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
 
KOBAS
 
Q13 contest
-1.65
04/23/2019 14:26
B10KOBAS04A7A00b
6.07%
4.85%
1.35
1.99
 Rank: 1027
 
charless
 
Q13 contest
-1.66
05/21/2019 11:24
Q13-085.py
90.29%
4.05%
23.88
133.55
 Rank: 1028
 
chengpeng123
 
Q13 contest
-1.66
07/12/2019 23:16
tf_sma
0.77%
4.00%
0.11
0.30
 Rank: 1029
 
chengpeng123
 
Q13 contest
-1.66
07/13/2019 00:26
tf_sma2
0.79%
4.00%
0.11
0.31
 Rank: 1030
 
chengpeng123
 
Q13 contest
-1.66
07/17/2019 23:16
tf_sma
0.77%
4.00%
0.11
0.30
 Rank: 1031
 
s_poramet
 
Q13 contest
-1.66
07/31/2019 08:09
xAll SIM EV 01
30.90%
7.45%
4.38
7.58
 Rank: 1032
 
s_poramet
 
Q13 contest
-1.67
02/06/2019 00:33
Z Clamp CNR Duo 5
56.30%
7.85%
7.55
15.55
 Rank: 1033
 
IbnNafis
 
Q13 contest
-1.68
01/27/2019 12:05
MyFirst
2.17%
6.54%
0.39
0.52
 Rank: 1034
 
charless
 
Q13 contest
-1.69
05/21/2019 11:24
Q13-084.py
86.58%
3.88%
23.99
126.10
 Rank: 1035
 
s_poramet
 
Q13 contest
-1.69
01/09/2019 00:08
Y Lvl All Hundred 60b
24.58%
4.72%
5.66
10.30
 Rank: 1036
 
charless
 
Q13 contest
-1.70
05/12/2019 13:12
Q13-032.py
55.44%
3.22%
18.19
103.30
 Rank: 1037
 
charless
 
Q13 contest
-1.70
05/21/2019 11:23
Q13-079.py
466.55%
11.06%
48.15
156.72
 Rank: 1038
 
s_poramet
 
Q13 contest
-1.70
01/03/2019 03:45
Swoosh Lvl Gold 90 Mini
39.04%
9.96%
4.70
7.01
 Rank: 1039
 
KOBAS
 
Q13 contest
-1.71
04/23/2019 05:38
B10KOBAS04A7A00
5.71%
5.09%
1.23
1.78
 Rank: 1040
 
charless
 
Q13 contest
-1.71
06/08/2019 05:38
Q13-140.py
459.35%
9.41%
55.49
216.76
 Rank: 1041
 
charless
 
Q13 contest
-1.72
07/30/2019 01:46
Q13-339.py
21.89%
6.15%
3.74
6.57
 Rank: 1042
 
charless
 
Q13 contest
-1.72
05/22/2019 10:26
Q13-088.py
103.94%
11.17%
9.93
20.51
 Rank: 1043
 
charless
 
Q13 contest
-1.73
06/18/2019 23:47
Q13-169.py
510.82%
12.27%
46.76
155.69
 Rank: 1044
 
s_poramet
 
Q13 contest
-1.73
01/24/2019 01:30
Y Clamp CNR Duo 7
42.45%
8.98%
4.86
8.79
 Rank: 1045
 
s_poramet
 
Q13 contest
-1.73
01/21/2019 02:24
W Clamp CNR Trio 1
39.86%
8.47%
4.82
8.74
 Rank: 1046
 
s_poramet
 
Q13 contest
-1.74
01/17/2019 00:19
W Clamp CNR Duo 13
35.88%
8.67%
4.26
7.41
 Rank: 1047
 
s_poramet
 
Q13 contest
-1.74
01/25/2019 00:20
Y Clamp CNR Duo 13
35.88%
8.67%
4.26
7.41
 Rank: 1048
 
charless
 
Q13 contest
-1.75
05/16/2019 15:23
Q13-067.py
375.93%
9.80%
42.05
195.74
 Rank: 1049
 
s_poramet
 
Q13 contest
-1.75
01/24/2019 01:30
Y Clamp CNR Duo 6
59.37%
11.43%
5.31
10.12
 Rank: 1050
 
s_poramet
 
Q13 contest
-1.75
01/16/2019 01:23
W Clamp CNR Duo 6
59.37%
11.43%
5.30
10.12