.py
0.52%
10.07%
-0.04
0.08
 Rank: 766
 
Sun73
 
Q13 contest
-0.62
06/29/2019 04:56
sun73_v9e_rev4
32.28%
6.58%
4.82
9.69
 Rank: 767
 
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: 768
 
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: 769
 
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: 770
 
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: 771
 
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: 772
 
s_poramet
 
Q13 contest
-0.64
07/24/2019 08:58
MCxMC
19.38%
8.02%
2.43
4.14
 Rank: 773
 
charless
 
Q13 contest
-0.64
05/22/2019 10:26
Q13-087.py
154.08%
10.00%
16.67
42.30
 Rank: 774
 
mwalimudan
 
Q13 contest
-0.65
04/29/2019 08:12
SplittingUpAgain
7.42%
8.18%
1.00
1.39
 Rank: 775
 
s_poramet
 
Q13 contest
-0.65
01/26/2019 00:09
Y Clamp CNR Ranger 4
5.60%
2.48%
2.27
4.50