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: 976
 
charless
 
Q13 contest
-1.32
05/22/2019 10:27
Q13-092.py
49.92%
3.59%
14.66
53.13
 Rank: 977
 
s_poramet
 
Q13 contest
-1.32
07/30/2019 03:27
xAll SIM EV
17.65%
9.57%
2.14
3.06
 Rank: 978
 
s_poramet
 
Q13 contest
-1.33
01/04/2019 03:17
Swoosh Lvl Gold 60 Reflector
20.07%
4.91%
4.48
7.65
 Rank: 979
 
s_poramet
 
Q13 contest
-1.33
02/13/2019 03:06
Z Clamp CNR Trio 15
53.20%
7.82%
7.07
14.70
 Rank: 980
 
s_poramet
 
Q13 contest
-1.33
02/20/2019 08:02
Z LvlSd Mc1 Miracle 75-All B
37.79%
7.09%
5.75
10.66
 Rank: 981
 
s_poramet
 
Q13 contest
-1.34
07/24/2019 10:29
GipXGip_B
15.92%
4.48%
3.65
6.41
 Rank: 982
 
s_poramet
 
Q13 contest
-1.34
01/31/2019 01:56
Y Clamp CNR Trio 18
59.49%
7.88%
7.67
16.73
 Rank: 983
 
s_poramet
 
Q13 contest
-1.35
01/29/2019 00:17
Y Clamp CNR Square 12
51.22%
7.72%
6.77
13.62
 Rank: 984
 
s_poramet
 
Q13 contest
-1.35
01/21/2019 02:23
W Clamp CNR Square 12
51.22%
7.72%
6.78
13.62
 Rank: 985
 
s_poramet
 
Q13 contest
-1.36
07/13/2019 11:55
JOey
7.04%
3.00%
2.44
3.90
 Rank: 986
 
s_poramet
 
Q13 contest
-1.37
02/06/2019 00:31
Z Clamp CNR Bal
57.75%
5.62%
10.61
24.42
 Rank: 987
 
charless
 
Q13 contest
-1.38
05/16/2019 15:23
Q13-070.py
361.23%
10.59%
37.68
127.11
 Rank: 988
 
charless
 
Q13 contest
-1.38
05/15/2019 16:40
Q13-066.py
348.72%
9.97%
38.26
159.15
 Rank: 989
 
charless
 
Q13 contest
-1.38
05/04/2019 23:43
Q13-006.py
87.09%
4.68%
20.81
55.49
 Rank: 990
 
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: 991
 
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: 992
 
charless
 
Q13 contest
-1.39
06/18/2019 23:47
Q13-171.py
481.60%
12.69%
42.45
132.01
 Rank: 993
 
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: 994
 
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: 995
 
charless
 
Q13 contest
-1.39
06/18/2019 23:47
Q13-168.py
264.38%
12.67%
24.04
50.43
 Rank: 996
 
charless
 
Q13 contest
-1.39
06/22/2019 05:46
Q13-208.py
492.30%
10.80%
51.86
172.14
 Rank: 997
 
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: 998
 
KOBAS
 
Q13 contest
-1.41
04/18/2019 13:35
B10KOBAS04BA5A00d
5.76%
5.73%
1.11
1.66
 Rank: 999
 
KOBAS
 
Q13 contest
-1.41
04/16/2019 13:24
B10KOBAS04BA5A00b
5.76%
5.73%
1.11
1.66
 Rank: 1000
 
vsujith
 
Q13 contest
-1.41
07/20/2019 04:55
1306Garcia
7.18%
2.58%
2.80
5.00