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: 626
 
Sun73
 
Q13 contest
-0.32
07/02/2019 04:02
sun73_v9d_rev4c
22.66%
6.10%
3.68
6.71
 Rank: 627
 
s_poramet
 
Q13 contest
-0.32
07/16/2019 09:22
Porky
12.12%
3.31%
3.76
6.78
 Rank: 628
 
s_poramet
 
Q13 contest
-0.33
01/28/2019 00:21
Y Clamp CNR Select
67.42%
7.56%
9.17
20.66
 Rank: 629
 
s_poramet
 
Q13 contest
-0.33
02/11/2019 00:22
Z Clamp CNR Square 10
56.17%
7.63%
7.68
16.34
 Rank: 630
 
s_poramet
 
Q13 contest
-0.33
07/05/2019 10:08
U_Appreciation
27.90%
5.44%
5.05
9.93
 Rank: 631
 
vsujith
 
Q13 contest
-0.34
07/17/2019 02:29
1303Zaphod
7.44%
2.72%
2.78
4.87
 Rank: 632
 
AlgoQT
 
Q13 contest
-0.34
07/23/2019 12:28
BlankTradingStrategy20197231528
2.97%
2.83%
1.06
1.67
 Rank: 633
 
s_poramet
 
Q13 contest
-0.34
07/28/2019 01:44
Holy Grail
34.15%
9.52%
3.62
6.23
 Rank: 634
 
dm7
 
Q13 contest
-0.34
07/22/2019 05:59
tsq1349cf2d81465b42da8684db61ba1f4175
65.79%
11.03%
6.57
11.76
 Rank: 635
 
s_poramet
 
Q13 contest
-0.35
07/21/2019 10:54
Grill Plate
54.17%
17.76%
3.07
5.22
 Rank: 636
 
charless
 
Q13 contest
-0.35
06/09/2019 10:19
Q13-151.py
213.27%
10.34%
22.01
65.87
 Rank: 637
 
Troy B
 
Q13 contest
-0.36
07/20/2019 22:03
SLPMSTR19
9.12%
8.44%
1.12
1.81
 Rank: 638
 
KOBAS
 
Q13 contest
-0.36
04/09/2019 14:18
B07KOBAS04L3A00c
6.03%
6.44%
1.06
1.49
 Rank: 639
 
s_poramet
 
Q13 contest
-0.36
02/11/2019 00:22
Z Clamp CNR Square 11
50.05%
7.76%
6.73
13.36
 Rank: 640
 
s_poramet
 
Q13 contest
-0.36
01/09/2019 00:08
Y Lvl All Seventy 70b
15.31%
10.43%
1.78
2.40
 Rank: 641
 
charless
 
Q13 contest
-0.36
05/22/2019 10:26
Q13-090.py
153.33%
7.02%
22.61
92.66
 Rank: 642
 
charless
 
Q13 contest
-0.36
05/22/2019 10:26
Q13-090.py
149.76%
7.21%
22.61
74.92
 Rank: 643
 
s_poramet
 
Q13 contest
-0.38
02/09/2019 00:05
Z Clamp CNR Ranger 10
8.11%
5.08%
1.67
2.76
 Rank: 644
 
dm7
 
Q13 contest
-0.38
07/24/2019 13:23
tsq13b9d4d555ca16417db2cd4b2e4d75931f
60.55%
12.01%
5.62
9.06
 Rank: 645
 
charless
 
Q13 contest
-0.38
05/12/2019 13:11
Q13-027.py
144.66%
6.22%
25.01
110.51
 Rank: 646
 
Troy B
 
Q13 contest
-0.39
07/09/2019 21:32
July19_V7
18.04%
9.38%
1.92
3.35
 Rank: 647
 
charless
 
Q13 contest
-0.39
05/16/2019 15:24
Q13-073.py
223.76%
10.63%
21.73
68.53
 Rank: 648
 
s_poramet
 
Q13 contest
-0.40
07/30/2019 03:26
xAll SIM 33
30.60%
7.61%
4.23
7.46
 Rank: 649
 
s_poramet
 
Q13 contest
-0.40
01/02/2019 03:02
Swoosh Lvl Gold 85
37.24%
8.38%
4.95
8.09
 Rank: 650
 
dm7
 
Q13 contest
-0.42
07/24/2019 12:51
tsq13c845434e254a41749132ada46a8f2bbb
99.75%
17.93%
6.26
9.92