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: 926
 
ronaldyan
 
Q13 contest liquid
-1.14
02/08/2019 06:33
Testing
0.77%
7.00%
0.16
0.17
 Rank: 927
 
charless
 
Q13 contest
-1.14
05/16/2019 15:23
Q13-068.py
222.01%
9.92%
24.13
76.08
 Rank: 928
 
s_poramet
 
Q13 contest
-1.14
01/29/2019 00:18
Y Clamp CNR Square 14
59.08%
7.96%
7.54
16.58
 Rank: 929
 
s_poramet
 
Q13 contest
-1.14
01/21/2019 02:24
W Clamp CNR Square 14
59.08%
7.96%
7.56
16.58
 Rank: 930
 
charless
 
Q13 contest
-1.15
07/27/2019 05:19
Q13-288.py
29.12%
6.16%
4.89
9.29
 Rank: 931
 
vsujith
 
Q13 contest
-1.16
07/22/2019 05:04
1307Garcia
9.31%
3.07%
3.09
5.46
 Rank: 932
 
charless
 
Q13 contest
-1.16
05/13/2019 17:41
Q13-037.py
272.76%
7.52%
40.51
195.54
 Rank: 933
 
s_poramet
 
Q13 contest
-1.17
07/18/2019 11:17
VOTTY Berry
12.53%
3.41%
3.82
6.41
 Rank: 934
 
charless
 
Q13 contest
-1.17
07/27/2019 05:17
Q13-280.py
17.81%
7.51%
2.45
4.13
 Rank: 935
 
dm7
 
Q13 contest
-1.17
07/31/2019 03:21
tsq1353df2ab4adcb42b69873a0505808559f
26.56%
5.77%
4.95
9.24
 Rank: 936
 
s_poramet
 
Q13 contest
-1.18
01/10/2019 00:29
Y Wpass Fifty 75
11.58%
14.52%
0.89
1.24
 Rank: 937
 
s_poramet
 
Q13 contest liquid
-1.18
02/05/2019 06:00
Triple Cheeseburger 66 - Turkey
58.68%
10.30%
6.25
11.56
 Rank: 938
 
s_poramet
 
Q13 contest
-1.18
07/29/2019 01:28
xSD EV 33
10.02%
5.22%
2.09
3.28
 Rank: 939
 
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: 940
 
s_poramet
 
Q13 contest
-1.19
01/22/2019 01:29
W Clamp CNR Trio3
42.71%
9.09%
4.78
8.82
 Rank: 941
 
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: 942
 
charless
 
Q13 contest
-1.20
06/09/2019 10:19
Q13-150.py
215.98%
9.97%
23.32
72.45
 Rank: 943
 
charless
 
Q13 contest
-1.20
05/12/2019 13:11
Q13-028.py
270.36%
7.26%
41.90
209.81
 Rank: 944
 
s_poramet
 
Q13 contest
-1.21
07/31/2019 08:09
xAll SIM EV 33
31.03%
6.85%
4.74
8.40
 Rank: 945
 
s_poramet
 
Q13 contest
-1.21
07/19/2019 11:10
Tallberry
12.33%
6.41%
1.98
3.11
 Rank: 946
 
charless
 
Q13 contest
-1.21
06/22/2019 05:47
Q13-209.py
414.23%
10.76%
42.74
148.73
 Rank: 947
 
s_poramet
 
Q13 contest
-1.21
01/06/2019 02:26
Lvl Full Hundred 60b
24.64%
4.76%
5.70
9.85
 Rank: 948
 
s_poramet
 
Q13 contest
-1.21
01/20/2019 02:15
W Clamp CNR Select
67.38%
7.56%
9.17
20.64
 Rank: 949
 
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: 950
 
s_poramet
 
Q13 contest
-1.21
01/26/2019 00:07
Y Clamp CNR Pentagon 4
59.24%
7.86%
7.65
16.88