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: 426
 
s_poramet
 
Q13 contest
0.18
01/27/2019 02:16
Y Clamp CNR Ranger 10
8.39%
5.16%
1.64
2.80
0.14% 4.32%
0.18
0.35
 Rank: 427
 
dimamalkov
 
Q13 contest
0.18
06/07/2019 12:03
futuresTechnicalIndex20190607
0.07%
3.64%
0.18
0.03
2.22% 3.24%
2.05
3.28
 Rank: 428
 
s_poramet
 
Q13 contest
0.17
07/29/2019 02:11
XMC SIM EV 01
17.07%
5.00%
3.44
6.25
0.19% 3.15%
0.17
0.27
 Rank: 429
 
s_poramet
 
Q13 contest
0.17
02/12/2019 00:53
Z Clamp CNR Trio 4
38.05%
8.71%
4.49
8.13
0.31% 9.88%
0.17
0.38
 Rank: 430
 
alango
 
Q13 contest
0.17
06/21/2019 11:15
q13comp4
3.17%
2.88%
1.52
1.59
0.13% 2.29%
0.17
0.32
 Rank: 431
 
s_poramet
 
Q13 contest
0.17
01/04/2019 03:21
Swoosh Lvl Diamond 85 Reflector
30.47%
15.89%
2.06
3.15
1.17% 20.60%
0.17
0.30
 Rank: 432
 
dimamalkov
 
Q13 contest
0.16
05/29/2019 12:44
futuresTechnical20190529
2.26%
8.77%
0.35
0.39
0.38% 6.79%
0.16
0.24
 Rank: 433
 
s_poramet
 
Q13 contest
0.15
07/19/2019 10:14
Kerberina
11.46%
3.08%
3.83
6.77
0.11% 2.06%
0.15
0.23
 Rank: 434
 
charless
 
Q13 contest
0.15
05/14/2019 12:46
Q13-055.py
69.87%
4.00%
18.28
90.04
0.12% 2.36%
0.15
0.27
 Rank: 435
 
mwalimudan
 
Q13 contest
0.15
05/07/2019 07:26
SplitMeOneMoreTime
7.02%
7.64%
0.96
1.37
0.22% 4.27%
0.15
0.25
 Rank: 436
 
charless
 
Q13 contest
0.15
05/14/2019 12:46
Q13-053.py
249.09%
7.57%
35.64
181.51
0.27% 5.25%
0.15
0.25
 Rank: 437
 
Dr Carl
 
Q13 contest
0.15
03/28/2019 16:51
Cycler01
0.07%
7.52%
0.15
0.01
2.15% 4.77%
1.35
2.39
 Rank: 438
 
mwalimudan
 
Q13 contest
0.15
07/27/2019 14:11
FarmersMarketQ131
9.47%
5.61%
1.74
2.95
0.18% 3.61%
0.15
0.27
 Rank: 439
 
dm7
 
Q13 contest
0.15
07/30/2019 03:03
tsq139f33045eecdd472fb54aff049a50a46e
4.52%
3.67%
1.25
2.11
0.13% 2.63%
0.15
0.25
 Rank: 440
 
charless
 
Q13 contest
0.15
06/10/2019 15:30
Q13-161.py
271.26%
7.18%
41.40
219.63
0.20% 3.93%
0.15
0.22
 Rank: 441
 
denniskxl
 
Q13 contest
0.15
03/30/2019 10:41
fib_retracement
0.05%
7.58%
0.15
0.01
2.17% 4.80%
1.35
2.38
 Rank: 442
 
IbnNafis
 
Q13 contest
0.15
01/27/2019 13:21
HeikinAshi20191272220
0.02%
7.54%
0.15
0.00
1.92% 4.81%
1.19
2.08
 Rank: 443
 
s_poramet
 
Q13 contest
0.14
02/07/2019 21:58
Z Clamp CNR iBal
44.87%
10.10%
4.65
8.35
0.30% 11.42%
0.14
0.29
 Rank: 444
 
AlgoQT
 
Q13 contest
0.14
07/23/2019 10:10
BlankTradingStrategy20197231310
2.72%
2.49%
1.20
1.69
0.12% 2.52%
0.14
0.25
 Rank: 445
 
srikaryallala
 
Q13 contest
0.14
06/07/2019 13:36
CarstensIllustration20196071536
0.83%
18.90%
0.14
0.06
7.46% 14.86%
1.58
2.31
 Rank: 446
 
fujin
 
Q13 contest
0.14
07/04/2019 02:43
zirtUch3
0.64%
3.27%
0.14
0.32
1.08% 2.35%
1.36
2.75
 Rank: 447
 
s_poramet
 
Q13 contest
0.14
01/24/2019 01:28
Y Clamp CNR Duo 2
59.74%
8.42%
7.17
15.48
0.20% 8.16%
0.14
0.21
 Rank: 448
 
s_poramet
 
Q13 contest
0.14
02/24/2019 06:25
Wheel of Fortune v4
12.12%
3.87%
3.39
5.60
0.15% 3.16%
0.14
0.24
 Rank: 449
 
s_poramet
 
Q13 contest
0.13
07/24/2019 08:59
MCxMC_b
19.03%
4.64%
4.10
7.63
0.17% 3.88%
0.13
0.18
 Rank: 450
 
s_poramet
 
Q13 contest
0.12
02/03/2019 01:09
Y LvlSd Mc1 Miracle 75-1b
38.05%
10.47%
3.79
6.38
0.50% 11.73%
0.12
0.19