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: 1201
 
charless
 
Q13 contest
-2.63
06/22/2019 05:46
Q13-206.py
461.46%
17.24%
29.51
84.42
 Rank: 1202
 
charless
 
Q13 contest
-2.65
05/21/2019 11:23
Q13-080.py
268.28%
7.32%
40.50
236.28
 Rank: 1203
 
charless
 
Q13 contest
-2.66
05/15/2019 16:36
Q13-057.py
454.59%
9.59%
52.98
281.10
 Rank: 1204
 
charless
 
Q13 contest
-2.66
06/03/2019 10:05
Q13-113.py
295.25%
12.09%
26.47
100.70
 Rank: 1205
 
charless
 
Q13 contest
-2.67
06/21/2019 07:11
Q13-196.py
430.72%
13.51%
36.00
107.22
 Rank: 1206
 
s_poramet
 
Q13 contest
-2.68
01/16/2019 01:24
W Clamp CNR Duo 8
51.70%
9.41%
5.66
10.74
 Rank: 1207
 
s_poramet
 
Q13 contest
-2.68
01/24/2019 01:30
Y Clamp CNR Duo 8
51.70%
9.41%
5.65
10.74
 Rank: 1208
 
s_poramet
 
Q13 contest
-2.68
02/08/2019 00:55
Z Clamp CNR Ranger 1
7.18%
3.77%
2.00
3.46
 Rank: 1209
 
s_poramet
 
Q13 contest
-2.70
02/22/2019 08:14
Z LvlSd Ri1 Diamond 80 B
52.93%
7.06%
8.09
16.85
 Rank: 1210
 
charless
 
Q13 contest
-2.71
07/28/2019 04:01
Q13-289.py
37.96%
7.10%
5.32
10.58
 Rank: 1211
 
s_poramet
 
Q13 contest
-2.72
02/19/2019 06:12
Z LvlSd Mc1 Bronze 75-3B
46.19%
4.90%
10.04
23.01
 Rank: 1212
 
s_poramet
 
Q13 contest
-2.77
02/09/2019 00:06
Z Clamp CNR Ranger 13
5.85%
3.06%
1.92
3.92
 Rank: 1213
 
charless
 
Q13 contest
-2.78
06/20/2019 08:50
Q13-191.py
170.36%
12.66%
13.76
31.68
 Rank: 1214
 
charless
 
Q13 contest
-2.78
06/20/2019 08:50
Q13-194.py
120.55%
12.62%
10.18
19.99
 Rank: 1215
 
s_poramet
 
Q13 contest
-2.79
01/05/2019 00:08
Swoosh Lvl Diamon 60 Mini Reflector
17.67%
3.14%
6.00
12.07
 Rank: 1216
 
KOBAS
 
Q13 contest
-2.81
04/09/2019 02:43
B06KOBAS04C3A00f
5.94%
5.15%
1.21
1.92
 Rank: 1217
 
s_poramet
 
Q13 contest
-2.81
01/09/2019 00:08
Y Lvl All Hundred 60 Stop
7.86%
4.67%
2.05
2.89
 Rank: 1218
 
charless
 
Q13 contest
-2.82
06/21/2019 07:12
Q13-197.py
357.36%
13.25%
29.45
88.07
 Rank: 1219
 
similo
 
Q13 contest
-2.83
05/23/2019 10:12
BlankTradingStrategy20195231912
5.44%
6.18%
0.82
1.47
 Rank: 1220
 
charless
 
Q13 contest
-2.83
06/06/2019 22:25
Q13-137.py
57.75%
4.06%
15.25
59.86
 Rank: 1221
 
s_poramet
 
Q13 contest
-2.84
02/15/2019 09:41
Z Lvl Mc1 Miracle 75-1
56.48%
11.06%
5.75
9.95
 Rank: 1222
 
s_poramet
 
Q13 contest
-2.84
02/09/2019 00:05
Z Clamp CNR Ranger 6
5.60%
3.75%
1.55
2.78
 Rank: 1223
 
mg1ade
 
Q13 contest
-2.86
04/26/2019 11:21
ts
13.41%
17.88%
0.96
1.13
 Rank: 1224
 
s_poramet
 
Q13 contest
-2.86
02/18/2019 06:51
Z LvlSd Mc1 Bronze 75-1
40.39%
5.50%
7.82
16.23
 Rank: 1225
 
s_poramet
 
Q13 contest
-2.87
01/09/2019 00:11
Y Lvl Fifty 500
21.17%
5.90%
3.97
6.87