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: 951
 
charless
 
Q13 contest
-1.38
05/16/2019 15:23
Q13-070.py
361.23%
10.59%
37.68
127.11
 Rank: 952
 
charless
 
Q13 contest
-1.38
05/15/2019 16:40
Q13-066.py
348.72%
9.97%
38.26
159.15
 Rank: 953
 
charless
 
Q13 contest
-1.38
05/04/2019 23:43
Q13-006.py
87.09%
4.68%
20.81
55.49
 Rank: 954
 
s_poramet
 
Q13 contest
-1.39
01/18/2019 02:00
W Clamp CNR Pentagon 3
52.13%
7.71%
6.90
14.01
 Rank: 955
 
s_poramet
 
Q13 contest
-1.39
01/26/2019 00:07
Y Clamp CNR Pentagon 3
52.13%
7.71%
6.90
14.01
 Rank: 956
 
charless
 
Q13 contest
-1.39
06/18/2019 23:47
Q13-171.py
481.60%
12.69%
42.45
132.01
 Rank: 957
 
s_poramet
 
Q13 contest
-1.39
01/21/2019 02:23
W Clamp CNR Square 10
59.36%
7.70%
7.83
17.23
 Rank: 958
 
s_poramet
 
Q13 contest
-1.39
01/29/2019 00:17
Y Clamp CNR Square 10
59.36%
7.70%
7.82
17.23
 Rank: 959
 
charless
 
Q13 contest
-1.39
06/18/2019 23:47
Q13-168.py
264.38%
12.67%
24.04
50.43
 Rank: 960
 
charless
 
Q13 contest
-1.39
06/22/2019 05:46
Q13-208.py
492.30%
10.80%
51.86
172.14
 Rank: 961
 
s_poramet
 
Q13 contest
-1.41
01/29/2019 00:18
Y Clamp CNR Trio 1
39.95%
8.47%
4.82
8.76
 Rank: 962
 
KOBAS
 
Q13 contest
-1.41
04/18/2019 13:35
B10KOBAS04BA5A00d
5.76%
5.73%
1.11
1.66
 Rank: 963
 
KOBAS
 
Q13 contest
-1.41
04/16/2019 13:24
B10KOBAS04BA5A00b
5.76%
5.73%
1.11
1.66
 Rank: 964
 
vsujith
 
Q13 contest
-1.41
07/20/2019 04:55
1306Garcia
7.18%
2.58%
2.80
5.00
 Rank: 965
 
s_poramet
 
Q13 contest liquid
-1.42
02/05/2019 06:00
Triple Cheeseburger 66 - Turkey B
56.67%
9.02%
6.64
13.07
 Rank: 966
 
s_poramet
 
Q13 contest
-1.42
01/17/2019 00:19
W Clamp CNR Duo 14
39.40%
8.92%
4.50
8.05
 Rank: 967
 
s_poramet
 
Q13 contest
-1.42
01/25/2019 00:21
Y Clamp CNR Duo 14
39.40%
8.92%
4.51
8.05
 Rank: 968
 
s_poramet
 
Q13 contest
-1.42
07/16/2019 09:22
Pork Chop
12.04%
6.11%
2.08
3.16
 Rank: 969
 
charless
 
Q13 contest
-1.42
07/26/2019 20:50
Q13-278.py
11.79%
6.61%
1.86
3.06
 Rank: 970
 
s_poramet
 
Q13 contest
-1.43
07/20/2019 05:39
Gippy
15.70%
4.62%
3.50
5.96
 Rank: 971
 
s_poramet
 
Q13 contest
-1.43
02/08/2019 00:55
Z Clamp CNR Ranger 2
6.57%
2.94%
2.35
4.24
 Rank: 972
 
s_poramet
 
Q13 contest
-1.44
01/04/2019 03:18
Swoosh Lvl Gold 70 Reflector
28.98%
5.08%
6.20
11.41
 Rank: 973
 
charless
 
Q13 contest
-1.45
07/30/2019 01:47
Q13-343.py
37.85%
7.17%
5.50
10.49
 Rank: 974
 
s_poramet
 
Q13 contest
-1.45
01/16/2019 01:24
W Clamp CNR Duo 7
42.53%
8.98%
4.86
8.81
 Rank: 975
 
s_poramet
 
Q13 contest
-1.45
01/09/2019 00:11
Y Lvl Sixty 100
22.84%
12.32%
2.00
3.07