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: 801
 
charless
 
Q13 contest
-0.81
06/05/2019 20:43
Q13-130.py
40.79%
3.97%
11.12
29.34
 Rank: 802
 
s_poramet
 
Q13 contest
-0.82
02/27/2019 08:46
Inq Digital
14.92%
3.94%
3.77
6.86
 Rank: 803
 
s_poramet
 
Q13 contest
-0.82
01/30/2019 19:55
Y Clamp CNR Trio 12
50.21%
7.80%
6.54
13.04
 Rank: 804
 
s_poramet
 
Q13 contest
-0.82
02/11/2019 00:22
Z Clamp CNR Square 13
58.12%
8.05%
7.52
16.19
 Rank: 805
 
s_poramet
 
Q13 contest
-0.82
02/11/2019 00:22
Z Clamp CNR Square 13
58.12%
8.05%
7.52
16.19
 Rank: 806
 
s_poramet
 
Q13 contest
-0.83
07/31/2019 08:17
xAll SMA EV 33
22.58%
6.45%
3.64
6.46
 Rank: 807
 
s_poramet
 
Q13 contest
-0.83
01/30/2019 19:55
Y Clamp CNR Trio 11
56.78%
7.54%
7.61
16.45
 Rank: 808
 
s_poramet
 
Q13 contest
-0.83
01/22/2019 01:31
W Clamp CNR Trio 11
56.78%
7.54%
7.62
16.45
 Rank: 809
 
charless
 
Q13 contest
-0.83
07/30/2019 01:47
Q13-344.py
33.97%
6.33%
5.36
10.31
 Rank: 810
 
s_poramet
 
Q13 contest
-0.84
07/19/2019 11:11
xBerry
12.29%
5.80%
2.13
3.47
 Rank: 811
 
vsujith
 
Q13 contest
-0.84
07/18/2019 03:55
1304Zaphod
8.37%
3.02%
2.85
4.86
 Rank: 812
 
s_poramet
 
Q13 contest
-0.84
02/27/2019 08:45
Immo Karate
11.03%
2.92%
3.82
7.05
 Rank: 813
 
s_poramet
 
Q13 contest
-0.85
07/27/2019 07:26
XMN 33
13.91%
4.81%
2.95
5.25
 Rank: 814
 
s_poramet
 
Q13 contest
-0.85
01/25/2019 00:20
Y Clamp CNR Duo 12
53.80%
10.96%
4.97
9.38
 Rank: 815
 
s_poramet
 
Q13 contest
-0.86
02/27/2019 08:49
Purely Mad Rain
11.22%
7.65%
1.47
2.34
 Rank: 816
 
RobVarga
 
Q13 contest liquid
-0.86
04/30/2019 05:21
Dynamic C
2.76%
7.09%
0.45
0.61
 Rank: 817
 
s_poramet
 
Q13 contest
-0.86
07/16/2019 10:16
Piberry
11.68%
3.42%
3.52
6.25
 Rank: 818
 
dm7
 
Q13 contest
-0.87
07/29/2019 07:11
tsq131ec4ec38449a4e82956be05434792892
56.51%
19.17%
3.10
3.27
 Rank: 819
 
s_poramet
 
Q13 contest
-0.87
07/24/2019 08:43
XMC
20.23%
7.85%
2.59
4.57
 Rank: 820
 
s_poramet
 
Q13 contest
-0.87
01/24/2019 01:28
Y Clamp CNR Duo 1
63.66%
8.46%
7.61
16.75
 Rank: 821
 
s_poramet
 
Q13 contest
-0.87
01/16/2019 01:22
W Clamp CNR Duo 1
63.66%
8.46%
7.62
16.75
 Rank: 822
 
s_poramet
 
Q13 contest
-0.87
01/31/2019 01:56
Y Clamp CNR Trio 19
52.23%
7.90%
6.73
13.54
 Rank: 823
 
charless
 
Q13 contest
-0.89
05/14/2019 12:45
Q13-051.py
56.69%
3.91%
15.19
61.81
 Rank: 824
 
s_poramet
 
Q13 contest
-0.90
01/23/2019 00:47
W Clamp CNR Trio 18
59.58%
7.88%
7.67
16.77
 Rank: 825
 
s_poramet
 
Q13 contest
-0.91
01/21/2019 02:23
W Clamp CNR Square 13
61.69%
8.13%
7.69
17.18