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: 126
 
s_poramet
 
Q13 contest
1.48
01/28/2019 00:21
Y Clamp CNR Ranger 16
8.55%
4.15%
2.08
4.08
0.38% 1.43%
1.48
4.40
 Rank: 127
 
s_poramet
 
Q13 contest
1.48
01/20/2019 02:15
W Clamp CNR Ranger 16
8.55%
4.15%
2.08
4.08
0.38% 1.43%
1.48
4.40
 Rank: 128
 
s_poramet
 
Q13 contest
1.48
01/19/2019 00:15
W Clamp CNR Ranger 7
2.94%
1.98%
1.48
2.68
0.54% 1.22%
2.49
4.04
 Rank: 129
 
Troy B
 
Q13 contest
1.47
07/09/2019 21:27
July19_V7
14.89%
8.36%
1.78
3.06
4.81% 10.02%
1.47
2.46
 Rank: 130
 
s_poramet
 
Q13 contest
1.47
01/08/2019 00:09
wpass Thirty 80
14.44%
11.37%
1.47
1.97
4.40% 7.62%
1.76
3.07
 Rank: 131
 
charless
 
Q13 contest
1.45
06/10/2019 15:31
Q13-165.py
72.08%
3.81%
20.02
89.81
0.94% 1.92%
1.45
2.56
 Rank: 132
 
s_poramet
 
Q13 contest
1.45
07/13/2019 10:59
LoveBird
11.45%
3.12%
3.69
6.76
1.09% 2.23%
1.45
2.26
 Rank: 133
 
s_poramet
 
Q13 contest
1.45
01/15/2019 01:21
W Lvl Mc1 Miracle 75-All B
62.22%
7.51%
8.74
18.10
2.58% 5.34%
1.45
2.69
 Rank: 134
 
s_poramet
 
Q13 contest
1.45
02/01/2019 00:06
Y Lvl Mc1 Miracle 75-All-B
62.22%
7.51%
8.72
18.10
2.58% 5.34%
1.45
2.69
 Rank: 135
 
s_poramet
 
Q13 contest
1.45
07/30/2019 03:24
xAll Duo
22.89%
10.65%
2.15
3.72
3.65% 7.65%
1.45
2.74
 Rank: 136
 
s_poramet
 
Q13 contest
1.45
07/05/2019 10:08
a_Collection_a
16.90%
6.60%
2.85
4.30
3.15% 6.57%
1.45
2.59
 Rank: 137
 
s_poramet
 
Q13 contest
1.44
02/01/2019 00:06
Y Lvl Mc1 Miracle 75-All
58.29%
8.55%
7.27
14.35
3.32% 6.96%
1.44
2.46
 Rank: 138
 
s_poramet
 
Q13 contest
1.44
01/14/2019 02:23
W Lvl Mc1 Miracle 75-All
58.34%
8.53%
7.28
14.51
3.32% 6.96%
1.44
2.46
 Rank: 139
 
charless
 
Q13 contest
1.42
06/19/2019 00:03
Q13-182.py
423.14%
12.59%
36.16
123.09
4.27% 9.15%
1.42
2.86
 Rank: 140
 
KOBAS
 
Q13 contest
1.42
04/05/2019 05:53
190213MiKJJDAT6_2
5.26%
3.95%
1.42
2.15
2.69% 2.63%
3.07
5.56
 Rank: 141
 
charless
 
Q13 contest
1.42
07/31/2019 02:42
Q13-362.py
37.31%
6.76%
5.58
11.22
2.77% 5.87%
1.42
2.44
 Rank: 142
 
s_poramet
 
Q13 contest
1.39
01/08/2019 00:08
wpass Forty 75
10.73%
9.15%
1.39
1.85
3.51% 6.36%
1.67
2.79
 Rank: 143
 
charless
 
Q13 contest
1.38
05/05/2019 22:07
Q13-012.py
318.17%
8.09%
43.35
258.74
1.76% 3.79%
1.38
2.38
 Rank: 144
 
KOBAS
 
Q13 contest
1.38
04/21/2019 04:16
B10KOBAS04A6A00b
7.03%
4.99%
1.38
2.30
3.86% 6.68%
1.76
3.14
 Rank: 145
 
charless
 
Q13 contest
1.37
07/25/2019 23:25
Q13-258.py
25.05%
6.82%
3.65
6.85
2.76% 6.05%
1.37
2.24
 Rank: 146
 
KOBAS
 
Q13 contest
1.37
04/05/2019 05:54
190213MiKJJDAT6_3
4.86%
3.57%
1.37
2.24
2.28% 2.74%
2.50
4.25
 Rank: 147
 
charless
 
Q13 contest
1.35
07/29/2019 02:58
Q13-322.py
60.48%
8.03%
7.67
15.84
3.66% 8.20%
1.35
2.27
 Rank: 148
 
charless
 
Q13 contest
1.34
06/09/2019 10:19
Q13-152.py
172.41%
6.64%
28.28
126.99
2.10% 4.67%
1.34
2.40
 Rank: 149
 
charless
 
Q13 contest
1.34
05/14/2019 12:45
Q13-050.py
105.86%
4.82%
23.59
109.55
1.34% 2.97%
1.34
2.60
 Rank: 150
 
s_poramet
 
Q13 contest
1.32
03/02/2019 05:15
Skip and Run
5.89%
2.47%
2.36
4.24
0.53% 2.23%
1.32
2.11