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: 1001
 
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: 1002
 
s_poramet
 
Q13 contest
-1.42
07/16/2019 09:22
Pork Chop
12.04%
6.11%
2.08
3.16
 Rank: 1003
 
charless
 
Q13 contest
-1.42
07/26/2019 20:50
Q13-278.py
11.79%
6.61%
1.86
3.06
 Rank: 1004
 
s_poramet
 
Q13 contest
-1.43
07/20/2019 05:39
Gippy
15.70%
4.62%
3.50
5.96
 Rank: 1005
 
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: 1006
 
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: 1007
 
charless
 
Q13 contest
-1.45
07/30/2019 01:47
Q13-343.py
37.85%
7.17%
5.50
10.49
 Rank: 1008
 
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: 1009
 
s_poramet
 
Q13 contest
-1.45
01/09/2019 00:11
Y Lvl Sixty 100
22.84%
12.32%
2.00
3.07
 Rank: 1010
 
s_poramet
 
Q13 contest
-1.46
01/22/2019 01:29
W Clamp CNR Trio 4
39.76%
8.83%
4.61
8.32
 Rank: 1011
 
s_poramet
 
Q13 contest
-1.46
01/30/2019 19:54
Y Clamp CNR Trio 4
39.76%
8.83%
4.63
8.32
 Rank: 1012
 
syracusepro
 
Q13 contest liquid
-1.46
02/22/2019 18:32
mySystemName
0.71%
6.98%
0.15
0.16
 Rank: 1013
 
charless
 
Q13 contest
-1.46
07/28/2019 04:02
Q13-293.py
40.14%
6.61%
6.23
12.51
 Rank: 1014
 
s_poramet
 
Q13 contest
-1.46
02/06/2019 00:33
Z Clamp CNR Duo 4
53.18%
7.65%
7.29
14.95
 Rank: 1015
 
charless
 
Q13 contest
-1.46
05/15/2019 16:38
Q13-061.py
376.37%
10.05%
41.31
172.25
 Rank: 1016
 
charless
 
Q13 contest
-1.48
06/08/2019 05:39
Q13-141.py
387.24%
9.29%
46.44
189.78
 Rank: 1017
 
s_poramet
 
Q13 contest liquid
-1.48
02/18/2019 06:47
Z Lvl Third Stack 66 Selector 2B
53.56%
9.04%
6.53
12.13
 Rank: 1018
 
s_poramet
 
Q13 contest
-1.48
01/28/2019 00:22
Y Clamp CNR Square 1
42.66%
8.68%
5.02
9.34
 Rank: 1019
 
s_poramet
 
Q13 contest
-1.48
01/20/2019 02:16
W Clamp CNR Square 1
42.66%
8.68%
5.03
9.34
 Rank: 1020
 
KOBAS
 
Q13 contest
-1.48
04/18/2019 13:38
B10KOBAS04BA5A00e
6.18%
6.03%
1.13
1.70
 Rank: 1021
 
charless
 
Q13 contest
-1.49
05/12/2019 14:47
Q13-033.py
283.47%
7.26%
44.72
191.34
 Rank: 1022
 
Cosmo Connor
 
Q13 contest liquid
-1.49
07/14/2019 12:11
Cosmo_Cat_1_1_5201907142111
5.64%
11.47%
0.51
0.83
 Rank: 1023
 
s_poramet
 
Q13 contest
-1.49
02/13/2019 03:06
Z Clamp CNR Trio 14
55.79%
8.04%
7.23
15.07
 Rank: 1024
 
dm7
 
Q13 contest
-1.49
07/22/2019 06:19
tsq139eb406c7da00432a8cb591c9f6f899de
86.97%
12.14%
7.87
15.17
 Rank: 1025
 
s_poramet
 
Q13 contest
-1.49
01/17/2019 00:18
W Clamp CNR Duo 11
45.35%
10.33%
4.49
8.10