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: 1076
 
charless
 
Q13 contest
-1.87
05/16/2019 15:24
Q13-074.py
297.10%
11.17%
29.12
109.34
 Rank: 1077
 
s_poramet
 
Q13 contest
-1.88
01/07/2019 02:12
LvlSD Forty 200
21.27%
5.86%
4.05
6.45
 Rank: 1078
 
s_poramet
 
Q13 contest
-1.89
02/16/2019 08:23
Z Lvl New Miracle 75
49.47%
10.27%
5.08
9.85
 Rank: 1079
 
s_poramet
 
Q13 contest
-1.89
02/15/2019 09:41
Z Clamp CNR Z Ranger
49.47%
10.27%
5.08
9.85
 Rank: 1080
 
s_poramet
 
Q13 contest
-1.89
01/02/2019 03:02
Swoosh Lvl Gold 90
38.23%
10.29%
4.51
6.60
 Rank: 1081
 
s_poramet
 
Q13 contest
-1.89
07/19/2019 11:12
xnBerry
11.24%
6.80%
1.71
2.65
 Rank: 1082
 
s_poramet
 
Q13 contest
-1.89
01/17/2019 00:18
W Clamp CNR Duo 9
60.13%
9.67%
6.30
12.77
 Rank: 1083
 
s_poramet
 
Q13 contest
-1.89
02/18/2019 06:48
Z PVO Ascence Second Stack Miracle 66 B
19.40%
8.66%
2.34
3.77
 Rank: 1084
 
s_poramet
 
Q13 contest
-1.90
07/21/2019 01:45
FloorCeil
13.68%
6.05%
2.39
3.44
 Rank: 1085
 
charless
 
Q13 contest
-1.90
05/04/2019 23:43
Q13-002.py
152.03%
6.11%
27.00
114.10
 Rank: 1086
 
charless
 
Q13 contest
-1.91
05/15/2019 16:38
Q13-058.py
230.48%
9.36%
27.06
89.03
 Rank: 1087
 
charless
 
Q13 contest
-1.91
05/22/2019 10:27
Q13-091.py
107.51%
7.26%
16.09
41.57
 Rank: 1088
 
fujin
 
Q13 contest
-1.93
07/04/2019 02:30
alaBulaBoss
6.29%
5.11%
1.22
2.09
 Rank: 1089
 
s_poramet
 
Q13 contest
-1.93
02/05/2019 06:01
Triple Cheeseburger 66 - Crocodile
64.32%
12.86%
5.75
10.00
 Rank: 1090
 
s_poramet
 
Q13 contest
-1.94
01/19/2019 00:16
W Clamp CNR Ranger 14
3.31%
1.93%
1.77
3.12
 Rank: 1091
 
s_poramet
 
Q13 contest
-1.94
02/18/2019 06:48
Z PVO Ascence Second Stack Miracle 66
12.15%
7.25%
1.77
2.77
 Rank: 1092
 
s_poramet
 
Q13 contest
-1.94
02/18/2019 06:50
Z LvlSd Mc1 Bicent 60
10.26%
9.84%
1.14
1.67
 Rank: 1093
 
s_poramet
 
Q13 contest
-1.96
01/27/2019 02:17
Y Clamp CNR Ranger 14
3.31%
1.93%
1.77
3.12
 Rank: 1094
 
s_poramet
 
Q13 contest
-1.97
01/28/2019 00:22
Y Clamp CNR Square 2
44.79%
8.34%
5.50
10.36
 Rank: 1095
 
s_poramet
 
Q13 contest
-1.97
01/20/2019 02:16
W Clamp CNR Square 2
44.79%
8.34%
5.51
10.36
 Rank: 1096
 
s_poramet
 
Q13 contest
-1.98
01/19/2019 00:16
W Clamp CNR Ranger 15
5.41%
2.53%
2.17
3.99
 Rank: 1097
 
s_poramet
 
Q13 contest
-1.98
01/27/2019 02:17
Y Clamp CNR Ranger 15
5.41%
2.53%
2.18
3.99
 Rank: 1098
 
s_poramet
 
Q13 contest
-1.98
02/06/2019 00:32
Z Clamp CNR Duo 2
55.89%
8.34%
7.01
14.47
 Rank: 1099
 
charless
 
Q13 contest
-1.98
05/31/2019 14:29
Q13-104.py
357.25%
10.31%
38.88
140.10
 Rank: 1100
 
s_poramet
 
Q13 contest
-1.99
01/30/2019 19:55
Y Clamp CNR Trio 7
42.36%
8.48%
5.15
9.42