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: 451
 
s_poramet
 
Q13 contest
0.12
01/03/2019 03:45
Swoosh Lvl Gold 85 Mini
37.57%
7.54%
5.50
9.33
0.24% 5.64%
0.12
0.20
 Rank: 452
 
offir
 
Q13 contest
0.12
06/24/2019 06:51
BollingerBands20196241651
1.01%
5.81%
0.12
0.38
5.16% 9.53%
1.67
25.30
 Rank: 453
 
s_poramet
 
Q13 contest
0.12
07/14/2019 10:10
Onioni
12.67%
4.71%
2.69
4.75
0.10% 2.40%
0.12
0.18
 Rank: 454
 
s_poramet
 
Q13 contest
0.11
07/29/2019 02:11
XMC SIM EV 33
17.71%
4.92%
3.64
6.69
0.12% 3.23%
0.11
0.17
 Rank: 455
 
ptoolis
 
Q13 contest
0.10
07/07/2019 13:57
spbayesadlprod
0.21%
0.71%
0.38
0.43
0.05% 1.38%
0.10
0.14
 Rank: 456
 
saeed_t2977
 
Q13 contest
0.10
06/05/2019 21:18
svm1
-0.12%
6.93%
0.10
-0.02
2.54% 4.37%
1.75
2.80
 Rank: 457
 
Fploython
 
Q13 contest
0.10
01/07/2019 13:11
temp
2.02%
6.52%
0.44
0.48
0.13% 3.71%
0.10
0.16
 Rank: 458
 
charless
 
Q13 contest
0.10
06/09/2019 10:19
Q13-157.py
55.03%
4.08%
14.35
44.16
0.09% 2.73%
0.10
0.20
 Rank: 459
 
charless
 
Q13 contest
0.10
05/13/2019 17:42
Q13-039.py
224.67%
7.33%
34.16
143.64
0.18% 5.17%
0.10
0.18
 Rank: 460
 
s_poramet
 
Q13 contest
0.10
03/09/2019 03:16
One Chance Pass B
13.24%
4.29%
3.14
5.62
0.06% 3.36%
0.10
0.17
 Rank: 461
 
AlgoQT
 
Q13 contest
0.10
07/08/2019 20:28
Mix20197082328
2.70%
2.64%
1.16
1.57
0.09% 2.76%
0.10
0.15
 Rank: 462
 
Wagee8
 
Q13 contest
0.09
02/05/2019 06:00
TradingSystem
1.98%
16.72%
0.09
0.18
0.39% 12.60%
0.09
0.15
 Rank: 463
 
s_poramet
 
Q13 contest
0.09
07/20/2019 02:47
sBerry
14.29%
9.85%
1.44
2.38
0.23% 7.54%
0.09
0.15
 Rank: 464
 
charless
 
Q13 contest
0.09
06/19/2019 00:01
Q13-178.py
267.42%
13.17%
21.99
56.71
0.40% 13.59%
0.09
0.15
 Rank: 465
 
s_poramet
 
Q13 contest
0.08
03/10/2019 03:29
Soccer Field
14.50%
5.84%
2.49
4.30
0.04% 2.73%
0.08
0.13
 Rank: 466
 
s_poramet
 
Q13 contest
0.07
07/21/2019 01:44
TVO
18.01%
8.87%
2.15
3.23
0.17% 6.92%
0.07
0.11
 Rank: 467
 
s_poramet
 
Q13 contest
0.07
01/08/2019 00:09
wpass Hundred 66 Zero
8.31%
7.90%
1.26
1.65
0.14% 5.59%
0.07
0.13
 Rank: 468
 
xerox.tm
 
Q13 contest
0.07
02/05/2019 12:06
newts201902052106
-0.48%
8.76%
0.07
-0.08
3.11% 5.54%
1.69
3.25
 Rank: 469
 
s_poramet
 
Q13 contest
0.06
02/24/2019 06:25
Wheel of Fortune v4.2
12.55%
3.99%
3.40
5.64
0.07% 3.27%
0.06
0.11
 Rank: 470
 
sinamz
 
Q13 contest
0.06
03/02/2019 06:40
trendfollowing201903021811
-0.48%
8.76%
0.06
-0.08
3.11% 5.54%
1.69
3.25
 Rank: 471
 
sinamz
 
Q13 contest
0.06
03/02/2019 06:41
trendfollowing201903021811
-0.48%
8.76%
0.06
-0.08
3.11% 5.54%
1.69
3.25
 Rank: 472
 
sal
 
Q13 contest
0.06
01/24/2019 15:06
sl
-0.48%
8.76%
0.06
-0.08
3.11% 5.54%
1.69
3.25
 Rank: 473
 
s_poramet
 
Q13 contest
0.05
01/19/2019 00:15
W Clamp CNR Ranger 10
8.38%
5.16%
1.64
2.80
0.04% 4.28%
0.05
0.10
 Rank: 474
 
s_poramet
 
Q13 contest
0.05
07/14/2019 23:53
Merci
13.13%
4.29%
3.06
5.35
0.04% 2.64%
0.05
0.07
 Rank: 475
 
s_poramet
 
Q13 contest
0.05
01/14/2019 02:23
W Lvl Mn1 Miracle 75
62.04%
13.47%
5.02
8.58
0.21% 13.02%
0.05
0.07