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: 1176
 
charless
 
Q13 contest
-2.66
06/03/2019 10:05
Q13-113.py
295.25%
12.09%
26.47
100.70
 Rank: 1177
 
charless
 
Q13 contest
-2.67
06/21/2019 07:11
Q13-196.py
430.72%
13.51%
36.00
107.22
 Rank: 1178
 
s_poramet
 
Q13 contest
-2.68
01/16/2019 01:24
W Clamp CNR Duo 8
51.70%
9.41%
5.66
10.74
 Rank: 1179
 
s_poramet
 
Q13 contest
-2.68
01/24/2019 01:30
Y Clamp CNR Duo 8
51.70%
9.41%
5.65
10.74
 Rank: 1180
 
s_poramet
 
Q13 contest
-2.68
02/08/2019 00:55
Z Clamp CNR Ranger 1
7.18%
3.77%
2.00
3.46
 Rank: 1181
 
s_poramet
 
Q13 contest
-2.70
02/22/2019 08:14
Z LvlSd Ri1 Diamond 80 B
52.93%
7.06%
8.09
16.85
 Rank: 1182
 
charless
 
Q13 contest
-2.71
07/28/2019 04:01
Q13-289.py
37.96%
7.10%
5.32
10.58
 Rank: 1183
 
s_poramet
 
Q13 contest
-2.72
02/19/2019 06:12
Z LvlSd Mc1 Bronze 75-3B
46.19%
4.90%
10.04
23.01
 Rank: 1184
 
s_poramet
 
Q13 contest
-2.77
02/09/2019 00:06
Z Clamp CNR Ranger 13
5.85%
3.06%
1.92
3.92
 Rank: 1185
 
charless
 
Q13 contest
-2.78
06/20/2019 08:50
Q13-191.py
170.36%
12.66%
13.76
31.68
 Rank: 1186
 
charless
 
Q13 contest
-2.78
06/20/2019 08:50
Q13-194.py
120.55%
12.62%
10.18
19.99
 Rank: 1187
 
s_poramet
 
Q13 contest
-2.79
01/05/2019 00:08
Swoosh Lvl Diamon 60 Mini Reflector
17.67%
3.14%
6.00
12.07
 Rank: 1188
 
KOBAS
 
Q13 contest
-2.81
04/09/2019 02:43
B06KOBAS04C3A00f
5.94%
5.15%
1.21
1.92
 Rank: 1189
 
s_poramet
 
Q13 contest
-2.81
01/09/2019 00:08
Y Lvl All Hundred 60 Stop
7.86%
4.67%
2.05
2.89
 Rank: 1190
 
charless
 
Q13 contest
-2.82
06/21/2019 07:12
Q13-197.py
357.36%
13.25%
29.45
88.07
 Rank: 1191
 
similo
 
Q13 contest
-2.83
05/23/2019 10:12
BlankTradingStrategy20195231912
5.44%
6.18%
0.82
1.47
 Rank: 1192
 
charless
 
Q13 contest
-2.83
06/06/2019 22:25
Q13-137.py
57.75%
4.06%
15.25
59.86
 Rank: 1193
 
s_poramet
 
Q13 contest
-2.84
02/15/2019 09:41
Z Lvl Mc1 Miracle 75-1
56.48%
11.06%
5.75
9.95
 Rank: 1194
 
s_poramet
 
Q13 contest
-2.84
02/09/2019 00:05
Z Clamp CNR Ranger 6
5.60%
3.75%
1.55
2.78
 Rank: 1195
 
mg1ade
 
Q13 contest
-2.86
04/26/2019 11:21
ts
13.41%
17.88%
0.96
1.13
 Rank: 1196
 
s_poramet
 
Q13 contest
-2.86
02/18/2019 06:51
Z LvlSd Mc1 Bronze 75-1
40.39%
5.50%
7.82
16.23
 Rank: 1197
 
s_poramet
 
Q13 contest
-2.87
01/09/2019 00:11
Y Lvl Fifty 500
21.17%
5.90%
3.97
6.87
 Rank: 1198
 
s_poramet
 
Q13 contest
-2.89
02/04/2019 01:30
Secondary Stack Lvl 66 Selector B
42.83%
14.02%
3.65
5.58
 Rank: 1199
 
s_poramet
 
Q13 contest
-2.89
02/19/2019 06:11
Z LvlSd Mc1 Bronze 75-2
41.06%
5.42%
8.17
17.01
 Rank: 1200
 
s_poramet
 
Q13 contest
-2.89
01/06/2019 02:25
Lvl Full Fifty 75
22.59%
8.00%
3.01
5.06