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: 901
 
charless
 
Q13 contest
-1.17
07/27/2019 05:17
Q13-280.py
17.81%
7.51%
2.45
4.13
 Rank: 902
 
dm7
 
Q13 contest
-1.17
07/31/2019 03:21
tsq1353df2ab4adcb42b69873a0505808559f
26.56%
5.77%
4.95
9.24
 Rank: 903
 
s_poramet
 
Q13 contest
-1.18
01/10/2019 00:29
Y Wpass Fifty 75
11.58%
14.52%
0.89
1.24
 Rank: 904
 
s_poramet
 
Q13 contest
-1.18
02/05/2019 06:00
Triple Cheeseburger 66 - Turkey
58.68%
10.30%
6.25
11.56
 Rank: 905
 
s_poramet
 
Q13 contest
-1.18
07/29/2019 01:28
xSD EV 33
10.02%
5.22%
2.09
3.28
 Rank: 906
 
s_poramet
 
Q13 contest
-1.19
01/30/2019 19:54
Y Clamp CNR Trio 3
42.71%
9.09%
4.80
8.82
 Rank: 907
 
s_poramet
 
Q13 contest
-1.19
01/22/2019 01:29
W Clamp CNR Trio3
42.71%
9.09%
4.78
8.82
 Rank: 908
 
s_poramet
 
Q13 contest
-1.19
01/29/2019 00:17
Y Clamp CNR Square 11
53.03%
7.84%
6.88
14.00
 Rank: 909
 
charless
 
Q13 contest
-1.20
06/09/2019 10:19
Q13-150.py
215.98%
9.97%
23.32
72.45
 Rank: 910
 
charless
 
Q13 contest
-1.20
05/12/2019 13:11
Q13-028.py
270.36%
7.26%
41.90
209.81
 Rank: 911
 
s_poramet
 
Q13 contest
-1.21
07/31/2019 08:09
xAll SIM EV 33
31.03%
6.85%
4.74
8.40
 Rank: 912
 
s_poramet
 
Q13 contest
-1.21
07/19/2019 11:10
Tallberry
12.33%
6.41%
1.98
3.11
 Rank: 913
 
charless
 
Q13 contest
-1.21
06/22/2019 05:47
Q13-209.py
414.23%
10.76%
42.74
148.73
 Rank: 914
 
s_poramet
 
Q13 contest
-1.21
01/06/2019 02:26
Lvl Full Hundred 60b
24.64%
4.76%
5.70
9.85
 Rank: 915
 
s_poramet
 
Q13 contest
-1.21
01/20/2019 02:15
W Clamp CNR Select
67.38%
7.56%
9.17
20.64
 Rank: 916
 
s_poramet
 
Q13 contest
-1.21
01/18/2019 02:01
W Clamp CNR Pentagon 4
59.24%
7.86%
7.66
16.88
 Rank: 917
 
s_poramet
 
Q13 contest
-1.21
01/26/2019 00:07
Y Clamp CNR Pentagon 4
59.24%
7.86%
7.65
16.88
 Rank: 918
 
s_poramet
 
Q13 contest
-1.22
07/23/2019 10:57
Imconplete
26.20%
12.16%
2.20
3.61
 Rank: 919
 
s_poramet
 
Q13 contest
-1.23
02/17/2019 02:02
Z Lvl First Stack 66 B
20.32%
11.47%
1.85
2.83
 Rank: 920
 
charless
 
Q13 contest
-1.23
05/15/2019 16:39
Q13-065.py
406.29%
10.12%
44.61
169.39
 Rank: 921
 
s_poramet
 
Q13 contest
-1.23
07/24/2019 09:55
xGip
13.67%
7.03%
2.05
3.32
 Rank: 922
 
s_poramet
 
Q13 contest
-1.23
01/26/2019 00:07
Y Clamp CNR Pentagon 6
52.08%
7.83%
6.79
13.91
 Rank: 923
 
aksj
 
Q13 contest
-1.24
03/11/2019 08:29
trendFollowing
0.59%
6.83%
0.13
0.14
 Rank: 924
 
s_poramet
 
Q13 contest
-1.25
03/09/2019 03:17
Second Chance Pass B
13.36%
4.28%
3.14
5.68
 Rank: 925
 
charless
 
Q13 contest
-1.25
06/19/2019 00:03
Q13-183.py
249.01%
14.15%
19.22
44.90