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
 
s_poramet
 
Q13 contest
-1.22
07/23/2019 10:57
Imconplete
26.20%
12.16%
2.20
3.61
 Rank: 952
 
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: 953
 
charless
 
Q13 contest
-1.23
05/15/2019 16:39
Q13-065.py
406.29%
10.12%
44.61
169.39
 Rank: 954
 
s_poramet
 
Q13 contest
-1.23
07/24/2019 09:55
xGip
13.67%
7.03%
2.05
3.32
 Rank: 955
 
PenguJ
 
Q13 contest liquid
-1.23
07/30/2019 16:03
temp
0.29%
6.79%
0.16
0.07
 Rank: 956
 
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: 957
 
aksj
 
Q13 contest liquid
-1.24
03/11/2019 08:29
trendFollowing
0.59%
6.83%
0.13
0.14
 Rank: 958
 
s_poramet
 
Q13 contest
-1.25
03/09/2019 03:17
Second Chance Pass B
13.36%
4.28%
3.14
5.68
 Rank: 959
 
charless
 
Q13 contest
-1.25
06/19/2019 00:03
Q13-183.py
249.01%
14.15%
19.22
44.90
 Rank: 960
 
charless
 
Q13 contest
-1.25
06/20/2019 08:50
Q13-190.py
206.58%
13.09%
17.40
37.80
 Rank: 961
 
charless
 
Q13 contest
-1.27
06/22/2019 05:47
Q13-210.py
419.18%
13.69%
34.24
77.90
 Rank: 962
 
s_poramet
 
Q13 contest
-1.28
01/18/2019 02:02
W Clamp CNR Proto
52.92%
7.83%
6.89
14.21
 Rank: 963
 
charless
 
Q13 contest
-1.28
05/11/2019 04:35
Q13-020.py
59.97%
3.58%
17.77
73.73
 Rank: 964
 
charless
 
Q13 contest
-1.28
05/04/2019 23:43
Q13-003.py
28.85%
5.33%
6.04
10.09
 Rank: 965
 
charless
 
Q13 contest
-1.28
07/30/2019 01:46
Q13-342.py
30.88%
6.13%
5.09
9.64
 Rank: 966
 
charless
 
Q13 contest
-1.28
05/05/2019 22:07
Q13-010.py
285.69%
7.33%
42.99
276.43
 Rank: 967
 
charless
 
Q13 contest
-1.29
05/15/2019 16:38
Q13-060.py
409.64%
9.87%
46.82
176.13
 Rank: 968
 
s_poramet
 
Q13 contest
-1.29
01/11/2019 07:49
Y Wpass Hundred 66 Zero
8.44%
7.55%
1.22
1.84
 Rank: 969
 
s_poramet
 
Q13 contest liquid
-1.29
02/17/2019 02:07
Z Lvl Third Stack 66 Selector 2
56.74%
10.17%
6.12
11.21
 Rank: 970
 
s_poramet
 
Q13 contest
-1.30
02/16/2019 08:24
Z Lvl FIrst Stack 66
16.79%
27.83%
0.55
0.84
 Rank: 971
 
charless
 
Q13 contest
-1.30
07/28/2019 04:01
Q13-290.py
36.20%
6.39%
5.84
11.37
 Rank: 972
 
s_poramet
 
Q13 contest
-1.30
01/09/2019 00:11
Y Lvl Hundred 100
19.99%
12.06%
1.78
2.62
 Rank: 973
 
charless
 
Q13 contest
-1.32
07/27/2019 05:17
Q13-281.py
16.13%
6.86%
2.39
4.05
 Rank: 974
 
charless
 
Q13 contest
-1.32
05/22/2019 10:27
Q13-092.py
49.92%
3.59%
14.66
53.13
 Rank: 975
 
s_poramet
 
Q13 contest
-1.32
07/30/2019 03:27
xAll SIM EV
17.65%
9.57%
2.14
3.06