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: 1026
 
s_poramet
 
Q13 contest
-1.50
07/30/2019 03:25
xAll Duo EV
19.47%
6.60%
3.14
4.94
 Rank: 1027
 
s_poramet
 
Q13 contest
-1.50
01/05/2019 00:07
Swoosh Lvl Gold 85 Mini Reflector
37.53%
7.39%
5.50
10.11
 Rank: 1028
 
s_poramet
 
Q13 contest
-1.50
01/04/2019 03:18
Swoosh Lvl Gold 80 Reflector
34.11%
5.95%
6.13
11.47
 Rank: 1029
 
charless
 
Q13 contest
-1.51
05/15/2019 16:39
Q13-062.py
245.71%
9.65%
27.74
96.97
 Rank: 1030
 
Troy B
 
Q13 contest liquid
-1.51
06/30/2019 16:10
trendFollowing
-0.72%
6.68%
-0.06
-0.16
 Rank: 1031
 
s_poramet
 
Q13 contest
-1.51
01/30/2019 19:55
Y Clamp CNR Trio 10
45.22%
9.01%
5.15
9.63
 Rank: 1032
 
s_poramet
 
Q13 contest
-1.53
07/26/2019 11:28
xVOT 33
15.42%
4.53%
3.45
6.20
 Rank: 1033
 
s_poramet
 
Q13 contest
-1.53
01/05/2019 00:09
Swoosh Lvl Diamon 70 Mini Reflector
28.13%
4.15%
7.39
14.66
 Rank: 1034
 
nengen
 
Q13 contest liquid
-1.53
03/29/2019 06:38
trendFollowing
0.78%
6.83%
0.16
0.18
 Rank: 1035
 
charless
 
Q13 contest
-1.53
06/20/2019 08:49
Q13-188.py
602.82%
13.18%
46.53
204.44
 Rank: 1036
 
s_poramet
 
Q13 contest
-1.53
01/03/2019 03:47
Swoosh Lvl Diamond 80 Mini
30.02%
9.35%
3.75
5.30
 Rank: 1037
 
success2019
 
Q13 contest liquid
-1.53
01/29/2019 06:53
Test
-0.12%
6.77%
0.09
-0.03
 Rank: 1038
 
s_poramet
 
Q13 contest
-1.54
07/19/2019 11:10
Talltree
11.31%
3.73%
3.07
5.14
 Rank: 1039
 
KOBAS
 
Q13 contest
-1.55
04/23/2019 14:47
B10KOBAS04A7A00c
7.45%
5.90%
1.36
2.03
 Rank: 1040
 
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: 1041
 
s_poramet
 
Q13 contest
-1.55
01/23/2019 00:48
W Clamp CNR outranger
46.62%
7.57%
6.31
12.12
 Rank: 1042
 
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: 1043
 
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: 1044
 
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: 1045
 
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: 1046
 
s_poramet
 
Q13 contest
-1.57
07/21/2019 11:00
Kebab
28.65%
12.16%
2.38
4.00
 Rank: 1047
 
marceldupont
 
Q13 contest liquid
-1.57
03/28/2019 08:11
mySystemName
0.30%
6.90%
0.07
0.07
 Rank: 1048
 
s_poramet
 
Q13 contest
-1.58
07/20/2019 01:10
Tall Branches
12.67%
11.06%
1.19
1.84
 Rank: 1049
 
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: 1050
 
darwinps
 
Q13 contest liquid
-1.59
05/26/2019 18:53
trendFollowing
-0.08%
7.02%
0.00
-0.02