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: 376
 
s_poramet
 
Q13 contest
0.35
07/30/2019 03:26
xAll SIM 01
32.67%
9.03%
3.66
6.63
0.70% 5.83%
0.35
0.63
 Rank: 377
 
Eric Hamer
 
Q13 contest
0.35
03/22/2019 13:11
macro_data
3.86%
7.59%
0.35
0.85
3.63% 4.69%
2.35
4.21
 Rank: 378
 
Eric Hamer
 
Q13 contest
0.35
03/22/2019 13:13
macro_data
3.66%
7.60%
0.35
0.80
3.63% 4.69%
2.35
4.21
 Rank: 379
 
mwalimudan
 
Q13 contest
0.35
07/06/2019 07:27
CongenitalOptimistQ131
17.81%
12.92%
1.49
2.28
1.04% 8.90%
0.35
0.56
 Rank: 380
 
s_poramet
 
Q13 contest
0.34
02/08/2019 00:56
Z Clamp CNR Ranger 5
2.79%
0.99%
2.87
5.55
0.06% 0.96%
0.34
0.60
 Rank: 381
 
charless
 
Q13 contest
0.33
06/05/2019 20:42
Q13-128.py
43.60%
3.33%
14.11
46.47
0.21% 1.88%
0.33
0.54
 Rank: 382
 
s_poramet
 
Q13 contest
0.33
07/27/2019 06:55
Transplantation 33
32.10%
7.96%
4.03
7.48
0.52% 4.62%
0.33
0.54
 Rank: 383
 
alango
 
Q13 contest
0.33
07/02/2019 06:04
q13comp8
4.71%
3.23%
1.83
2.19
0.32% 2.78%
0.33
0.53
 Rank: 384
 
mwalimudan
 
Q13 contest
0.33
05/02/2019 08:04
VamosALaPlayaQ13
13.31%
10.41%
1.59
1.89
0.78% 6.98%
0.33
0.55
 Rank: 385
 
s_poramet
 
Q13 contest
0.33
07/19/2019 09:42
tBerry
12.50%
6.14%
2.16
3.26
0.50% 4.44%
0.33
0.59
 Rank: 386
 
fujin
 
Q13 contest
0.33
07/07/2019 02:06
okqaqa2
5.87%
3.04%
1.86
3.43
0.34% 3.09%
0.33
0.53
 Rank: 387
 
fujin
 
Q13 contest
0.33
07/07/2019 02:07
okqaqa2ORG
5.87%
3.04%
1.86
3.43
0.34% 3.09%
0.33
0.53
 Rank: 388
 
alango
 
Q13 contest
0.32
06/21/2019 08:04
q13comp1
3.38%
3.07%
1.47
1.60
0.30% 2.75%
0.32
0.58
 Rank: 389
 
bmiller22
 
Q13 contest
0.32
03/31/2019 14:20
SVC
1.01%
6.01%
0.32
0.24
2.39% 4.06%
1.77
2.78
 Rank: 390
 
charless
 
Q13 contest
0.31
06/10/2019 15:30
Q13-159.py
332.57%
9.68%
37.29
149.37
0.90% 8.43%
0.31
0.55
 Rank: 391
 
charless
 
Q13 contest
0.31
06/08/2019 05:40
Q13-148.py
86.92%
4.14%
22.10
107.57
0.24% 2.20%
0.31
0.57
 Rank: 392
 
s_poramet
 
Q13 contest
0.31
07/27/2019 06:45
Transplantation 01
32.36%
8.60%
3.74
6.82
0.54% 5.08%
0.31
0.55
 Rank: 393
 
alango
 
Q13 contest
0.31
06/21/2019 08:35
q13comp3
2.99%
2.81%
1.45
1.54
0.24% 2.26%
0.31
0.58
 Rank: 394
 
s_poramet
 
Q13 contest
0.30
07/27/2019 06:31
Transplantation
33.54%
8.34%
4.01
7.36
0.49% 4.76%
0.30
0.52
 Rank: 395
 
s_poramet
 
Q13 contest
0.30
01/07/2019 02:13
LvlSD Thirty 200
22.64%
5.36%
4.40
7.97
0.42% 4.09%
0.30
0.57
 Rank: 396
 
c47qian
 
Q13 contest
0.29
06/22/2019 23:22
myname
0.77%
6.03%
0.29
0.18
1.44% 4.10%
1.04
1.57
 Rank: 397
 
saeed_t2977
 
Q13 contest
0.29
05/26/2019 18:02
svmTradingStrategy20195111330
0.78%
6.03%
0.29
0.18
1.44% 4.10%
1.04
1.57
 Rank: 398
 
s_poramet
 
Q13 contest
0.29
01/06/2019 02:28
Lvl SQ Forty 100
28.52%
13.25%
2.55
3.34
1.01% 10.52%
0.29
0.43
 Rank: 399
 
s_poramet
 
Q13 contest
0.28
07/13/2019 09:34
Kitty
11.63%
3.56%
3.49
5.91
0.22% 2.24%
0.28
0.44
 Rank: 400
 
s_poramet
 
Q13 contest
0.28
01/02/2019 03:02
Swoosh Lvl Gold 80
34.34%
6.05%
6.19
10.92
0.46% 4.87%
0.28
0.43