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: 326
 
ptoolis
 
Q13 contest
0.53
07/14/2019 17:45
spbayesmassetprod
2.03%
6.46%
0.53
0.46
5.55% 8.98%
1.96
3.23
 Rank: 327
 
AlgoQT
 
Q13 contest
0.53
07/23/2019 10:55
BlankTradingStrategy20197231355
3.69%
3.53%
1.03
1.61
0.56% 4.20%
0.53
0.80
 Rank: 328
 
s_poramet
 
Q13 contest
0.53
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-2
30.50%
11.59%
3.10
4.32
1.66% 9.39%
0.53
0.73
 Rank: 329
 
s_poramet
 
Q13 contest
0.53
02/03/2019 01:09
Y LvlSd Mc1 Miracle 75-2
30.64%
11.59%
3.10
4.35
1.66% 9.39%
0.53
0.73
 Rank: 330
 
s_poramet
 
Q13 contest
0.53
07/19/2019 09:42
oBerry
12.59%
6.28%
2.20
3.10
0.88% 4.93%
0.53
0.77
 Rank: 331
 
s_poramet
 
Q13 contest
0.52
02/10/2019 08:26
Z Clamp CNR Square 5
42.97%
8.49%
5.22
9.87
0.91% 9.75%
0.52
1.17
 Rank: 332
 
s_poramet
 
Q13 contest
0.52
02/11/2019 00:23
Z Clamp CNR Trio 1
38.10%
8.36%
4.71
8.54
0.91% 9.68%
0.52
1.15
 Rank: 333
 
s_poramet
 
Q13 contest
0.52
01/08/2019 00:08
wpass Fifty 75
13.72%
15.37%
0.93
1.40
1.51% 8.55%
0.52
0.89
 Rank: 334
 
charless
 
Q13 contest
0.50
06/08/2019 05:39
Q13-144.py
261.16%
6.94%
41.29
219.17
0.85% 4.96%
0.50
0.83
 Rank: 335
 
s_poramet
 
Q13 contest
0.50
07/29/2019 01:18
Cookie Box 33
22.78%
5.26%
4.36
8.34
0.69% 4.07%
0.50
0.74
 Rank: 336
 
charless
 
Q13 contest
0.50
07/28/2019 04:02
Q13-292.py
42.91%
7.21%
5.93
12.39
1.22% 7.25%
0.50
0.84
 Rank: 337
 
Meters
 
Q13 contest
0.50
02/27/2019 15:30
ql
7.27%
15.85%
0.50
0.72
12.77% 10.39%
4.18
7.34
 Rank: 338
 
s_poramet
 
Q13 contest
0.50
02/06/2019 00:33
Z Clamp CNR Duo 7
40.55%
8.87%
4.74
8.62
0.94% 10.54%
0.50
1.05
 Rank: 339
 
s_poramet
 
Q13 contest
0.48
07/29/2019 01:23
Cookie Box EV 33
22.86%
5.25%
4.38
8.36
0.67% 4.11%
0.48
0.73
 Rank: 340
 
charless
 
Q13 contest
0.46
05/16/2019 15:23
Q13-072.py
385.07%
10.64%
39.39
166.01
1.03% 6.53%
0.46
0.87
 Rank: 341
 
Sun73
 
Q13 contest
0.46
06/19/2019 13:41
sun73_v5f_rev13
252.30%
8.81%
28.19
110.78
1.93% 21.01%
0.46
0.68
 Rank: 342
 
charless
 
Q13 contest
0.45
05/11/2019 04:36
Q13-021.py
272.88%
6.97%
39.87
360.74
0.35% 4.41%
0.45
0.81
 Rank: 343
 
dm7
 
Q13 contest
0.44
07/31/2019 19:21
tsq13f302a2af260b40729ad256ed5f8e4939
13.27%
5.04%
2.73
4.60
0.42% 2.79%
0.44
0.76
 Rank: 344
 
s_poramet
 
Q13 contest
0.44
02/07/2019 21:57
Z Clamp CNR Duo 13
34.43%
8.55%
4.17
7.30
0.79% 10.06%
0.44
1.02
 Rank: 345
 
s_poramet
 
Q13 contest
0.44
07/14/2019 21:45
Gyrator
11.89%
3.38%
3.50
6.36
0.32% 2.15%
0.44
0.64
 Rank: 346
 
s_poramet
 
Q13 contest
0.43
02/10/2019 08:24
Z Clamp CNR Ranger 17
6.89%
4.41%
1.61
2.69
0.35% 4.45%
0.43
0.63
 Rank: 347
 
s_poramet
 
Q13 contest
0.42
07/28/2019 01:46
Holy Grail EV 33
36.57%
6.97%
5.22
10.25
0.57% 3.96%
0.42
0.64
 Rank: 348
 
s_poramet
 
Q13 contest
0.42
02/23/2019 10:28
Wheel of Fortune (Raw)
7.66%
4.26%
1.99
2.93
0.42% 2.91%
0.42
0.69
 Rank: 349
 
s_poramet
 
Q13 contest
0.42
07/14/2019 21:37
Absorn
11.12%
3.97%
2.77
4.77
0.33% 2.36%
0.42
0.60
 Rank: 350
 
srikaryallala
 
Q13 contest
0.41
07/09/2019 06:31
TrendFollowingOnePointO
4.84%
18.74%
0.41
0.38
6.34% 14.71%
1.34
1.94