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
 
success2019
 
Q13 contest liquid
-1.53
01/29/2019 06:53
Test
-0.12%
6.77%
0.09
-0.03
 Rank: 1002
 
s_poramet
 
Q13 contest
-1.54
07/19/2019 11:10
Talltree
11.31%
3.73%
3.07
5.14
 Rank: 1003
 
KOBAS
 
Q13 contest
-1.55
04/23/2019 14:47
B10KOBAS04A7A00c
7.45%
5.90%
1.36
2.03
 Rank: 1004
 
s_poramet
 
Q13 contest
-1.55
01/31/2019 01:56
Y Clamp CNR Z Outranger
46.62%
7.57%
6.32
12.12
 Rank: 1005
 
s_poramet
 
Q13 contest
-1.55
01/23/2019 00:48
W Clamp CNR outranger
46.62%
7.57%
6.31
12.12
 Rank: 1006
 
s_poramet
 
Q13 contest
-1.56
02/19/2019 06:16
Z LvlSd Mc1 Miracle 75-1B
35.71%
10.51%
3.70
5.99
 Rank: 1007
 
s_poramet
 
Q13 contest
-1.56
01/28/2019 00:22
Y Clamp CNR Square 4
47.29%
8.80%
5.49
10.51
 Rank: 1008
 
s_poramet
 
Q13 contest
-1.56
01/20/2019 02:16
W Clamp CNR Square 4
47.29%
8.80%
5.49
10.51
 Rank: 1009
 
s_poramet
 
Q13 contest
-1.56
02/16/2019 08:23
Z Lvl RI1 Diamond 80
49.98%
15.63%
3.28
5.70
 Rank: 1010
 
s_poramet
 
Q13 contest
-1.57
07/21/2019 11:00
Kebab
28.65%
12.16%
2.38
4.00
 Rank: 1011
 
marceldupont
 
Q13 contest liquid
-1.57
03/28/2019 08:11
mySystemName
0.30%
6.90%
0.07
0.07
 Rank: 1012
 
s_poramet
 
Q13 contest
-1.58
07/20/2019 01:10
Tall Branches
12.67%
11.06%
1.19
1.84
 Rank: 1013
 
s_poramet
 
Q13 contest
-1.58
01/29/2019 00:18
Y Clamp CNR Trio 2
49.12%
9.34%
5.35
10.25
 Rank: 1014
 
s_poramet
 
Q13 contest
-1.59
07/27/2019 07:23
XMN
15.49%
7.83%
2.02
3.46
 Rank: 1015
 
s_poramet
 
Q13 contest
-1.59
02/19/2019 06:15
Z LvlSd Mc1 Miracle 75-1
30.62%
11.14%
3.01
4.78
 Rank: 1016
 
charless
 
Q13 contest
-1.59
05/15/2019 16:39
Q13-064.py
207.74%
9.45%
24.35
81.53
 Rank: 1017
 
charless
 
Q13 contest
-1.60
06/20/2019 08:50
Q13-192.py
110.46%
14.00%
8.51
15.65
 Rank: 1018
 
s_poramet
 
Q13 contest
-1.60
07/26/2019 11:28
xVOT
16.91%
7.54%
2.30
3.92
 Rank: 1019
 
s_poramet
 
Q13 contest
-1.62
01/05/2019 00:07
Swoosh Lvl Gold 70 Mini Reflector
30.02%
3.88%
8.39
17.76
 Rank: 1020
 
s_poramet
 
Q13 contest
-1.63
02/27/2019 08:47
Inq Karate
13.21%
3.74%
3.57
6.51
 Rank: 1021
 
dm7
 
Q13 contest
-1.64
07/31/2019 09:58
tsq13df16634ed5f14751b29b0e1d5892d074
28.55%
6.41%
4.82
8.66
 Rank: 1022
 
s_poramet
 
Q13 contest
-1.64
02/16/2019 08:22
Z Lvl Mn1 Diamond 80B
90.01%
6.94%
14.06
37.77
 Rank: 1023
 
charless
 
Q13 contest
-1.64
06/18/2019 23:47
Q13-173.py
389.27%
11.07%
38.89
136.45
 Rank: 1024
 
Sun73
 
Q13 contest
-1.65
06/27/2019 09:47
sun73_v8a_rev3
124.01%
8.36%
14.92
39.85
 Rank: 1025
 
s_poramet
 
Q13 contest
-1.65
01/11/2019 07:48
Y Wpass Hundred 66
8.78%
8.22%
1.12
1.81