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: 101
 
s_poramet
 
Q13 contest
1.67
02/09/2019 00:06
Z Clamp CNR Ranger 12
3.79%
2.25%
1.67
3.05
0.58% 1.29%
2.48
5.04
 Rank: 102
 
s_poramet
 
Q13 contest
1.67
02/09/2019 00:06
Z Clamp CNR Ranger 14
3.39%
1.90%
1.76
3.25
0.26% 0.87%
1.67
3.83
 Rank: 103
 
charless
 
Q13 contest
1.67
07/31/2019 02:43
Q13-365.py
44.20%
6.88%
6.54
13.26
3.27% 5.92%
1.67
2.81
 Rank: 104
 
mwalimudan
 
Q13 contest
1.65
07/06/2019 09:58
CongenitalOptimistQ132
21.79%
13.86%
1.65
2.61
5.90% 8.84%
2.07
3.60
 Rank: 105
 
Troy B
 
Q13 contest
1.64
07/22/2019 14:14
Balanced_Stable2
9.33%
4.58%
1.97
3.52
2.52% 4.62%
1.64
2.71
 Rank: 106
 
Troy B
 
Q13 contest
1.63
07/22/2019 14:13
Balanced_Stable1
8.69%
4.27%
1.97
3.51
2.35% 4.31%
1.63
2.71
 Rank: 107
 
fujin
 
Q13 contest
1.61
07/04/2019 02:22
adamBadam
5.16%
3.11%
1.61
2.86
2.15% 3.33%
1.94
3.35
 Rank: 108
 
charless
 
Q13 contest
1.60
07/31/2019 02:43
Q13-367.py
52.59%
7.20%
7.27
15.29
3.58% 6.77%
1.60
3.00
 Rank: 109
 
s_poramet
 
Q13 contest
1.59
02/01/2019 00:05
Y Lvl Mc1 Miracle 75-1b
67.38%
10.85%
6.53
12.74
4.75% 9.17%
1.59
3.15
 Rank: 110
 
s_poramet
 
Q13 contest
1.59
01/15/2019 01:20
W Lvl Mc1 Miracle 75-1 B
67.38%
10.85%
6.55
12.74
4.75% 9.17%
1.59
3.15
 Rank: 111
 
s_poramet
 
Q13 contest
1.58
07/31/2019 08:17
xAll SMA EV 01
23.43%
6.94%
3.34
6.09
2.63% 4.99%
1.58
3.06
 Rank: 112
 
charless
 
Q13 contest
1.58
06/09/2019 10:19
Q13-155.py
57.55%
3.66%
16.62
66.05
1.15% 2.16%
1.58
3.27
 Rank: 113
 
s_poramet
 
Q13 contest
1.57
01/12/2019 07:46
W Lvlsd Mc1 Hundred 66
19.85%
11.36%
1.69
2.81
4.79% 9.57%
1.57
2.39
 Rank: 114
 
dm7
 
Q13 contest
1.57
07/31/2019 03:51
tsq13d263087a76b84af29bb4341ea6f4ba40
11.14%
4.29%
2.64
4.62
1.26% 2.38%
1.57
2.79
 Rank: 115
 
s_poramet
 
Q13 contest
1.55
01/06/2019 02:28
Lvl SQ Fifty 100
26.00%
12.97%
2.29
3.09
5.63% 11.26%
1.55
2.43
 Rank: 116
 
s_poramet
 
Q13 contest
1.54
07/31/2019 08:16
xAll SMA
14.75%
9.74%
1.54
2.55
4.30% 7.48%
1.75
3.39
 Rank: 117
 
charless
 
Q13 contest
1.54
07/29/2019 02:57
Q13-314.py
33.85%
7.13%
4.83
8.93
3.66% 7.24%
1.54
2.75
 Rank: 118
 
charless
 
Q13 contest
1.53
07/31/2019 02:42
Q13-360.py
26.71%
6.68%
4.07
7.23
2.63% 5.17%
1.53
2.39
 Rank: 119
 
s_poramet
 
Q13 contest
1.53
02/03/2019 01:09
Y LvlSd Mc1 Hundred 66
17.77%
11.54%
1.70
2.41
4.71% 9.46%
1.53
2.32
 Rank: 120
 
s_poramet
 
Q13 contest
1.52
01/19/2019 00:14
W Clamp CNR Ranger 6
5.65%
3.80%
1.52
2.74
1.50% 3.00%
2.84
5.83
 Rank: 121
 
s_poramet
 
Q13 contest
1.52
01/27/2019 02:15
Y Clamp CNR Ranger 6
5.65%
3.80%
1.52
2.74
1.50% 3.00%
2.84
5.83
 Rank: 122
 
mwalimudan
 
Q13 contest
1.51
04/30/2019 08:19
TableForFiveQ13
23.81%
18.07%
1.51
1.98
9.12% 14.49%
2.01
3.35
 Rank: 123
 
mwalimudan
 
Q13 contest
1.51
07/26/2019 12:39
TradersDozenQ131
18.59%
15.29%
1.51
1.79
5.72% 10.51%
1.68
2.78
 Rank: 124
 
charless
 
Q13 contest
1.50
07/31/2019 02:42
Q13-361.py
36.24%
7.28%
5.04
9.61
3.39% 6.84%
1.50
2.91
 Rank: 125
 
s_poramet
 
Q13 contest
1.49
01/01/2019 00:03
LvlA PVO Ground
101.61%
20.71%
5.52
10.16
5.61% 11.96%
1.49
2.61