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: 551
 
s_poramet
 
Q13 contest
-0.05
01/01/2019 00:02
Diamond Rank 85
64.73%
29.75%
2.58
3.25
 Rank: 552
 
s_poramet
 
Q13 contest
-0.05
01/03/2019 03:48
Swoosh Lvl Diamond 70 Mini
29.64%
4.28%
7.49
14.57
 Rank: 553
 
charless
 
Q13 contest
-0.06
05/15/2019 16:38
Q13-059.py
515.94%
11.42%
44.93
209.61
 Rank: 554
 
s_poramet
 
Q13 contest
-0.06
07/20/2019 01:10
Tall Leaves
6.94%
8.54%
0.86
1.24
 Rank: 555
 
s_poramet
 
Q13 contest
-0.06
03/09/2019 05:17
Take bAll
16.16%
5.22%
3.10
5.71
 Rank: 556
 
charless
 
Q13 contest
-0.06
05/11/2019 04:36
Q13-024.py
90.37%
3.98%
24.20
151.07
 Rank: 557
 
Troy B
 
Q13 contest
-0.07
07/21/2019 12:04
July19_V9
15.95%
8.31%
1.90
3.37
 Rank: 558
 
charless
 
Q13 contest
-0.07
07/27/2019 05:18
Q13-282.py
15.35%
6.27%
2.47
4.39
 Rank: 559
 
vsujith
 
Q13 contest
-0.07
07/23/2019 01:22
1308Linford
8.00%
2.89%
2.82
4.95
 Rank: 560
 
s_poramet
 
Q13 contest
-0.08
01/07/2019 02:11
Lvl Thirty 100
36.22%
11.57%
3.55
5.05
 Rank: 561
 
fujin
 
Q13 contest
-0.08
07/07/2019 02:08
newM
2.66%
2.56%
1.14
1.62
 Rank: 562
 
s_poramet
 
Q13 contest
-0.08
01/03/2019 03:46
Swoosh Lvl Gold 70 Mini
32.78%
4.04%
8.65
18.20
 Rank: 563
 
s_poramet
 
Q13 contest
-0.08
01/05/2019 00:08
Swoosh Lvl Gold 99 Mini Reflector
21.59%
14.25%
1.51
2.52
 Rank: 564
 
alango
 
Q13 contest
-0.09
07/01/2019 13:12
q13comp5
3.70%
3.27%
1.60
1.63
 Rank: 565
 
charless
 
Q13 contest
-0.09
07/31/2019 02:43
Q13-366.py
44.37%
6.72%
6.80
13.58
 Rank: 566
 
Troy B
 
Q13 contest
-0.09
07/29/2019 20:38
Vortex1B
13.63%
8.77%
1.51
2.56
 Rank: 567
 
s_poramet
 
Q13 contest
-0.09
07/30/2019 03:26
xAll SIM
28.24%
15.79%
1.82
3.09
 Rank: 568
 
s_poramet
 
Q13 contest
-0.10
01/02/2019 03:01
Swoosh Lvl Gold 60
21.01%
4.98%
4.53
7.65
 Rank: 569
 
charless
 
Q13 contest
-0.11
06/22/2019 05:47
Q13-211.py
333.63%
13.02%
27.56
77.57
 Rank: 570
 
s_poramet
 
Q13 contest
-0.12
07/18/2019 08:39
Purpleberry
12.43%
6.50%
1.98
3.07
 Rank: 571
 
charless
 
Q13 contest
-0.12
06/22/2019 05:47
Q13-213.py
277.50%
13.95%
21.53
52.53
 Rank: 572
 
s_poramet
 
Q13 contest
-0.13
02/08/2019 00:53
Z Clamp CNR Pentagon 3
49.40%
7.63%
6.75
13.46
 Rank: 573
 
s_poramet
 
Q13 contest
-0.14
07/29/2019 01:20
Cookie Box EV
20.51%
6.27%
3.29
5.88
 Rank: 574
 
s_poramet
 
Q13 contest
-0.15
02/27/2019 08:48
PTD Karate
6.25%
2.82%
2.23
3.84
 Rank: 575
 
s_poramet
 
Q13 contest
-0.15
07/13/2019 07:04
Just Super Basic Trend Follower
12.60%
7.50%
1.68
2.68