Quantitative trading competition Q13
Guaranteed investments of $2,250,000

JOIN Q13
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.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 301
 
s_poramet
 
Q13 contest
0.00
01/29/2019 00:18
Y Clamp CNR Square 15
54.07%
2484
7.95%
7.44
14.40
385.30%
1282
---
---
---
 Rank: 302
 
s_poramet
 
Q13 contest
0.00
01/29/2019 00:18
Y Clamp CNR Trio 1
40.99%
2484
8.45%
5.04
9.10
262.49%
1282
---
---
---
 Rank: 303
 
s_poramet
 
Q13 contest
0.00
01/29/2019 00:18
Y Clamp CNR Trio 2
50.34%
2484
9.34%
5.68
10.58
392.18%
1282
---
---
---
 Rank: 304
 
success2019
 
Q13 contest
0.00
01/29/2019 06:53
Test
0.28%
2472
6.83%
0.31
0.07
-17.54%
1265
---
---
---
 Rank: 305
 
kcwoodson
 
Q13 contest
0.00
01/29/2019 18:26
temp
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 306
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:54
Y Clamp CNR Trio 3
43.79%
2484
9.08%
5.08
9.13
302.45%
1282
---
---
---
 Rank: 307
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:54
Y Clamp CNR Trio 4
40.83%
2484
8.81%
4.98
8.64
246.25%
1282
---
---
---
 Rank: 308
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:54
Y Clamp CNR Trio 5
54.73%
2484
8.55%
6.69
13.25
411.06%
1282
---
---
---
 Rank: 309
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:54
Y Clamp CNR Trio 6
46.56%
2484
8.64%
5.67
10.42
317.88%
1282
---
---
---
 Rank: 310
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:55
Y Clamp CNR Trio 7
43.67%
2484
8.45%
5.56
9.87
260.32%
1282
---
---
---
 Rank: 311
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:55
Y Clamp CNR Trio 8
60.09%
2484
9.88%
6.52
12.50
510.26%
1282
---
---
---
 Rank: 312
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:55
Y Clamp CNR Trio 9
54.42%
2484
9.51%
6.26
11.48
375.31%
1282
---
---
---
 Rank: 313
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:55
Y Clamp CNR Trio 10
46.48%
2484
8.99%
5.61
10.02
300.08%
1282
---
---
---
 Rank: 314
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:55
Y Clamp CNR Trio 11
57.76%
2484
7.53%
8.05
16.92
458.24%
1283
---
---
---
 Rank: 315
 
s_poramet
 
Q13 contest
0.00
01/30/2019 19:55
Y Clamp CNR Trio 12
51.14%
2484
7.78%
6.98
13.46
370.20%
1283
---
---
---
 Rank: 316
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:55
Y Clamp CNR Trio 13
49.22%
2484
7.64%
6.92
13.11
329.59%
1281
---
---
---
 Rank: 317
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:55
Y Clamp CNR Trio 14
60.50%
2484
8.11%
8.00
16.50
509.12%
1283
---
---
---
 Rank: 318
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:55
Y Clamp CNR Trio 15
57.40%
2484
7.89%
7.91
15.97
433.33%
1282
---
---
---
 Rank: 319
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:55
Y Clamp CNR Trio 16
51.02%
2484
7.95%
6.98
13.25
356.19%
1282
---
---
---
 Rank: 320
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:56
Y Clamp CNR Trio 17
63.71%
2484
8.01%
8.47
18.12
530.41%
1283
---
---
---
 Rank: 321
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:56
Y Clamp CNR Trio 18
60.74%
2484
7.86%
8.36
17.31
454.15%
1282
---
---
---
 Rank: 322
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:56
Y Clamp CNR Trio 19
53.23%
2484
7.88%
7.36
13.99
369.21%
1283
---
---
---
 Rank: 323
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:56
Y Clamp CNR Trio 20
63.21%
2484
8.35%
8.33
17.17
498.69%
1283
---
---
---
 Rank: 324
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:56
Y Clamp CNR Z Outranger
47.75%
2484
7.54%
6.72
12.58
336.16%
1282
---
---
---
 Rank: 325
 
s_poramet
 
Q13 contest
0.00
01/31/2019 01:57
Y Clamp CNR Z Ranger
53.45%
2484
10.25%
5.86
10.78
305.60%
1282
---
---
---